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Budget-constrained optimal retention with an upper limit on the retained loss
Ghossoub, Mario - In: Scandinavian actuarial journal 2020 (2020) 3, pp. 245-271
Persistent link: https://www.econbiz.de/10012195047
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Pareto-optimal insurance with an upper limit on the insurer’sexposure
Coke, Oma; Ghossoub, Mario; Zhu, Michael B. - In: Scandinavian actuarial journal 2024 (2024) 3, pp. 227-251
Persistent link: https://www.econbiz.de/10014520474
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The impact of correlation on (Range) Value-at-Risk
Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven - In: Scandinavian actuarial journal 2023 (2023) 6, pp. 531-564
Persistent link: https://www.econbiz.de/10014383858