Narrow search
Showing 1 - 10 of 14
Cover Image
Skewed distributions in finance and actuarial science : a review
Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281
Persistent link: https://www.econbiz.de/10011419878
Cover Image
On Sarmanov mixed Erlang risks in insurance applications
Hashorva, Enkelejd; Ratovomirija, Gildas - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 175-205
Persistent link: https://www.econbiz.de/10010506424
Cover Image
On some properties of a class of multivariate Erlang mixtures with insurance applications
Willmot, Gordon E.; Woo, Jae-Kyung - In: Astin bulletin : the journal of the International … 45 (2015) 1, pp. 151-173
Persistent link: https://www.econbiz.de/10010506425
Cover Image
Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures
Cai, Jun; Wang, Ying; Mao, Tiantian - In: Insurance / Mathematics & economics 75 (2017), pp. 105-116
Persistent link: https://www.econbiz.de/10011740761
Cover Image
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène; Marceau, Etienne; Mtalai, Itre; … - In: Insurance / Mathematics & economics 78 (2018), pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Cover Image
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming; Dhaene, Jan; Yao, Jing - In: Insurance / Mathematics & economics 79 (2018), pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Cover Image
Businesses risks aggregation with Copula
Kamdem, J. Sadefo - In: Journal of quantitative economics : official journal of … 9 (2011) 2, pp. 58-72
Persistent link: https://www.econbiz.de/10010337911
Cover Image
Optimal capital allocation based on the Tail Mean-Variance model
Xu, Maochao; Mao, Tiantian - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 533-543
Persistent link: https://www.econbiz.de/10010227966
Cover Image
Capital allocation based on the tail covariance premium adjusted
Wang, Min - In: Insurance / Mathematics & economics 57 (2014), pp. 125-131
Persistent link: https://www.econbiz.de/10010402702
Cover Image
Multivariate risk measures based on conditional expectation and systemic risk for Exponential Dispersion Models
Shushi, Tomer; Yao, Jing - In: Insurance / Mathematics & economics 93 (2020), pp. 178-186
Persistent link: https://www.econbiz.de/10012294094