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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
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Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian; Stupfler, Gilles; Yang, Fan - In: Insurance / Mathematics & economics 111 (2023), pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
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Empirical tail risk management with model-based annealing random search
Fan, Qi; Tan, Ken Seng; Zhang, Jinggong - In: Insurance / Mathematics & economics 110 (2023), pp. 106-124
Persistent link: https://www.econbiz.de/10014282478
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Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.; Peralta, Oscar; Woo, Jae-Kyung - In: Insurance / Mathematics & economics 106 (2022), pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
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Bivariate distribution regression with application to insurance data
Wang, Yunyun; Oka, Tatsushi; Zhu, Dan - In: Insurance / Mathematics & economics 113 (2023), pp. 215-232
Persistent link: https://www.econbiz.de/10014466213