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Insurance risk, risk measures, and capital allocation : navigating a Copernican shift
Powers, Michael R.; Zanjani, George - In: Annual review of financial economics 5 (2013), pp. 201-223
Persistent link: https://www.econbiz.de/10010341132
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Insurance Risk, Risk Measures, and Capital Allocation : Navigating a Copernican Shift
Powers, Michael R. - 2013
characteristics of insurance risk, to (b) the quantification of this risk through risk measures, to (c) the application of these … concepts to problems of allocating capital within an insurance company. The second is the identification and analysis of a …
Persistent link: https://www.econbiz.de/10013073229
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Crowdfunding, efficiency, and inequality
Grüner, Hans Peter; Siemroth, Christoph - In: Journal of the European Economic Association : JEEA 17 (2019) 5, pp. 1393-1427
Persistent link: https://www.econbiz.de/10012162012
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On optimal allocation of risk vectors
Kiesel, Swen; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 167-175
Persistent link: https://www.econbiz.de/10008654261
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On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.; Mandjes, Michel; Spreij, P. J. C.; … - In: Insurance / Mathematics & economics 104 (2022), pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
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The simple meaning of complex rates of return
Pierru, Axel - In: The engineering economist : a journal devoted to the … 55 (2010) 2, pp. 105-117
Persistent link: https://www.econbiz.de/10003990948
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Risk measures on Orlicz hearts
Cheridito, Patrick; Li, Tianhui - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 189-214
Persistent link: https://www.econbiz.de/10003827571
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Risk measures for non-integrable random variables
Delbaen, Freddy - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 329-333
Persistent link: https://www.econbiz.de/10003827618
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Anmerkungen zur Value-at-Risk-Definition
Huschens, Stefan - In: Datamining und computational finance : Ergebnisse des …, (pp. 29-41). 2000
Persistent link: https://www.econbiz.de/10001484225
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Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R.; Küchler, Uwe - 1999
Persistent link: https://www.econbiz.de/10001425817