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~person:"Boonen, Tim J."
~person:"Dowd, Kevin"
~person:"Prokopczuk, Marcel"
~person:"Vanduffel, Steven"
~subject:"Abteilung"
~subject:"Allocation"
~subject:"Risk"
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TWO-COMPONENT EXTREME VALUE DI...
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Boonen, Tim J.
Dowd, Kevin
Prokopczuk, Marcel
Vanduffel, Steven
Wang, Ruodu
32
Stoja, Evarist
25
Rosazza Gianin, Emanuela
20
Righi, Marcelo Brutti
19
Polanski, Arnold
16
Cai, Jun
14
Mao, Tiantian
14
Dhaene, Jan
13
Embrechts, Paul
12
Tsanakas, Andreas
12
Bellini, Fabio
11
Brandtner, Mario
11
Daníelsson, Jón
11
Furman, Edward
11
Rüschendorf, Ludger
11
Cheung, Ka Chun
10
Liu, Haiyan
10
Tang, Qihe
10
Kürsten, Wolfgang
9
Laeven, Roger J. A.
9
Müller, Fernanda Maria
9
Bignozzi, Valeria
8
Feng, Runhuan
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Landsman, Zinoviy
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Liu, Fangda
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Munari, Cosimo-Andrea
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Pichler, Alois
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Weigert, Florian
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Almeida, Caio
7
Asimit, Alexandru V.
7
Balbás de la Corte, Alejandro
7
Centrone, Francesca
7
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7
Harris, Richard D. F.
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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:
2
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
3
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
4
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:
5
Model risk
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765457
Saved in:
6
Back-testing market risk models
Dowd, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003765458
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7
Risk measures and comonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Q.
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003329684
Saved in:
8
After VaR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin
(
contributor
);
Blake, David
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003286770
Saved in:
9
Mortality : dependent financial risk measures
Dowd, Kevin
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003335207
Saved in:
10
After VAR : the theory, estimation, and insurance applications of quantile-based risk measures
Dowd, Kevin
;
Blake, David
- In:
The journal of risk and insurance : the journal of the …
73
(
2006
)
2
,
pp. 193-229
Persistent link: https://www.econbiz.de/10003335256
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