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Robust statistics
37
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24
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17
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17
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10
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Journal of banking & finance
Insurance / Mathematics & economics
European journal of operational research : EJOR
234
Operations research
79
Computers & operations research : and their applications to problems of world concern ; an international journal
67
Operations research letters
55
International journal of production research
53
Management science : journal of the Institute for Operations Research and the Management Sciences
52
Discussion paper / Center for Economic Research, Tilburg University
48
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
46
Journal of econometrics
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Journal of economic theory
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CentER Discussion Paper Series
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Economic modelling
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Journal of economic dynamics & control
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SFB 649 discussion paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Robust retirement and life insurance with inflation risk and model ambiguity
Park, Kyunghyun
;
Wong, Hoi Ying
;
Yan, Tingjin
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 1-30
Persistent link: https://www.econbiz.de/10014282473
Saved in:
2
Exact credibility reference Bayesian premiums
Gómez-Déniz, Emilio
;
Vázquez-Polo, Francisco José
- In:
Insurance / Mathematics & economics
105
(
2022
),
pp. 128-143
Persistent link: https://www.econbiz.de/10013348977
Saved in:
3
Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui
;
Hu, Jiaqi
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
Saved in:
4
Distributionally robust reinsurance with value-at-risk and conditional value-at-risk
Liu, Haiyan
;
Mao, Tiantian
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 393-417
Persistent link: https://www.econbiz.de/10013471260
Saved in:
5
Estimating the probability of informed trading : A Bayesian approach
Griffin, Jim
;
Oberoi, Jaideep
;
Oduro, Samuel D.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012819606
Saved in:
6
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
7
Distributionally robust inference for extreme Value-at-Risk
Yuen, Robert
;
Stoev, Stilian
;
Cooley, Daniel
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 70-89
Persistent link: https://www.econbiz.de/10012242040
Saved in:
8
Convex risk functionals : representation and applications
Liu, Fangda
;
Cai, Jun
;
Lemieux, Christiane
;
Wang, Ruodu
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 66-79
Persistent link: https://www.econbiz.de/10012169500
Saved in:
9
Robust optimal reinsurance and investment strategies for an AAI with multiple risks
Guan, Guohui
;
Liang, Zongxia
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 63-78
Persistent link: https://www.econbiz.de/10012133510
Saved in:
10
Robust optimal investment-reinsurance strategies for an insurer with multiple dependent risks
Sun, Jingyun
;
Yao, Haixiang
;
Kang, Zhilin
- In:
Insurance / Mathematics & economics
89
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012133523
Saved in:
11
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina
;
Pflug, Georg
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 30-43
Persistent link: https://www.econbiz.de/10012105357
Saved in:
12
Optimal robust insurance with a finite uncertainty set
Asimit, Alexandru V.
;
Hu, Junlei
;
Xie, Yuantao
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 67-81
Persistent link: https://www.econbiz.de/10012058915
Saved in:
13
Robust estimation of the Pickands dependence function under random right censoring
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 101-114
Persistent link: https://www.econbiz.de/10012058926
Saved in:
14
Optimal reinsurance to minimize the discounted probability of ruin under ambiguity
Li, Danping
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 143-152
Persistent link: https://www.econbiz.de/10012058937
Saved in:
15
Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
Wang, Pei
;
Li, Zhongfei
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 67-83
Persistent link: https://www.econbiz.de/10011872914
Saved in:
16
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
17
Wanting robustness in insurance : a model of catastrophe risk pricing and its empirical test
Zhu, Wenge
- In:
Insurance / Mathematics & economics
77
(
2017
),
pp. 14-23
Persistent link: https://www.econbiz.de/10011783873
Saved in:
18
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
19
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
20
Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model
Zheng, Xiaoxiao
;
Zhou, Jieming
;
Sun, Zhongyang
- In:
Insurance / Mathematics & economics
67
(
2016
),
pp. 77-87
Persistent link: https://www.econbiz.de/10011457158
Saved in:
21
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
22
Robust loss reserving in a log-linear model
Pitselis, Georgios
;
Grigoriadou, Vasiliki
;
Badounas, Ioannis
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011396856
Saved in:
23
Robustness and convergence in the Lee-Carter model with cohort effects
Hunt, Andrew
;
Villegas, Andrés M.
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 186-202
Persistent link: https://www.econbiz.de/10011398002
Saved in:
24
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
25
Deciphering robust portfolios
Kim, Woo Chang
;
Kim, Jang Ho
;
Fabozzi, Frank J.
- In:
Journal of banking & finance
45
(
2014
),
pp. 1-8
Persistent link: https://www.econbiz.de/10010466688
Saved in:
26
Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe
;
Goegebeur, Yuri
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 46-57
Persistent link: https://www.econbiz.de/10010402739
Saved in:
27
Generalized quantiles as risk measures
Bellini, Fabio
;
Klar, Bernhard
;
Müller, Alfred
; …
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 41-48
Persistent link: https://www.econbiz.de/10010259683
Saved in:
28
Robust minimum variance portfolio with L-infinity constraints
Xing, Xin
;
Hu, Jinjin
;
Yang, Yaning
- In:
Journal of banking & finance
46
(
2014
),
pp. 107-117
Persistent link: https://www.econbiz.de/10010467839
Saved in:
29
Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Pantelous, Athanasios A.
;
Yang, Lin
- In:
Insurance / Mathematics & economics
59
(
2014
),
pp. 133-143
Persistent link: https://www.econbiz.de/10010469163
Saved in:
30
Pure robust versus robust portfolio unbiased : credibility and asymptotic optimality
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
52
(
2013
)
2
,
pp. 391-403
Persistent link: https://www.econbiz.de/10009736094
Saved in:
31
A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân
;
Pachamanova, Dessislava A.
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491
Saved in:
32
Emerging markets and heavy tails
Ibragimov, Marat
;
Ibragimov, Rustam Ju.
;
Kattuman, Paul A.
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2546-2559
Persistent link: https://www.econbiz.de/10009760588
Saved in:
33
Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole
;
Larsen, Linda Sandris
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
Saved in:
34
Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
Yi, Bo
;
Li, Zhongfei
;
Viens, Frederi G.
;
Zeng, Yan
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 601-614
Persistent link: https://www.econbiz.de/10010227929
Saved in:
35
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
36
On the robustness of longevity risk pricing
Chen, Bingzheng
;
Zhang, Lihong
;
Zhao, Lin
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 358-373
Persistent link: https://www.econbiz.de/10008747013
Saved in:
37
Beyond Sharpe ratio : optimal asset allocation using different performance ratios
Farinelli, Simone
;
Ferreira, Manuel
;
Rossello, Damiano
; …
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2057-2063
Persistent link: https://www.econbiz.de/10003778591
Saved in:
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