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On sums of two counter-monotonic risks
Chaoubi, Ihsan; Cossette, Hélène; Gadoury, Simon-Pierre; … - In: Insurance / Mathematics & economics 92 (2020), pp. 47-60
Persistent link: https://www.econbiz.de/10012242038
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Risk concentration and diversification : second-order properties
Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 541-546
Persistent link: https://www.econbiz.de/10003981150
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Insights to systematic risk and diversification across a joint probability distribution
Choo, Weihao; De Jong, Piet - In: Insurance / Mathematics & economics 67 (2016), pp. 142-150
Persistent link: https://www.econbiz.de/10011457218
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Combining multi-asset and intrinsic risk measures
Laudagé, Christian; Sass, Jörn; Wenzel, Jörg - In: Insurance / Mathematics & economics 106 (2022), pp. 254-269
Persistent link: https://www.econbiz.de/10013380532
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Dependence structure of risk factors and diversification effects
Chen Zhou - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 531-540
Persistent link: https://www.econbiz.de/10003981149
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Correlation order, merging and diversification
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
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Global loss diversification in the insurance sector
Sheremet, Oleg; Lucas, André - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 415-425
Persistent link: https://www.econbiz.de/10009517622
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Diversification quotients based on VaR and ES
Han, Xia; Lin, Liyuan; Wang, Ruodu - In: Insurance / Mathematics & economics 113 (2023), pp. 185-197
Persistent link: https://www.econbiz.de/10014466211
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On the distribution of the surplus prior to ruin
Dickson, David C. M. - In: Insurance / Mathematics & economics 11 (1992) 3, pp. 191-207
Persistent link: https://www.econbiz.de/10001134247
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The effect of risk parameters on decision making
Nigm, A. M. - In: Insurance / Mathematics & economics 6 (1987) 4, pp. 237-244
Persistent link: https://www.econbiz.de/10001038073