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Focussed selection of the claim severity distribution

Wang, Yinzhi; Hobæk Haff, Ingrid - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 129-142

Persistent link: https://www.econbiz.de/10012194941

Application of duration measure in quantifying the sensitivity of project returns to changes in discount rates

Yousefi, Vahidreza; Yakhchali, Siamak Haji; … - In: Administrative Sciences : open access journal 9 (2019) 1/13, pp. 1-14

In this research, the concept of Duration with a new application in project management has been defined. The Duration of each project provides the project manager with a combined measure containing concepts of return, cost and time of the project. Further in this article, the changes in project...

Persistent link: https://www.econbiz.de/10012126909

Extended Gini-type measures of risk and variability

Berkhouch, Mohammed; Lakhnati, Ghizlane; Righi, Marcelo … - In: Applied mathematical finance 25 (2018) 3/4, pp. 295-314

Persistent link: https://www.econbiz.de/10012128954

"Dice"-sion–making under uncertainty : when can a random decision reduce risk?

Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301

Persistent link: https://www.econbiz.de/10012039992

Tail mutual exclusivity and Tail-VaR lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - In: Scandinavian actuarial journal (2017) 1, pp. 88-104

Persistent link: https://www.econbiz.de/10011771971

Iterated VaR or CTE measures : a false good idea?

Devolder, Pierre; Lebègue, Adrien - In: Scandinavian actuarial journal (2017) 4, pp. 287-318

Persistent link: https://www.econbiz.de/10011772142

A note on the statistical robustness of risk measures

Zhelonkin, Mikhail; Chavez-Demoulin, Valérie - In: The journal of operational risk 12 (2017) 2, pp. 47-68

Persistent link: https://www.econbiz.de/10011775516

Risk or regulatory capital? : bringing distributions back in the foreground

Guégan, Dominique; Hassani, Bertrand - 2015

Persistent link: https://www.econbiz.de/10011635443

Systematic stress tests on public data

Breuer, Thomas; Summer, Martin - In: Journal of banking & finance 118 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012521044

Measuring exchange rate risks during periods of uncertainty

Ferrara, Laurent; Yapi, Niango Ange Joseph - 2020

Persistent link: https://www.econbiz.de/10012533210