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Shortfall Deviation Risk : An Alternative for Risk Measurement
Righi, Marcelo Brutti - 2016
We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected Shortfall (ES) and Shortfall Deviation (SD), which we also...
Persistent link: https://www.econbiz.de/10013005534
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Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of risk 19 (2016) 2, pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
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Not a fallacy of the law of large numbers : pooling risks and the utility of insurance
Albrecht, Peter - 2015
Persistent link: https://www.econbiz.de/10011432252
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2002
Persistent link: https://www.econbiz.de/10001687299
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2005 - 2., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10002896366
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Risk pooling and solvency regulation : a policyholder's perspective
Huggenberger, Markus; Albrecht, Peter - In: The journal of risk & insurance 89 (2022) 4, pp. 907-950
Persistent link: https://www.econbiz.de/10013465877
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Aktuelle Herausforderungen für das Risikomanagement in Versicherungsunternehmen : 33. Mannheimer Versicherungswissenschaftliche Jahrestagung
Albrecht, Peter (ed.); Romeike, Frank (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003842779
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Aktienbaisse, Garantiezinsen und Risikomanagement in der Lebensversicherung
Albrecht, Peter - In: Rating und Kapitalanlage in schwierigen Zeiten, (pp. 31-46). 2006
Persistent link: https://www.econbiz.de/10003332078
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Kollektive Risikotheorie der Versicherung und die Quantifizierung operationeller Risiken
Albrecht, Peter; Hess, Christian; Schwake, Edmund - In: Finanzierung, Investition und Entscheidung : …, (pp. 23-43). 2008
Persistent link: https://www.econbiz.de/10003690795
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Investment- und Risikomanagement : Modelle, Methoden, Anwendungen
Albrecht, Peter; Maurer, Raimond - 2008 - 3., überarb. und erw. Aufl.
Persistent link: https://www.econbiz.de/10003707336