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Insurance: Mathematics and Economics, S. 215-228, 2000
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Internationale Aktuarvereinigung - Veröffentlichungen
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The final version of this article appeared as: Tsanakas A. (2004), ''Dynamic risk capital allocation with distortion measures'', Insurance: Mathematics and Economics, 35(2), p.223-243
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1441
Univariate and bivariate GPD methods for predicting extreme wind storm losses
Brodin, Erik
;
Rootzén, Holger
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 345-357
Persistent link: https://www.econbiz.de/10008892115
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1442
A jump-diffusion model for option pricing under fuzzy environments
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 337-345
Persistent link: https://www.econbiz.de/10008892116
Saved in:
1443
-VaR and -TVaR for portfolios with mixture of elliptic distributions risk factors and DCC
Sadefo Kamdem, J.
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 325-337
Persistent link: https://www.econbiz.de/10008892117
Saved in:
1444
On a dual model with a dividend threshold
Ng, Andrew C.Y.
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 315
Persistent link: https://www.econbiz.de/10008237869
Saved in:
1445
Fuzzy random variables
Shapiro, Arnold F.
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 307-314
Persistent link: https://www.econbiz.de/10008237870
Saved in:
1446
The tax identity in risk theory — a simple proof and an extension
Albrecher, Hansjörg
;
Borst, Sem
;
Boxma, Onno
;
Resing, …
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 304-306
Persistent link: https://www.econbiz.de/10008237871
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1447
The Markovian regime-switching risk model with a threshold dividend strategy
Lu, Yi
;
Li, Shuanming
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 296-303
Persistent link: https://www.econbiz.de/10008237872
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1448
Pricing perpetual American catastrophe put options: A penalty function approach
Lin, X.Sheldon
;
Wang, Tao
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 287-295
Persistent link: https://www.econbiz.de/10008237873
Saved in:
1449
Further improved recursions for a class of compound Poisson distributions
Chadjiconstantinidis, Stathis
;
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 278-286
Persistent link: https://www.econbiz.de/10008237874
Saved in:
1450
To split or not to split: Capital allocation with convex risk measures
Tsanakas, Andreas
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 268-277
Persistent link: https://www.econbiz.de/10008237875
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