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~subject:"Risk model"
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Risk model
Theorie
206
Theory
206
Risiko
80
Risk
80
Risikomodell
69
Risikomaß
51
Risk measure
51
Risikomanagement
49
Risk management
47
Portfolio selection
41
Portfolio-Management
41
Measurement
35
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35
Versicherungsmathematik
25
Actuarial mathematics
24
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24
Risk aversion
23
Versicherung
23
Life insurance
22
Statistical distribution
22
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22
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Option pricing theory
19
Optionspreistheorie
19
Mortality
18
Sterblichkeit
18
Reinsurance
16
Rückversicherung
16
Estimation theory
15
Schätztheorie
15
Comonotonicity
14
Economics of insurance
14
Hedging
14
Probability theory
14
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39
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Graue Literatur
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9
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9
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English
69
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Denuit, Michel
34
Dhaene, Jan
33
Cheung, Ka Chun
17
Goovaerts, Marc J.
15
Kaas, R.
12
Trufin, Julien
8
Stassen, Ben
6
Robert, Christian Yann
5
Yam, Sheung Chi Phillip
5
Zhang, Yiying
5
Christiansen, Marcus C.
4
Vyncke, David
4
Devolder, Pierre
3
Feng, Runhuan
3
Jing, Xiaochen
3
Kukush, Alexander
3
Lo, Ambrose
3
Luciano, Elisa
3
Schoutens, Wim
3
Vellekoop, Michel
3
Asimit, Alexandru V.
2
Chong, W. F.
2
Chong, Wing Fung
2
Denuit, Michel M.
2
Redant, H.
2
Vanduffel, Steven
2
Antonio, Katrien
1
Asimit, Alexandru Vali
1
Badescu, Alex
1
Badescu, Alexandru M.
1
Bettonville, Carole
1
Bignozzi, Valeria
1
Boonen, Tim J.
1
Charpentier, Arthur
1
Chen, Yanhong
1
Corradin, Alexandre
1
D' Oultremont, Louise
1
Darkiewicz, Grzegorz
1
Deelstra, Griselda
1
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Insurance / Mathematics & economics
21
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
6
AFI
5
Scandinavian actuarial journal
4
ASTIN bulletin : the journal of the International Actuarial Association
3
Discussion paper / Tinbergen Institute
3
Tijdschrift voor economie en management
3
Astin bulletin : the journal of the International Actuarial Association
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
CORE discussion paper : DP
1
European journal of operational research : EJOR
1
Insurance : mathematics and economics
1
Journal of pension economics and finance
1
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
1
Research report / Katholieke Univ. Leuven, Dep. Toegepaste Economische Wetenschappen
1
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1
Reducing risk by merging counter-monotonic risks
Cheung, Ka Chun
;
Dhaene, Jan
;
Lo, Ambrose
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 58-65
Persistent link: https://www.econbiz.de/10010259677
Saved in:
2
Upper comonotonicity
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
45
(
2009
)
1
,
pp. 35-40
Persistent link: https://www.econbiz.de/10009517601
Saved in:
3
Bowley solution under the reinsurer's default risk
Chen, Yanhong
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 36-61
Persistent link: https://www.econbiz.de/10015066727
Saved in:
4
Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery
Yong, Yaodi
;
Cheung, Ka Chun
;
Zhang, Yiying
- In:
ASTIN bulletin : the journal of the International …
54
(
2024
)
3
,
pp. 738-766
Persistent link: https://www.econbiz.de/10015154573
Saved in:
5
Borch's Theorem from the perspective of comonotonicity
Cheung, Ka Chun
;
Rong, Yian
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 144-151
Persistent link: https://www.econbiz.de/10010259657
Saved in:
6
Optimal reinsurance in the presence of counterparty default risk
Asimit, Alexandru V.
;
Badescu, Alexandru M.
;
Cheung, Ka Chun
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 690-697
Persistent link: https://www.econbiz.de/10010227904
Saved in:
7
The optimal insurance under disappointment theories
Cheung, Ka Chun
;
Chong, W. F.
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 77-90
Persistent link: https://www.econbiz.de/10011397943
Saved in:
8
Convex ordering for insurance preferences
Cheung, Ka Chun
;
Chong, W. F.
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
64
(
2015
),
pp. 409-416
Persistent link: https://www.econbiz.de/10011398122
Saved in:
9
Characterizations of optimal reinsurance treaties : a cost-benefit approach
Cheung, Ka Chun
;
Lo, Ambrose
- In:
Scandinavian actuarial journal
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011771935
Saved in:
10
Robust and Pareto optimality of insurance contracts
Asimit, Alexandru V.
;
Bignozzi, Valeria
;
Cheung, Ka Chun
; …
- In:
European journal of operational research : EJOR
262
(
2017
)
2
,
pp. 720-732
Persistent link: https://www.econbiz.de/10011798900
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