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~isPartOf:"Insurance / Mathematics & economics"
~person:"Dhaene, Jan"
~person:"Furman, Edward"
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Dhaene, Jan
Furman, Edward
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Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
2
Multiplicative background risk models : setting a course for the idiosyncratic risk factors distributed phase-type
Furman, Edward
;
Kye, Yisub
;
Su, Jianxi
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 153-167
Persistent link: https://www.econbiz.de/10012482842
Saved in:
3
On log-normal convolutions : an analytical-numerical method with applications to economic capital determination
Furman, Edward
;
Hackmann, Daniel
;
Kuznetsov, Alexey
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 120-134
Persistent link: https://www.econbiz.de/10012169509
Saved in:
4
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:
5
Weighted risk capital allocations in the presence of systematic risk
Furman, Edward
;
Kuznetsov, Alexey
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 75-81
Persistent link: https://www.econbiz.de/10011825387
Saved in:
6
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:
7
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
8
On the (in-)dependence between financial and actuarial risks
Dhaene, Jan
;
Kukush, Alexander
;
Luciano, Elisa
; …
- In:
Insurance / Mathematics & economics
52
(
2013
)
3
,
pp. 522-531
Persistent link: https://www.econbiz.de/10009763595
Saved in:
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