//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Scandinavian actuarial journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bounds for sums of random vari...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
7
Theory
7
Risikomaß
6
Risk measure
6
Reinsurance
4
Risiko
4
Risk
4
Rückversicherung
4
value-at-risk
3
ARCH model
2
ARCH-Modell
2
Asymmetric information
2
Asymmetrische Information
2
Portfolio selection
2
Portfolio-Management
2
Statistical distribution
2
Statistische Verteilung
2
TVaR
2
Value-at-Risk
2
1-Lipschitz
1
Actuarial mathematics
1
Adverse Selektion
1
Adverse selection
1
Agency theory
1
Aggregate claim numbers
1
Aggregation
1
Ausreißer
1
Bowley reinsurance
1
Budget constraint
1
Budgetrestriktion
1
Capital income
1
Contract theory
1
Correlation
1
Cost-benefit analysis
1
Insurance premium
1
Kapitaleinkommen
1
Kendall's tau
1
Korrelation
1
Kosten-Nutzen-Analyse
1
Leistungsanreiz
1
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Cheung, Ka Chun
7
Lo, Ambrose
2
Vanduffel, Steven
2
Yam, Sheung Chi Phillip
2
Zhang, Yiying
2
Bernard, Carole
1
Boonen, Tim J.
1
Chong, Wing Fung
1
De Vecchi, Corrado
1
Denuit, Michel
1
Dhaene, Jan
1
Ling, Hok Kan
1
Puccetti, Giovanni
1
Rüschendorf, Ludger
1
Small, Daniel
1
Tang, Qihe
1
Yuen, F. L.
1
Yuen, Fei Lung
1
Zhao, Peng
1
more ...
less ...
Published in...
All
Scandinavian actuarial journal
Insurance / Mathematics & economics
50
Insurance: Mathematics and Economics
23
AFI
10
European journal of operational research : EJOR
9
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
7
Astin bulletin : the journal of the International Actuarial Association
4
Applied mathematical finance
3
Quantitative finance
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
International journal of theoretical and applied finance
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of Risk & Insurance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Papers / arXiv.org
2
Risks : open access journal
2
Statistics & Probability Letters
2
The European journal of finance
2
The journal of risk model validation
2
Tijdschrift voor economie en management
2
4OR : a quarterly journal of operations research
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
1
Applied Stochastic Models in Business and Industry
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Economics letters
1
European Journal of Operational Research
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Forthcoming in Applied Stochastic Models in Business and Industry
1
Forthcoming in Quantitative Finance
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
Journal of Financial Transformation
1
Journal of Pension Economics and Finance
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of mathematical economics
1
Journal of pension economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
Saved in:
2
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
Saved in:
3
Bowley reinsurance with asymmetric information on the insurer's risk preferences
Boonen, Tim J.
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 623-644
Persistent link: https://www.econbiz.de/10012624638
Saved in:
4
Comparisons of aggregate claim numbers and amounts : a study of heterogeneity
Zhang, Yiying
;
Zhao, Peng
;
Cheung, Ka Chun
- In:
Scandinavian actuarial journal
2019
(
2019
)
4
,
pp. 273-290
Persistent link: https://www.econbiz.de/10012194951
Saved in:
5
Budget-constrained optimal reinsurance design under coherent risk measures
Cheung, Ka Chun
;
Chong, Wing Fung
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 729-751
Persistent link: https://www.econbiz.de/10012194995
Saved in:
6
Reinsurance contract design with adverse selection
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Yuen, F. L.
- In:
Scandinavian actuarial journal
2019
(
2019
)
9
,
pp. 784-798
Persistent link: https://www.econbiz.de/10012194998
Saved in:
7
On additivity of tail comonotonic risks
Cheung, Ka Chun
;
Ling, Hok Kan
;
Tang, Qihe
;
Yam, Sheung …
- In:
Scandinavian actuarial journal
2019
(
2019
)
10
,
pp. 837-866
Persistent link: https://www.econbiz.de/10012195005
Saved in:
8
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
Saved in:
9
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->