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411
Backtesting an equity
risk
model under Solvency II
Santomil, Pablo Durán
;
González, Luís Otero
;
Cunill, …
- In:
Journal of business research : JBR
89
(
2018
),
pp. 216-222
Persistent link: https://www.econbiz.de/10011881772
Saved in:
412
Compound unimodal distributions for insurance losses
Punzo, Antonio
;
Bagnato, Luca
;
Maruotti, Antonello
- In:
Insurance / Mathematics & economics
81
(
2018
),
pp. 95-107
Persistent link: https://www.econbiz.de/10011904625
Saved in:
413
Distortion
risk
measures for nonnegative multivariate risks
Guillén, Montserrat
;
Sarabia, José María
; …
- In:
The journal of operational risk
13
(
2018
)
2
,
pp. 35-57
Persistent link: https://www.econbiz.de/10011895037
Saved in:
414
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:
415
Choose to
RISK
Turaga, Revathi
- In:
The IUP journal of soft skills : IJSS
11
(
2017
)
3
,
pp. 55-61
Persistent link: https://www.econbiz.de/10011750176
Saved in:
416
Model
risk
of
risk
models
Daníelsson, Jón
;
James, Kevin
;
Valenzuela, Marcela
; …
- In:
Journal of financial stability
23
(
2016
),
pp. 79-91
Persistent link: https://www.econbiz.de/10011703816
Saved in:
417
Credible
risk
measures with applications in actuarial sciences and finance
Pitselis, Georgios
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 373-386
Persistent link: https://www.econbiz.de/10011597330
Saved in:
418
Qualitative analysis of operational risks : a step-by-step approach
Tripathi, Akhilesh
- In:
Praj̄nȧn : journal of social and management sciences
45
(
2016
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10011577064
Saved in:
419
Dependency between risks and the insurer's economic capital : a copula-based GARCH model
Shim, Jeungbo
;
Lee, Seung-Hwan
- In:
Asia-Pacific journal of risk and insurance : APJRI
11
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011671161
Saved in:
420
Influence of a board-level
risk
committee on value
Scordis, Nicos A.
- In:
The journal of insurance issues : official journal of …
41
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011873814
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