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subject:"Risiko"
subject:"Schätztheorie"
~person:"Denuit, Michel"
~person:"Krämer, Walter"
~type_genre:"Aufsatz in Zeitschrift"
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Risiko
Schätztheorie
Theorie
77
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77
Estimation theory
18
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16
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10
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10
Risikoaversion
9
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Denuit, Michel
Krämer, Walter
Eeckhoudt, Louis R.
38
Gollier, Christian
32
Andrews, Donald W. K.
30
Phillips, Peter C. B.
29
Newey, Whitney K.
27
Li, Qi
26
Baltagi, Badi H.
23
Gouriéroux, Christian
23
Viscusi, W. Kip
22
Chavas, Jean-Paul
21
McAleer, Michael
21
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Wang, Ruodu
21
Giles, David E. A.
19
Ullah, Aman
19
Granger, C. W. J.
18
Horowitz, Joel
18
King, Maxwell L.
17
Kit, Pong Wong
17
Lee, Lung-fei
17
Epstein, Larry G.
16
Gupta, Rangan
16
Robinson, Peter M.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Hahn, Jinyong
15
Satchell, Stephen
15
Schmidt, Peter
15
Alghalith, Moawia
14
Kelejian, Harry H.
14
Righi, Marcelo Brutti
14
Rosazza Gianin, Emanuela
14
Schlesinger, Harris
14
Wakker, Peter P.
14
Wong, Wing Keung
14
Bai, Jushan
13
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13
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Economics letters
5
Insurance / Mathematics & economics
4
Theory and decision : an international journal for multidisciplinary advances in decision science
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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ASTIN bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
34
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1
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
2
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
3
Discussion on "size-biased risk measures of compound sums," by Michel Denuit, January 2020
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
North American actuarial journal : NAAJ ; leading the …
25
(
2021
)
4
,
pp. 631-636
Persistent link: https://www.econbiz.de/10013167030
Saved in:
4
Size-biased risk measures of compound sums
Denuit, Michel
- In:
North American actuarial journal : NAAJ ; leading the …
24
(
2020
)
4
,
pp. 512-532
Persistent link: https://www.econbiz.de/10012387651
Saved in:
5
Large-loss behavior of conditional mean risk sharing
Denuit, Michel
;
Robert, Christian Yann
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012307400
Saved in:
6
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
Saved in:
7
Risk apportionment and multiply monotone targets
Denuit, Michel
- In:
Mathematical social sciences
92
(
2018
),
pp. 74-77
Persistent link: https://www.econbiz.de/10012109086
Saved in:
8
Preserving the Rothschild-Stiglitz type increase in risk with background risk : a characterization
Denuit, Michel
;
Mesfioui, Mhamed
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 1-5
Persistent link: https://www.econbiz.de/10011691479
Saved in:
9
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
Saved in:
10
Tradeoffs for downside risk-averse decision-makers and the self-protection decision
Denuit, Michel
;
Eeckhoudt, Louis R.
;
Liu, Liqun
;
Meyer, Jack
- In:
The Geneva risk and insurance review
41
(
2016
)
1
,
pp. 19-47
Persistent link: https://www.econbiz.de/10011447270
Saved in:
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