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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~isPartOf:"Scandinavian actuarial journal"
~person:"Kürsten, Wolfgang"
~person:"Rüschendorf, Ludger"
~subject:"Ausreißer"
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Review of financial economics : RFE
Scandinavian actuarial journal
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Nonlinearly transformed risk measures : properties and application to optimal reinsurance
Brandtner, Mario
;
Kürsten, Wolfgang
;
Rischau, Robert
- In:
Scandinavian actuarial journal
2020
(
2020
)
5
,
pp. 376-395
Persistent link: https://www.econbiz.de/10012262746
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Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
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