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subject:"Sozialer Indikator"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Ghossoub, Mario"
~person:"Tsanakas, Andreas"
~subject:"Risk measure"
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Sozialer Indikator
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Ghossoub, Mario
Tsanakas, Andreas
Hu, Taizhong
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Landsman, Zinoviy
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Mao, Tiantian
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Insurance / Mathematics & economics
Journal of economic theory
1
Journal of risk
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Mathematics of operations research
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The final version of this article appeared as: Tsanakas A. (2004), ''Dynamic risk capital allocation with distortion measures'', Insurance: Mathematics and Economics, 35(2), p.223-243
1
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1
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
2
Optimal reinsurance with multiple reinsurers : distortion risk measures, distortion premium principles, and heterogeneous beliefs
Boonen, Tim J.
;
Ghossoub, Mario
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 23-37
Persistent link: https://www.econbiz.de/10012793907
Saved in:
3
Euler allocations in the presence of non-linear reinsurance : comment on Major (2018)
Pesenti, Silvana M.
;
Tsanakas, Andreas
;
Millossovich, Pietro
- In:
Insurance / Mathematics & economics
83
(
2018
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011944091
Saved in:
4
Capital allocation for portfolios with non-linear risk aggregation
Boonen, Tim J.
;
Tsanakas, Andreas
;
Wüthrich, Mario V.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 95-106
Persistent link: https://www.econbiz.de/10011694391
Saved in:
5
To split or not to split : capital allocation with convex risk measures
Tsanakas, Andreas
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 268-277
Persistent link: https://www.econbiz.de/10009517638
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