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On marine liability portfolio modeling
Guevara Alarcon, William; Albrecher, Hansjörg; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 61-93
Persistent link: https://www.econbiz.de/10012194112
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Properties of a risk measure derived from ruin theory
Trufin, Julien; Albrecher, Hansjörg; Denuit, Michel - In: The Geneva risk and insurance review 36 (2011) 2, pp. 174-188
Persistent link: https://www.econbiz.de/10009389178
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Optimal reinsurance from an optimal transport perspective
Acciaio, Beatrice; Albrecher, Hansjörg; García … - In: Insurance : mathematics and economics 122 (2025), pp. 194-213
Persistent link: https://www.econbiz.de/10015432078
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The magnitude of a market crash can be predicted
Novak, S. Y.; Beirlant, Jan - In: Journal of banking & finance 30 (2006) 2, pp. 453-462
Persistent link: https://www.econbiz.de/10003291287
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Modelling censored losses using splicing : a global fit strategy with mixed Erlang and extreme value distributions
Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, … - In: Insurance / Mathematics & economics 77 (2017), pp. 65-77
Persistent link: https://www.econbiz.de/10011783900
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Hunting for black swans in the European banking sector using extreme value analysis
Beirlant, Jan; Schoutens, Wim; De Spiegeleer, Jan; … - In: Advanced modelling in mathematical finance : in honour …, (pp. 147-166). 2016
Persistent link: https://www.econbiz.de/10011800355
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Center-outward quantiles and the measurement of multivariate risk
Beirlant, Jan; Buitendag, Sven; Barrio, Eustasio del; … - In: Insurance / Mathematics & economics 95 (2020), pp. 79-100
Persistent link: https://www.econbiz.de/10012419249
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A new class of copula regression models for modelling multivariate heavy-tailed data
Li, Zhengxiao; Beirlant, Jan; Yang, Liang - In: Insurance / Mathematics & economics 104 (2022), pp. 243-261
Persistent link: https://www.econbiz.de/10013264956