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Müller, Alfred
17
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6
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5
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4
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3
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On Haezendonck risk measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-994
Persistent link: https://www.econbiz.de/10008052226
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2
Haezendonck–Goovaerts risk measures and Orlicz quantiles
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 107-115
Persistent link: https://www.econbiz.de/10009972460
Saved in:
3
On Haezendonck risk measures
Bellini, Fabio
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 986-995
Persistent link: https://www.econbiz.de/10008883932
Saved in:
4
Goodness-of-Fit Tests for the Inverse Gaussian Distribution Based on the Empirical Laplace Transform
Henze, Norbert
;
Klar, Bernhard
- In:
Annals of the Institute of Statistical Mathematics : AISM
54
(
2002
)
2
,
pp. 425-444
Persistent link: https://www.econbiz.de/10006557386
Saved in:
5
Test - Goodness-of-fit tests for the exponential and the normal distribution based on the integrated distribution function
Klar, Bernhard
- In:
Annals of the Institute of Statistical Mathematics : AISM
53
(
2001
)
2
,
pp. 338-353
Persistent link: https://www.econbiz.de/10006563217
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6
Runs tests for assessing volatility forecastability in financial time series
Bellini, Fabio
;
Figà-Talamanca, Gianna
- In:
European journal of operational research : EJOR
163
(
2005
)
1
,
pp. 102-114
Persistent link: https://www.econbiz.de/10006641723
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7
ARTICLES - On the Existence of Minimax Martingale Measures
Bellini, Fabio
;
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10008216483
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8
Putting order in risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1473-1486
Persistent link: https://www.econbiz.de/10005889430
Saved in:
9
Risk measures via -expectations
Rosazza Gianin, Emanuela
- In:
Insurance / Mathematics & economics
39
(
2006
)
1
,
pp. 19-34
Persistent link: https://www.econbiz.de/10007286105
Saved in:
10
Law invariant convex risk measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Advances in mathematical economics
7
(
2005
),
pp. 33-46
Persistent link: https://www.econbiz.de/10009902266
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