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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Basler Akkord"
~subject:"Messung"
~subject:"Risk"
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Basler Akkord
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Risk measure
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Afonso, Lourdes B.
1
Boonen, Tim J.
1
Chi, Yichun
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Denuit, Michel
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Floryszczak, A.
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Furman, Edward
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
151
Journal of banking & finance
68
Risks : open access journal
60
European journal of operational research : EJOR
59
Journal of risk
48
Finance research letters
43
Quantitative finance
30
Economic modelling
26
Mathematics of operations research
23
International journal of theoretical and applied finance
22
International review of financial analysis
22
Discussion paper / Tinbergen Institute
21
Journal of risk management in financial institutions
21
Energy economics
20
Finance and stochastics
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International review of economics & finance : IREF
20
Operations research
20
The journal of risk model validation
20
Mathematics and financial economics
19
Scandinavian actuarial journal
19
The North American journal of economics and finance : a journal of financial economics studies
18
The journal of operational risk
18
Applied economics
17
Research paper series / Swiss Finance Institute
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Econometric Institute research papers
15
Journal of international financial markets, institutions & money
15
Journal of risk and financial management : JRFM
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Computational economics
14
Journal of forecasting
13
Journal of mathematical finance
13
Pacific-Basin finance journal
13
Journal of financial econometrics
12
Operations research letters
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The European journal of finance
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Working paper
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Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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:
3
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:
4
Local hedging of variable annuities in the presence of basis risk
Trottier, Denis-Alexandre
;
Godin, Frédéric
;
Hamel, …
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
2
,
pp. 611-646
Persistent link: https://www.econbiz.de/10011875672
Saved in:
5
Collective risk models with dependence uncertainty
Liu, Haiyan
;
Wang, Ruodu
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
2
,
pp. 361-389
Persistent link: https://www.econbiz.de/10011729564
Saved in:
6
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:
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
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:
9
Distortion risk measures, ambiguity aversion and optimal effort
Robert, Christian Yann
;
Therond, Pierre-E.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
2
,
pp. 277-302
Persistent link: https://www.econbiz.de/10010393955
Saved in:
10
Optimal reinsurance with limited ceder risk : a stochastic dominance approach
Chi, Yichun
;
Lin, Sheldon
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
1
,
pp. 103-126
Persistent link: https://www.econbiz.de/10010240677
Saved in:
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