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Scandinavian actuarial journal
Insurance / Mathematics & economics
32
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Preprint / Albert-Ludwigs-Universität Freiburg, Mathematische Fakultät
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Risk : managing risk in the world's financial markets
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Astin bulletin : the journal of the International Actuarial Association
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
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Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
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2
An impossibility theorem on capital allocation
Guan, Yuanying
;
Tsanakas, Andreas
;
Wang, Ruodu
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 290-302
Persistent link: https://www.econbiz.de/10014336336
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