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Scandinavian actuarial journal
Insurance / Mathematics & economics
82
Insurance: Mathematics and Economics
46
AFI
28
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
25
The journal of risk and insurance : the journal of the American Risk and Insurance Association
22
European journal of operational research : EJOR
12
Astin bulletin : the journal of the International Actuarial Association
10
Journal of Risk & Insurance
9
Review of Business and Economics
8
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
8
Discussion paper / Tinbergen Institute
5
Tijdschrift voor economie en management
5
Tinbergen Institute Discussion Paper
5
Tinbergen Institute Discussion Papers
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ASTIN bulletin : the journal of the International Actuarial Association
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North American actuarial journal
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Risks
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Risks : open access journal
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Applied mathematical finance
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European Journal of Operational Research
3
Finance : revue de l'Association Française de Finance
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
3
Quantitative finance
3
Statistics & Probability Letters
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Casualty Actuarial Society - Publications
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Discussion paper / The Pensions Institute, Cass Business School, City University
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
A non-convex regularization approach for stable estimation of loss development factors
Jeong, Himchan
;
Chang, Hyunwoong
;
Valdez, Emiliano
- In:
Scandinavian actuarial journal
2021
(
2021
)
9
,
pp. 779-803
Persistent link: https://www.econbiz.de/10012653688
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun
;
Denuit, Michel
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
Saved in:
5
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
6
Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2020
(
2020
)
9
,
pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
Saved in:
7
Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza
;
Linders, Daniël
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2023
(
2023
)
3
,
pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
Saved in:
8
What is fair? : Proxy discrimination vs. demographic disparities in insurance pricing
Lindholm, Mathias
;
Richman, Ronald
;
Tsanakas, Andreas
; …
- In:
Scandinavian actuarial journal
2024
(
2024
)
9
,
pp. 935-970
Persistent link: https://www.econbiz.de/10015188228
Saved in:
9
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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