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Subject
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Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risikomanagement 2 Risk 2 Risk management 2 Theorie 2 Theory 2 Drawdown duration 1 Drawdown magnitude 1 Drawdown process 1 Finanzmathematik 1 Insurance 1 Lévy insurance risk processes 1 Mathematical finance 1 Risikomodell 1 Risk model 1 Scale functions 1 Stochastic process 1 Stochastischer Prozess 1 Time 1 Versicherung 1 Zeit 1 drawdown duration 1 maximum drawdown 1 path-dependent risk 1 serial correlation 1 temporal risk 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Landriault, David 1 Li, Bin 1 Lkabous, Mohamed Amine 1 Mahmoud, Ola 1
Published in...
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Insurance 1 Journal of risk 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David; Li, Bin; Lkabous, Mohamed Amine - In: Insurance 100 (2021), pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
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The temporal dimension of risk
Mahmoud, Ola - In: Journal of risk 19 (2016/2017) 3, pp. 57-83
Persistent link: https://www.econbiz.de/10011689723
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