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~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
~subject:"Measurement"
~subject:"Multivariate analysis"
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Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
108
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30
European journal of operational research : EJOR
28
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25
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22
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International journal of theoretical and applied finance
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Scandinavian actuarial journal
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International review of economics & finance : IREF
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
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:
7
Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits
Feng, Runhuan
;
Volkmer, Hans W.
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 653-681
Persistent link: https://www.econbiz.de/10010407941
Saved in:
8
On some properties of two vector-valued VAR and CTE multivariate risk measures for Archimedean copulas
Hürlimann, Werner
- In:
Astin bulletin : the journal of the International …
44
(
2014
)
3
,
pp. 613-633
Persistent link: https://www.econbiz.de/10010407943
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