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~isPartOf:"Risk in extreme environments : preparing, avoiding, mitigating and managing"
~isPartOf:"Astin bulletin : the journal of the International Actuarial Association"
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Risk in extreme environments : preparing, avoiding, mitigating and managing
Astin bulletin : the journal of the International Actuarial Association
Insurance / Mathematics & economics
33
Discussion paper / Center for Economic Research, Tilburg University
21
Applied economics
16
Risks : open access journal
15
Economic modelling
14
Journal of banking & finance
14
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Discussion paper / Tinbergen Institute
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Finance research letters
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
8
International journal of forecasting
7
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SFB 649 discussion paper
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Journal of mathematical finance
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Cat bond pricing under a product probability measure with pot risk characterization
Tang, Qihe
;
Yuan, Zhongyi
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 457-490
Persistent link: https://www.econbiz.de/10012056609
Saved in:
2
The meaning of black swans
Aven, Terje
- In:
Risk in extreme environments : preparing, avoiding, …
,
(pp. 33-47)
.
2018
Persistent link: https://www.econbiz.de/10011751077
Saved in:
3
It won't happen to me : the behavioral impact of extreme risks
Ert, Eyal
;
Erev, Ido
- In:
Risk in extreme environments : preparing, avoiding, …
,
(pp. 111-128)
.
2018
Persistent link: https://www.econbiz.de/10011751180
Saved in:
4
Global catastrophes : the most extreme risks
Baum, Seth D.
;
Barrett, Anthony M.
- In:
Risk in extreme environments : preparing, avoiding, …
,
(pp. 174-184)
.
2018
Persistent link: https://www.econbiz.de/10011751236
Saved in:
5
Analyzing and predicting cat bond premiums : a financial loss premium principle and extreme value modeling
Stupfler, Gilles
;
Yang, Fan
- In:
Astin bulletin : the journal of the International …
48
(
2018
)
1
,
pp. 375-411
Persistent link: https://www.econbiz.de/10011875609
Saved in:
6
The full tails gamma distribution applied to model extreme values
Castillo, Joan del
;
Daoudi, Jalila
;
Serra, Isabel
- In:
Astin bulletin : the journal of the International …
47
(
2017
)
3
,
pp. 895-917
Persistent link: https://www.econbiz.de/10011763681
Saved in:
7
Paths and indices of maximal tail dependence
Furman, Edward
;
Su, Jianxi
;
Zitikis, Ričardas
- In:
Astin bulletin : the journal of the International …
45
(
2015
)
3
,
pp. 661-678
Persistent link: https://www.econbiz.de/10011397592
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