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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Denuit, Michel"
~person:"Feng, Mingbin"
~subject:"Measurement"
~subject:"Theory"
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Denuit, Michel
Feng, Mingbin
Chi, Yichun
7
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6
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6
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Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
2
Two-stage nested simulation of tail risk measurement : a likelihood ratio approach
Dang, Ou
;
Feng, Mingbin
;
Hardy, Mary Rosalyn
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534507
Saved in:
3
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
108
(
2023
),
pp. 46-59
Persistent link: https://www.econbiz.de/10013534509
Saved in:
4
Green nested simulation via likelihood ratio : applications to longevity risk management
Feng, Mingbin
;
Li, Johnny Siu-Hang
;
Zhou, Kenneth Q.
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 285-301
Persistent link: https://www.econbiz.de/10013380561
Saved in:
5
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
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