Similar Search Results

Efficient option risk measurement with reduced model risk

Mitra, Sovan - In: Insurance / Mathematics & economics 72 (2017), pp. 163-174

Persistent link: https://www.econbiz.de/10011694422

Financial risk measurement for Turkish insurance companies using VaR models

Yildirim, Ismail - In: Inventi impact: microfinance & banking (2016) 3, pp. 185-194

Persistent link: https://www.econbiz.de/10011567932

Risk Measures Induced by Efficient Insurance Contracts

Wang, Qiuqi; Wang, Ruodu; Zitikis, Ricardas - 2021

The Expected Shortfall (ES) is one of the most important regulatory risk measures in finance, insurance, and statistics …, which has recently been characterized via sets of axioms from perspectives of portfolio risk management and statistics … the special role of ES in insurance and actuarial science. To fill this gap, we study characterization of risk measures …

Persistent link: https://www.econbiz.de/10013210827

Analysis of the SRISK measure and its application to the Canadian banking and insurance industries

Coleman, Thomas F.; LaPlante, Alex; Rubtsov, Alexey - In: Annals of finance 14 (2018) 4, pp. 547-570

Persistent link: https://www.econbiz.de/10012268325

Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry

Chang, Carolyn C. W.; Li, Xiaodan; Lin, Edward M. H.; … - In: International review of economics & finance : IREF 55 (2018), pp. 273-284

Persistent link: https://www.econbiz.de/10012033479

A bivariate lattice model to compute risk measures in life insurance policies

Costabile, Massimo - In: The journal of derivatives : JOD 28 (2021) 3, pp. 123-139

Persistent link: https://www.econbiz.de/10012486033

Optimising the impact of COVID-19 vaccination on mortality and hospitalisations using an individual additive risk measuring approach based on a risk adjustment scheme

Wende, Danny; Hertle, Dagmar; Schulte, Claudia; … - In: The European journal of health economics 23 (2022) 6, pp. 969-978

Persistent link: https://www.econbiz.de/10013406919

Insurance premium-based shortfall risk measure induced by cumulative prospect theory

Zhang, Sainan; Xu, Huifu - In: Computational management science 19 (2022) 4, pp. 703-738

Persistent link: https://www.econbiz.de/10013447511

Robust distortion risk measures

Bernard, Carole; Pesenti, Silvana M.; Vanduffel, Steven - In: Mathematical finance : an international journal of … 34 (2024) 3, pp. 774-818

Persistent link: https://www.econbiz.de/10014565274

On a discrete-time risk model with claim correlated premiums

Wu, Xueyuan; Chen, Mi; Guo, Junyi; Jin, Can - In: Annals of actuarial science : publ. by the Institute of … 9 (2015) 2, pp. 322-342

Persistent link: https://www.econbiz.de/10011542048