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Fractional risk process in insurance

Kumar, Arun; Leonenko, Nikolaj; Pichler, Alois - In: Mathematics and financial economics 14 (2020) 1, pp. 43-65

Persistent link: https://www.econbiz.de/10012239969

On the use of long-term risk measures as an approach to communicating risks

Ren, Jiandong - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 45-55

Persistent link: https://www.econbiz.de/10011410501

Risk measures and nonlinear expectations

Chen, Zengjing; He, Kun; Kulperger, Reg - In: Journal of mathematical finance 3 (2013) 3, pp. 383-391

Persistent link: https://www.econbiz.de/10010239533

A note on optimal risk sharing on image spaces

Kromer, Eduard; Overbeck, Ludger - In: Operations research letters 44 (2016) 2, pp. 202-208

Persistent link: https://www.econbiz.de/10011457296

Automatic classification and identification algorithms for single-environment risk and their application in social changes

Pang, Sulin; Xia, Lianhu - In: Technological forecasting & social change : an … 166 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012693852

Size-biased transform and conditional mean risk sharing, with application to P2P insurance and tontines

Denuit, Michel - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 591-617

Persistent link: https://www.econbiz.de/10012116366

Optimal Reinsurance in a Market of Multiple Reinsurers Under Law-Invariant Convex Risk Measures

Cai, Jun - 2017

It is natural to connect reinsurance problems with risk measures since a reinsurance contract is an efficient risk … management tool for an insurer and the reinsurance premium can also be viewed as a measure of a reinsurer's risk. In this paper …, we assume that the insurer uses a law-invariant convex risk measure, while reinsurers use a Wang's premium principle to …

Persistent link: https://www.econbiz.de/10012944480

On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment

Lefevre, Claude; Loisel, Stéphane; Montesinos, Pierre - In: Scandinavian actuarial journal 2021 (2021) 6, pp. 476-504

Persistent link: https://www.econbiz.de/10012588355

Ranking the extreme claim amounts in dependent individual risk models

Torrado, Nuria; Navarro, Jorge - In: Scandinavian actuarial journal 2021 (2021) 3, pp. 218-247

Persistent link: https://www.econbiz.de/10012500261

Size-biased risk measures of compound sums

Denuit, Michel - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 4, pp. 512-532

Persistent link: https://www.econbiz.de/10012387651

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