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Insurance valuation : a computable multi-period cost-of-capital approach

Engsner, Hampus; Lindholm, Mathias; Lindskog, Filip - In: Insurance / Mathematics & economics 72 (2017), pp. 250-264

Persistent link: https://www.econbiz.de/10011694720

Comparing risks by acceptance and rejection

Hart, Sergiu - 2010

Persistent link: https://www.econbiz.de/10003949775

The Foster-Hart measure of riskiness for general gambles

Riedel, Frank; Hellmann, Tobias - In: Theoretical economics : TE ; journal of the Econometric … 10 (2015) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10010528233

Comparing risks by acceptance and rejection

Hart, Sergiu - In: Journal of political economy 119 (2011) 4, pp. 617-638

Persistent link: https://www.econbiz.de/10009388077

The Foster-Hart measure of riskiness for general gambles : conference paper

Riedel, Frank; Hellmann, Tobias - 2013

riskiness to continuous random variables. For many continuous random variables, the risk measure is equal to the worst-case risk … measure, i.e. the maximal possible loss incurred by that gamble. We also extend the Foster-Hart risk measure to dynamic …

Persistent link: https://www.econbiz.de/10010342818

The Foster-Hart measure of riskiness for general gambles

Hellmann, Tobias; Riedel, Frank - In: Theoretical economics : TE ; an open access journal in … 10 (2015) 1, pp. 1-9

random variables. For many continuous random variables, the risk measure is equal to the worst--case risk measure, i.e. the …

Persistent link: https://www.econbiz.de/10011674068

Risk-based loan pricing : portfolio optimization approach with marginal risk contribution

Chun, So Yeon; Lejeune, Miguel A. - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3735-3753

Persistent link: https://www.econbiz.de/10012289204

Fundamentals-based risk measurement in valuation

Nekrasov, Alexander; Shroff, Pervin K. - In: The accounting review : a publication of the American … 84 (2009) 6, pp. 1983-2011

Persistent link: https://www.econbiz.de/10003919358

Valuing streams of risky cashflows with risk-value models

Dorfleitner, Gregor; Gleißner, Werner - In: Journal of risk 20 (2017/2018) 3, pp. 1-27

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Risk measures in simulation-based business valuation : classification of risk measures in risk axiom systems and application in valuation practice

Ernst, Dietmar - In: Risks : open access journal 11 (2023) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014232597

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