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Optimal reinsurance policies with two reinsurers in continuous time
Meng, Hui; Zhou, Ming; Siu, Tak Kuen - In: Economic modelling 59 (2016), pp. 182-195
Persistent link: https://www.econbiz.de/10011647797
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Statistical premium in correlated losses of insurance
Lai, Li-Hua - In: Economic modelling 49 (2015), pp. 248-253
Persistent link: https://www.econbiz.de/10011439542
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Risk index based models for portfolio adjusting problem with returns subject to experts' evaluations
Huang, Xiaoxia; Ying, Haiyao - In: Economic modelling 30 (2013), pp. 61-66
Persistent link: https://www.econbiz.de/10009702264
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Dynamic optimal capital growth with risk constraints
Yong, Luo; Zhu, Bo; Yong, Tang - In: Economic modelling 30 (2013), pp. 586-594
Persistent link: https://www.econbiz.de/10009708829
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Multi-period mean-variance asset-liability management with uncontrolled cash flow and uncertain time-horizon
Yao, Haixiang; Zeng, Yan; Chen, Shumin - In: Economic modelling 30 (2013), pp. 492-500
Persistent link: https://www.econbiz.de/10009708888
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Markets liquidity risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef; Snoussi, Wafa - In: Economic modelling 29 (2012) 5, pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
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Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui; Zhang, Wei-guo; Yao, Zheng; Zhang, Xili - In: Economic modelling 29 (2012) 4, pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
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Asymmetric contracts, cash flows and risk taking of mutual funds
Sheng, Jiliang; Wang, Jian; Xiaoting Wang; Yang, Jun - In: Economic modelling 38 (2014), pp. 436-442
Persistent link: https://www.econbiz.de/10010419017
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A portfolio-invariant capital allocation scheme penalizing concentration risk
Kao, Lie-Jane - In: Economic modelling 51 (2015), pp. 560-570
Persistent link: https://www.econbiz.de/10011476155