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Insurance / Mathematics & economics
Journal of mathematical economics
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59
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48
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1
Risk
aggregation
under dependence uncertainty and an order constraint
Chen, Yuyu
;
Lin, Liyuan
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 169-187
Persistent link: https://www.econbiz.de/10013271969
Saved in:
2
On the increasing convex order of generalized
aggregation
of dependent random variables
Zhang, Yiying
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 61-69
Persistent link: https://www.econbiz.de/10012242039
Saved in:
3
Capital, aggregate risk, insurance prices and regulation
Subramanian, Ajay
;
Wang, Jinjing
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 156-192
Persistent link: https://www.econbiz.de/10012622387
Saved in:
4
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
5
Frequency based analysis of collective
aggregation
rules
Chatterjee, Swarnendu
;
Storcken, Ton
- In:
Journal of mathematical economics
87
(
2020
),
pp. 56-66
Persistent link: https://www.econbiz.de/10012661932
Saved in:
6
On some multivariate Sarmanov mixed Erlang reinsurance risks :
aggregation
and capital allocation
Ratovomirija, Gildas
;
Tamraz, Maissa
;
Vernic, Raluca
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 197-209
Persistent link: https://www.econbiz.de/10011712525
Saved in:
7
Risk
aggregation
in non-life insurance : standard models vs. internal models
Eling, Martin
;
Jung, Kwangmin
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 183-198
Persistent link: https://www.econbiz.de/10012420134
Saved in:
8
Risk
aggregation
with dependence uncertainty
Bernhard, Carole
;
Jiang, Xiao
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 93-108
Persistent link: https://www.econbiz.de/10010259666
Saved in:
9
Dependent risk models with Archimedean copulas : a computational strategy based on common mixtures and applications
Cossette, Hélène
;
Marceau, Etienne
;
Mtalai, Itre
; …
- In:
Insurance / Mathematics & economics
78
(
2018
),
pp. 53-71
Persistent link: https://www.econbiz.de/10011825212
Saved in:
10
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:
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