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~isPartOf:"Scandinavian actuarial journal"
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Scandinavian actuarial journal
Insurance / Mathematics & economics
78
Insurance: Mathematics and Economics
40
AFI
31
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
26
The journal of risk and insurance : the journal of the American Risk and Insurance Association
10
Discussion Paper
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
6
Astin bulletin : the journal of the International Actuarial Association
5
Discussion paper / Tinbergen Institute
5
Tijdschrift voor economie en management
5
Tinbergen Institute Discussion Paper
5
Tinbergen Institute Discussion Papers
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
Computational Statistics & Data Analysis
3
European journal of operational research : EJOR
3
Metrika
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
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Discussion paper / The Pensions Institute, Cass Business School, City University
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Finance : revue de l'Association Française de Finance
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Journal of Pension Economics and Finance
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Statistical Inference for Stochastic Processes
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
1
ASTIN bulletin : the journal of the International Actuarial Association
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Advanced mathematical methods for finance
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Casualty Actuarial Society - Publications
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European Journal of Operational Research
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Faculteit der Economische en Toegepaste Economische Wetenschappen / Katholieke Universiteit Leuven / Katholieke Universiteit te Leuven
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Insurance : mathematics and economics
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International journal of financial engineering
1
Journal of economic surveys
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MPRA Paper
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
North American actuarial journal
1
Reeks van de Faculteit der Economische en Toegepaste Economische Wetenschappen / Katholieke Universiteit te Leuven
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1
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:
2
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
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
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:
9
Actuarial-consistency and two-step actuarial valuations : a new paradigm to insurance valuation
Barigou, Karim
;
Linders, Daniël
;
Yang, Fan
- In:
Scandinavian actuarial journal
2023
(
2023
)
2
,
pp. 191-217
Persistent link: https://www.econbiz.de/10014325043
Saved in:
10
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
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