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Denuit, Michel
39
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14
Furman, Edward
9
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6
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Insurance / Mathematics & economics
36
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
11
Astin bulletin : the journal of the International Actuarial Association
6
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
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2
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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Risk capital decomposition for a multivariate dependent gamma portfolio
Furman, Edward
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
37
(
2005
)
3
,
pp. 635-649
Persistent link: https://www.econbiz.de/10006874104
Saved in:
2
Asymptotics for risk capital allocations based on Conditional Tail Expectation
Asimit, Alexandru V.
;
Furman, Edward
;
Tang, Qihe
; …
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 310-325
Persistent link: https://www.econbiz.de/10009807358
Saved in:
3
Weighted premium calculation principles
Furman, Edward
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 459-465
Persistent link: https://www.econbiz.de/10007905809
Saved in:
4
Weighted risk capital allocations
Furman, Edward
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 263-269
Persistent link: https://www.econbiz.de/10008104608
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5
Pricing compound Poisson processes with the Farlie–Gumbel–Morgenstern dependence structure
Marri, Fouad
;
Furman, Edward
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 151-158
Persistent link: https://www.econbiz.de/10009972465
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6
Constrained smoothing -splines for the term structure of interest rates
Furman, Edward
;
Landsman, Zinoviy
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 339-351
Persistent link: https://www.econbiz.de/10008391775
Saved in:
7
Optimal insurance in the presence of insurer’s loss limit
Asimit, Alexandru V.
;
Furman, Edward
;
Vernic, Raluca
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 300-308
Persistent link: https://www.econbiz.de/10008391780
Saved in:
8
Weighted risk capital allocations
Furman, Edward
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
43
(
2008
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10008880503
Saved in:
9
Weighted premium calculation principles
Furman, Edward
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
42
(
2008
)
1
,
pp. 459-466
Persistent link: https://www.econbiz.de/10008886679
Saved in:
10
The concept of comonotonicity in actuarial science and finance: applications
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M.J.
;
Kaas, R.
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
2
,
pp. 133-162
Persistent link: https://www.econbiz.de/10006893342
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