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Coherent risk measure, equilibrium and equilibrium pricing

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Of happy and hapless regulators: the asymptotics of ruin

Powers, Michael R.; Venezian, Emilio C.; Juca, Iana B. - In: Insurance: Mathematics and Economics 32 (2003) 2, pp. 317-330

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A theory of risk, return and solvency

Powers, Michael R. - In: Insurance: Mathematics and Economics 17 (1995) 2, pp. 101-118

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On the tradeoff between the law of large numbers and oligopoly in insurance

Powers, Michael R.; Shubik, Martin - In: Insurance: Mathematics and Economics 23 (1998) 2, pp. 141-156

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Toward a theory of reinsurance and retrocession

Powers, Michael R.; Shubik, Martin - In: Insurance: Mathematics and Economics 29 (2001) 2, pp. 271-290

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The valuation of contingent capital with catastrophe risks

Lin, Shih-Kuei; Chang, Chia-Chien; Powers, Michael R. - In: Insurance: Mathematics and Economics 45 (2009) 1, pp. 65-73

The Intergovernmental Panel on Climate Change Fourth Assessment Report (2007) indicates that unanticipated catastrophic events could increase with time because of global warming. Therefore, it seems inadequate to assume that arrival process of catastrophic events follows a pure Poisson process...

Persistent link: https://www.econbiz.de/10004973684