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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Plat, Richard - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 123-132
Persistent link: https://www.econbiz.de/10009517590
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Estimating large losses in insurance analytics and operational risk using the g-and-h distribution
Bee, Marco; Hambuckers, J.; Trapin, L. - In: Quantitative finance 21 (2021) 7, pp. 1207-1221
Persistent link: https://www.econbiz.de/10012588037
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Einführung in die Theorie und Praxis statischer Risikomaße
Bäuerle, Nicole; Mundt, André - In: Risikomanagement, (pp. 67-99). 2005
Persistent link: https://www.econbiz.de/10003339291
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Insurance market effects of risk management metrics
Bernard, Carole; Tian, Weidong - In: The Geneva risk and insurance review 35 (2010) 1, pp. 47-80
Persistent link: https://www.econbiz.de/10008664053
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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Stochastic modeling of financing longevity risk in pension insurance
Ronkainen, Vesa - 2012
Persistent link: https://www.econbiz.de/10009769942
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Black-Scholes, marktkonsistente Bewertung und Risikomaße
Knispel, Thomas; Stahl, Gerhard; Weber, Stefan - In: Die Folgen der Finanzkrise für Regulierung und …, (pp. 15-60). 2012
Persistent link: https://www.econbiz.de/10009514989
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Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank - 2000
Persistent link: https://www.econbiz.de/10001506939