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  • Search: subject:"Conditional mean risk-sharing"
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Subject
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Risiko 5 Risikomanagement 5 Risk 5 Risk management 5 Allocation 2 Allokation 2 Probability theory 2 Risikomodell 2 Risk model 2 Theorie 2 Theory 2 Wahrscheinlichkeitsrechnung 2 conditional mean risk sharing 2 Altersvorsorge 1 Capital allocations 1 Conditional mean risk sharing 1 Conditional mean risk-sharing 1 Credit risk 1 Estimation theory 1 Euler risk allocation 1 Fast Fourier transform 1 Generating functions 1 Informal finance 1 Informeller Finanzsektor 1 Insurance 1 Kreditrisiko 1 Lebensversicherung 1 Life insurance 1 Mortality 1 Mortality risk pooling 1 Mutual exclusivity 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Regression analysis 1 Regressionsanalyse 1 Retirement provision 1 Risikomaß 1 Risk allocation 1
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Undetermined 3 Free 2
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Article 5
Type of publication (narrower categories)
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Article in journal 5 Aufsatz in Zeitschrift 5
Language
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English 5
Author
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Denuit, Michel 3 Robert, Christian Yann 3 Blier-Wong, Christopher 1 Cossette, Hélène 1 Dhaene, Jan 1 Gribkova, N. V. 1 Hieber, Peter 1 Marceau, Etienne 1 Su, Jianxi 1 Zitikis, R. 1
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Published in...
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ASTIN bulletin : the journal of the International Actuarial Association 2 Insurance 1 Insurance : mathematics and economics 1 The journal of risk & insurance 1
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ECONIS (ZBW) 5
Showing 1 - 5 of 5
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Efficient evaluation of risk allocations
Blier-Wong, Christopher; Cossette, Hélène; Marceau, … - In: Insurance : mathematics and economics 122 (2025), pp. 119-136
Persistent link: https://www.econbiz.de/10015432064
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Mortality credits within large survivor funds
Denuit, Michel; Hieber, Peter; Robert, Christian Yann - In: ASTIN bulletin : the journal of the International … 52 (2022) 3, pp. 813-834
Persistent link: https://www.econbiz.de/10013426662
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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 112 (2023), pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
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Estimating the VaR-induced Euler allocation rule
Gribkova, N. V.; Su, Jianxi; Zitikis, R. - In: ASTIN bulletin : the journal of the International … 53 (2023) 3, pp. 619-635
Persistent link: https://www.econbiz.de/10014342969
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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
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