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Scandinavian actuarial journal
Insurance / Mathematics & economics
38
Finance and stochastics
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Insurance: Mathematics and Economics
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Research paper series / Swiss Finance Institute
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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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Working paper / Department of Econometrics and Business Statistics, Monash University
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European journal of operational research : EJOR
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Journal of Banking & Finance
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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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ASTIN Bulletin ; Vol. 28 - No. 2 - 1998, 171- 181
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
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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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2
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
3
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
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