Similar Search Results

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006

Persistent link: https://www.econbiz.de/10003329677

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386

Persistent link: https://www.econbiz.de/10003713544

Optimal capital allocation principles

Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - In: The journal of risk and insurance : the journal of the … 79 (2012) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10009517734

Practical actuarial credibility models

Kaas, R.; Dannenburg, Dennis Ramon; Goovaerts, Marc J. - 1996

Persistent link: https://www.econbiz.de/10000966783

Insurance premiums : theory and applications

Goovaerts, Marc J.; Vylder, Florent de; Haezendonck, Jean - 1984

Persistent link: https://www.econbiz.de/10000055726

Insurance and risk theory : [proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, 15 - 25 July, 1985]

Goovaerts, Marc J. (ed.) - 1986

Persistent link: https://www.econbiz.de/10000008435

Premium calculation in insurance : [proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18 - 31, 1983]

Vylder, Florent de (contributor); … - 1984

Persistent link: https://www.econbiz.de/10013355681

Reconciling credit correlations

Chernih, Andrew; Henrard, Luc; Vanduffel, Steven - In: The journal of risk model validation 4 (2010/11) 2, pp. 47-64

Persistent link: https://www.econbiz.de/10003995410

Optimal insurance in the presence of multiple policyholders

Bernard, Carole; Liu, Fangda; Vanduffel, Steven - In: Journal of economic behavior & organization : JEBO 180 (2020), pp. 638-656

Persistent link: https://www.econbiz.de/10012487474

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian - 2022

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene (2012). and the newly introduced...

Persistent link: https://www.econbiz.de/10013492346