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CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
Elkaroui, Nicole; Ravanelli, Claudia - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 561-590
Persistent link: https://www.econbiz.de/10008322212
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Understanding, modelling and managing longevity risk: key issues and main challenges
Barrieu, Pauline; Bensusan, Harry; El Karoui, Nicole; … - In: Scandinavian actuarial journal : Actuarial Society of … 2012 (2012) 3, pp. 203-232
Persistent link: https://www.econbiz.de/10010020971
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Optimal capital and risk allocations for law- and cash-invariant convex functions
Filipović, Damir; Svindland, Gregor - In: Finance and stochastics 12 (2008) 3, pp. 423
Persistent link: https://www.econbiz.de/10008221081
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Optimal risk sharing with different reference probabilities
Acciaio, Beatrice; Svindland, Gregor - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 426-433
Persistent link: https://www.econbiz.de/10008244969
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THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS L1
Filipović, Damir; Svindland, Gregor - In: Mathematical finance : an international journal of … 22 (2012) 3, pp. 585-590
Persistent link: https://www.econbiz.de/10009980094
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A note on natural risk statistics
Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor - In: Operations research letters 36 (2008) 6, pp. 662-665
Persistent link: https://www.econbiz.de/10008880086
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Optimal risk sharing with different reference probabilities
Acciaio, Beatrice; Svindland, Gregor - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 426-434
Persistent link: https://www.econbiz.de/10008892107
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A note on natural risk statistics
Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor - In: Operations research letters 36 (2008) 6, pp. 662-664
Persistent link: https://www.econbiz.de/10008137904