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person:"Doherty, Neil A."
~person:"Denuit, Michel"
~person:"Gatzert, Nadine"
~subject:"Risikomodell"
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Risikomodell
Risk model
78
Theorie
54
Theory
54
Lebensversicherung
32
Life insurance
32
Risikomanagement
17
Risk management
17
Portfolio selection
15
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Doherty, Neil A.
Denuit, Michel
Gatzert, Nadine
Kunreuther, Howard
52
Sherris, Michael
43
Schmeiser, Hato
36
Eling, Martin
35
Dhaene, Jan
24
Gründl, Helmut
24
Dickson, David C. M.
22
Froot, Kenneth
22
Blake, David
21
Michel-Kerjan, Erwann
20
Zweifel, Peter
20
Cairns, Andrew
18
Richter, Andreas
18
Tan, Ken Seng
18
McGuire, Thomas G.
17
Albrecht, Peter
16
Braun, Alexander
16
Li, Shuanming
16
Chen, An
15
Dionne, Georges
15
Gollier, Christian
15
Kleef, Richard Cornelis van
15
Loubergé, Henri
15
Cheung, Eric C. K.
14
Chi, Yichun
14
Goovaerts, Marc J.
14
Li, Johnny Siu-Hang
14
Luciano, Elisa
14
MacMinn, Richard D.
14
Schlesinger, Harris
14
Boone, Jan
12
Boonen, Tim J.
12
De Waegenaere, Anja
12
Layton, Timothy J.
12
Nell, Martin
12
Pitacco, Ermanno
12
Regis, Luca
12
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Insurance / Mathematics & economics
14
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Working papers on finance
6
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
6
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
4
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
2
33rd Seminar of the European Group of Risk and Insurance Economist 18 - 20 September 2006 Barcelona
1
35th Seminar of the European Group of Risk and Insurance Economists 15 - 17 September 2008 Toulouse, France
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
Brookings-Wharton papers on financial services
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
European journal of operational research : EJOR
1
IVW-HSG-Schriftenreihe
1
Journal of applied corporate finance : JACF
1
Journal of pension economics and finance
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1
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1
Symposium on catastrophic risk
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The Geneva papers : 40 years at the cutting edge of research in insurance economics
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The journal of risk finance : JRF
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ECONIS (ZBW)
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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
Joint modeling of claim frequencies and behavioral signals in motor insurance
Corradin, Alexandre
;
Denuit, Michel
;
Detyniecki, Marcin
; …
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10012805735
Saved in:
4
The impact of counterparty risk on the basis risk of industry loss warranties and on (collateralized) reinsurance under (non-)linear dependence structures
Bockius, Heike
;
Gatzert, Nadine
- In:
The journal of risk finance : JRF
23
(
2022
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10013370544
Saved in:
5
Autocalibration and Tweedie-dominance for insurance pricing with machine learning
Denuit, Michel
;
Charpentier, Arthur
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 485-497
Persistent link: https://www.econbiz.de/10012793938
Saved in:
6
Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model
Bettonville, Carole
;
D' Oultremont, Louise
;
Denuit, Michel
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 380-407
Persistent link: https://www.econbiz.de/10012588339
Saved in:
7
Sustainability risks & opportunities in the insurance industry
Gatzert, Nadine
;
Reichel, Philipp
;
Zitzmann, Armin
- In:
Zeitschrift für die gesamte Versicherungswissenschaft …
109
(
2020
)
5
,
pp. 311-331
Persistent link: https://www.econbiz.de/10012517615
Saved in:
8
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:
9
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
10
An analysis of transaction costs in participating life insurance under mean-variance preferences
Gatzert, Nadine
- In:
Insurance / Mathematics & economics
85
(
2019
),
pp. 185-197
Persistent link: https://www.econbiz.de/10011990634
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