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Search: subject:"Comonotonicity"
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Comonotonicity
62
comonotonicity
34
Risk
20
Theorie
19
Theory
19
Risiko
17
Risk measures
13
Messung
9
Risikomaß
9
Risk measure
9
Measurement
8
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7
Choquet expected utility
5
Choquet integral
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Copula
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Erwartungsnutzen
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Esscher transform
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Expected utility
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Pareto efficiency
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value at risk
5
Additivity
4
Convex order
4
Counter-monotonicity
4
Decision theory
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Exponential order
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HIX
4
Laplace transform order
4
Option pricing theory
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Optionspreistheorie
4
Risk management
4
Stochastic process
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Stochastischer Prozess
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Supermodular order
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VIX
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conditional tail expectation
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convex order
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herd behavior
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index options
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market fear
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Free
44
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Article
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8
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5
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57
English
51
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Dhaene, Jan
16
Chateauneuf, Alain
8
Cheung, Ka Chun
7
Galichon, Alfred
7
Tang, Qihe
7
Dana, Rose-Anne
6
Denuit, Michel
6
Henry, Marc
6
Jouini, Elyès
6
Linders, Daniël
6
Schoutens, Wim
5
Vyncke, David
5
Goovaerts, Marc J.
4
Lo, Ambrose
4
Mostoufi, Mina
4
Napp, Clotilde
4
Tallon, Jean-Marc
4
Carlier, Guillaume
3
Ekeland, Ivar
3
Feng, Runhuan
3
Jing, Xiaochen
3
Kaas, Rob
3
Kojima, Hiroyuki
3
Laeven, Roger J.A.
3
Wakker, P.P.
3
Wang, Ruodu
3
Wei, Wei
3
Brandtner, Mario
2
Cai, Jun
2
DE SCHEPPER, Ann
2
Dana, R.-A.
2
Dana, Rose Anne
2
Diecidue, E.
2
Durante, Fabrizio
2
Erdely, Arturo
2
Gavan, Malachy James
2
Goovaerts, Marc
2
Hanbali, Hamza
2
Kajii, Atsushi
2
Kast, Robert
2
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Université Paris-Dauphine (Paris IX)
9
HAL
8
Tilburg University, Center for Economic Research
3
Tinbergen Instituut
3
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
2
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
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Institute of Economic Research, Kyoto University
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Facultat d'Economia i Empresa, Universitat de Barcelona
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Institut de Préparation à l'Administration et à la Gestion (IPAG)
1
International Centre for Economic Research (ICER)
1
Risk and Insurance Archive
1
Sciences économiques, Sciences Po
1
Tinbergen Institute
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Insurance / Mathematics & economics
16
Insurance: Mathematics and Economics
13
Economics Papers from University Paris Dauphine
9
Post-Print / HAL
6
Tinbergen Institute Discussion Papers
4
Discussion Paper / Tilburg University, Center for Economic Research
3
Discussion paper / Tinbergen Institute
3
Tinbergen Institute Discussion Paper
3
Applied Econometrics
2
Documents de travail du Centre d'Economie de la Sorbonne
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Finance and Stochastics
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Journal of Economic Theory
2
KIER Working Papers
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Open Access publications from Université Paris-Dauphine
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Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
2
Working Papers / HAL
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
1
BSE working paper : working papers
1
Dependence Modeling
1
EURO Journal on decision processes
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
ICER Working Papers - Applied Mathematics Series
1
International journal of financial engineering
1
International review of financial analysis
1
Journal of Banking & Finance
1
Journal of Mathematical Economics
1
Journal of banking & finance
1
MPRA Paper
1
Mathematics of operations research
1
Physica A: Statistical Mechanics and its Applications
1
Psychometrika
1
Quantitative finance
1
Revista de Métodos Cuantitativos para la Economía y la Empresa
1
Revista de métodos cuantitativos para la economía y la empresa
1
Risks
1
Risks : open access journal
1
Scandinavian actuarial journal
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Source
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RePEc
68
ECONIS (ZBW)
35
EconStor
5
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1
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Date (oldest first)
1
Safe implementation
Gavan, Malachy James
;
Penta, Antonio
-
2023
-
Revised: May 2023
Persistent link: https://www.econbiz.de/10014307353
Saved in:
2
Safe implementation
Gavan, Malachy James
;
Penta, Antonio
-
2022
Persistent link: https://www.econbiz.de/10013411400
Saved in:
3
A new view of risk contagion by decomposition of dependence structure : Empirical analysis of Sino-US stock markets
Zheng, Yanting
;
Luan, Xin
;
Xin, Lu
;
Liu, Jiaming
- In:
International review of financial analysis
90
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014470629
Saved in:
4
Risk-sharing rules and their properties, with applications to peer-to-peer insurance
Denuit, Michel
;
Dhaene, Jan
;
Robert, Christian Yann
- In:
The journal of risk & insurance
89
(
2022
)
3
,
pp. 615-667
Persistent link: https://www.econbiz.de/10013395995
Saved in:
5
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hanbali, Hamza
;
Dhaene, Jan
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 22-37
Persistent link: https://www.econbiz.de/10013471096
Saved in:
6
Bilateral risk sharing in a comonotone market with rank-dependent utilities
Boonen, Tim J.
;
Jiang, Wenjun
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 361-378
Persistent link: https://www.econbiz.de/10013471256
Saved in:
7
Model-independent price bounds for catastrophic mortality bonds
Bahl, Raj Kumari
;
Sabanis, Sotirios
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 276-291
Persistent link: https://www.econbiz.de/10012482895
Saved in:
8
Stop-loss protection for a large P2P insurance pool
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 210-233
Persistent link: https://www.econbiz.de/10012622390
Saved in:
9
Value at risk and the diversification dogma
Erdely, Arturo
- In:
Revista de Métodos Cuantitativos para la Economía y …
24
(
2017
),
pp. 209-219
Persistent link: https://www.econbiz.de/10011995002
Saved in:
10
Value at risk and the diversification dogma
Erdely, Arturo
- In:
Revista de métodos cuantitativos para la economía y …
24
(
2017
),
pp. 209-219
Persistent link: https://www.econbiz.de/10011845500
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