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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Basel Accord"
~subject:"Measurement"
~subject:"Multivariate analysis"
~subject:"Reinsurance"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Basel Accord
Measurement
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Reinsurance
Risikomaß
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Risk
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Boonen, Tim J.
2
Furman, Edward
2
Su, Jianxi
2
Afonso, Lourdes B.
1
Cai, Jun
1
Chi, Yichun
1
Feng, Runhuan
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Floryszczak, A.
1
Hürlimann, Werner
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Lemieux, Christiane
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Lo, Ambrose
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Lévy Véhel, Jacques
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Volkmer, Hans W.
1
Wei, Xiao
1
Willmot, Gordon E.
1
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1
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1
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
129
Journal of banking & finance
38
Risks : open access journal
38
Journal of risk
36
European journal of operational research : EJOR
31
International journal of theoretical and applied finance
20
Mathematics of operations research
19
Scandinavian actuarial journal
19
Finance and stochastics
17
Mathematics and financial economics
17
The journal of operational risk
17
Quantitative finance
16
Econometric Institute research papers
15
Finance research letters
15
Journal of risk management in financial institutions
14
The journal of risk model validation
14
Discussion paper / Tinbergen Institute
13
Research paper series / Swiss Finance Institute
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
International review of financial analysis
11
Working paper
11
Economic modelling
10
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Operations research
10
Operations research letters
10
Computational economics
9
ASTIN bulletin : the journal of the International Actuarial Association
8
International review of economics & finance : IREF
8
Journal of financial econometrics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
The journal of credit risk : published quarterly by Incisive Media
8
Journal of econometrics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of financial stability
7
Journal of international financial markets, institutions & money
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
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ECONIS (ZBW)
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1
A conditional equity risk model for regulatory assessment
Floryszczak, A.
;
Lévy Véhel, Jacques
;
Majri, M.
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
1
,
pp. 217-242
Persistent link: https://www.econbiz.de/10012105450
Saved in:
2
Fast computation of risk measures for variable annuities with additional earnings by conditional moment matching
Privault, Nicolas
;
Wei, Xiao
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 171-196
Persistent link: https://www.econbiz.de/10011875595
Saved in:
3
A Neyman-Pearson perspective on optimal reinsurance with constraints
Lo, Ambrose
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 467-499
Persistent link: https://www.econbiz.de/10011729606
Saved in:
4
Using weighted distributions to model operational risk
Afonso, Lourdes B.
;
Real, Pedro Corte
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 469-485
Persistent link: https://www.econbiz.de/10011576788
Saved in:
5
Pricing in reinsurance bargaining with comonotonic additive utility functions
Boonen, Tim J.
;
Tan, Ken Seng
;
Zhuang, Sheng Chao
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 507-530
Persistent link: https://www.econbiz.de/10011576823
Saved in:
6
Optimal reinsurance from the perspectives of both an insurer and a reinsurer
Cai, Jun
;
Lemieux, Christiane
;
Liu, Fangda
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
3
,
pp. 815-849
Persistent link: https://www.econbiz.de/10011670010
Saved in:
7
A form of multivariate pareto distribution with applications to financial risk measurement
Su, Jianxi
;
Furman, Edward
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
1
,
pp. 331-357
Persistent link: https://www.econbiz.de/10011671067
Saved in:
8
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
Saved in:
9
Competitive equilibria with distortion risk measures
Boonen, Tim J.
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 703-728
Persistent link: https://www.econbiz.de/10011397655
Saved in:
10
On some properties of a class of multivariate Erlang mixtures with insurance applications
Willmot, Gordon E.
;
Woo, Jae-Kyung
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010506425
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