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Generalized Shortfall Risk Measure Based on Insurance Premium
Zhang, Sainan, (2021)
Capital allocation based on the tail covariance premium adjusted
Wang, Min, (2014)
Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun, (2017)
On the characterization of convex premium principles
Cardin, Marta, (2006)
On characterization of a class of convex operators for pricing insurance risks
Cardin, Marta, (2005)
Multivariate dependence modeling using copulas
Cardin, Marta, (2008)