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Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - In: Scandinavian actuarial journal (2017) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
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Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni; Rüschendorf, Ludger; Small, Daniel; … - In: Scandinavian actuarial journal (2017) 3, pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
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Iterated VaR or CTE measures : a false good idea?
Devolder, Pierre; Lebègue, Adrien - In: Scandinavian actuarial journal (2017) 4, pp. 287-318
Persistent link: https://www.econbiz.de/10011772142
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Conditional risk measures in a bipartite market structure
Kley, Oliver; Klüppelberg, Claudia; Reinert, Gesine - In: Scandinavian actuarial journal (2018) 4, pp. 328-355
Persistent link: https://www.econbiz.de/10011881106
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Multivariate geometric expectiles
Herrmann, Klaus J.; Hofert, Marius; Mailhot, Mélina - In: Scandinavian actuarial journal (2018) 7, pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
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Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing; Liu, Qing; Hou, Yanxi; Peng, Liang - In: Scandinavian actuarial journal (2018) 8, pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
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Convex risk measures for the aggregation of multiple information sources and applications in insurance
Papayiannis, G. I.; Yannacopoulos, Athanasios N. - In: Scandinavian actuarial journal (2018) 9, pp. 792-822
Persistent link: https://www.econbiz.de/10011939747
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Group cohesion under individual regulatory constraints
Coculescu, Delia; Delbaen, Freddy - In: Scandinavian actuarial journal 2022 (2022) 1, pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario; Kürsten, Wolfgang; Rischau, Robert - In: Scandinavian actuarial journal 2020 (2020) 5, pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
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Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun; Mao, Tiantian; Yang, Fan - In: Scandinavian actuarial journal 2021 (2021) 7, pp. 599-622
Persistent link: https://www.econbiz.de/10012624637