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Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun; Yam, Sheung Chi Phillip; Zhang, Yiying - In: Insurance / Mathematics & economics 86 (2019), pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
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On a family of risk measures based on largest claims
Castaño-Martínez, A.; Pigueiras, G.; Sordo, M. A. - In: Insurance / Mathematics & economics 86 (2019), pp. 92-97
Persistent link: https://www.econbiz.de/10012058833
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On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins
England, P. D.; Verrall, R. J.; Wüthrich, M. V. - In: Insurance / Mathematics & economics 85 (2019), pp. 74-88
Persistent link: https://www.econbiz.de/10011990616
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Die ökonometrische Bestimmung von Liquiditätsrisiken und deren Einfluss auf Finanzrisikoprognosen
Uffmann, Christina - 2020
Persistent link: https://www.econbiz.de/10012115141
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Insurance risk capital and risk aggregation : bivariate copula approach
Mejdoub, Hanène; Arab, Mounira Ben - In: International journal of computational economics and … 9 (2019) 3, pp. 202-218
Persistent link: https://www.econbiz.de/10012115324
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Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines
Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617
Persistent link: https://www.econbiz.de/10012116366
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Optimal investment under VaR-Regulation and Minimum Insurance
Chen, An; Nguyen, Thai; Stadje, Mitja - In: Insurance / Mathematics & economics 79 (2018), pp. 194-209
Persistent link: https://www.econbiz.de/10011825449
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Reserve modelling and the aggregation of risks using time varying copula models
Araichi, Sawssen; Peretti, Christian de; Belkacem, Lotfi - In: Economic modelling 67 (2017), pp. 149-158
Persistent link: https://www.econbiz.de/10011813794
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Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles; Yang, Fan - In: Astin bulletin : the journal of the International … 48 (2018) 1, pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
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Backtesting an equity risk model under Solvency II
Santomil, Pablo Durán; González, Luís Otero; Cunill, … - In: Journal of business research : JBR 89 (2018), pp. 216-222
Persistent link: https://www.econbiz.de/10011881772