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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Conditional value at risk"
~subject:"Outliers"
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Conditional value at risk
Outliers
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
24
Journal of banking & finance
12
Applied economics
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Risks : open access journal
11
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10
International journal of forecasting
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Journal of empirical finance
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The journal of operational risk
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Finance research letters
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International review of financial analysis
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Discussion paper / Tinbergen Institute
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of risk
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The North American journal of economics and finance : a journal of financial economics studies
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European journal of operational research : EJOR
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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International review of economics & finance : IREF
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Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
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2
The full tails gamma distribution applied to model extreme values
Castillo, Joan del
;
Daoudi, Jalila
;
Serra, Isabel
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 895-917
Persistent link: https://www.econbiz.de/10011763681
Saved in:
3
The design of an optimal retrospective rating plan
Chen, Xinxiang
;
Chi, Yichun
;
Tan, Ken Seng
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
1
,
pp. 141-163
Persistent link: https://www.econbiz.de/10011485141
Saved in:
4
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:
5
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
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