Similar Search Results

On a fuzzy cash flow model with insurance applications

Ungureanu, Daniela; Vernic, Raluca - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10010513465

Renewal reward process for T-related fuzzy random variables on (R p, R q)

Hong, Dug Hun - In: Fuzzy optimization and decision making : a journal of … 13 (2014) 4, pp. 415-434

Persistent link: https://www.econbiz.de/10010439001

Imprecise stochastic orders and fuzzy rankings

Montes, Ignacio; Miranda, Enrique; Montes, Susana - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 3, pp. 297-327

Persistent link: https://www.econbiz.de/10011805631

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

Mbairadjim Moussa, A.; Sadefo Kamdem, J.; Terraza, M. - In: Economic Modelling 39 (2014) C, pp. 247-256

This paper is concerned with linear portfolio value-at-risk (VaR) and expected shortfall (ES) computation when the portfolio risk factors are leptokurtic, imprecise and/or vague. Following Yoshida (2009), the risk factors are modeled as fuzzy random variables in order to handle both their random...

Persistent link: https://www.econbiz.de/10010781951

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

Moussa, A. Mbairadjim; Kamdem, J. Sadefo; Terraza, Michel - In: Economic modelling 39 (2014), pp. 247-256

Persistent link: https://www.econbiz.de/10010421851

Natural Catastrophe Insurance: When Should the Government Intervene?

Charpentier, Arthur; Maux, Benoît Le - HAL - 2014

The present research relaxes three of the usual assumptions made in the insurance literature. It is assumed that (1 … monopolistic. In this context, the article analyses two models of natural catastrophe insurance: a model of insurance with limited … insurance industry is characterized by economies of scale. The government should consequently encourage the emergence of a …

Persistent link: https://www.econbiz.de/10010820477