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Insurance / Mathematics & economics
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The final version of this article appeared as: Landsman Z., A. Tsanakas (2006), ''Stochastic ordering of bivariate elliptical distributions'', Statistics and Probability Letters, 76, p.488-494
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The final version of this article appeared as: Tsanakas A. (2004), ''Dynamic risk capital allocation with distortion measures'', Insurance: Mathematics and Economics, 35(2), p.223-243
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The final version of this paper appeared as: Tsanakas A., E. Desli (2005), 'Measurement and pricing of risk in insurance markets', Risk Analysis, 25(6), p.1653-1668
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Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
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2009
Persistent link: https://www.econbiz.de/10009126885
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