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111
Law invariant convex
risk
measures
Frittelli, Marco
;
Rosazza Gianin, Emanuela
- In:
Advances in mathematical economics
7
(
2005
),
pp. 33-46
Persistent link: https://www.econbiz.de/10002904244
Saved in:
112
Bounds for concave distortion
risk
measures for sums of risks
Campana, Antonella
;
Ferretti, Paola
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 43-51)
.
2008
Persistent link: https://www.econbiz.de/10003837114
Saved in:
113
FFT, extreme value theory and
simulation
to model non-life insurance claims dependences
Cerchiara, Rocco Roberto
- In:
Mathematical and statistical methods in insurance and …
,
(pp. 61-65)
.
2008
Persistent link: https://www.econbiz.de/10003837116
Saved in:
114
Risk
measures, distortion parameters, and their empirical estimation
Jones, Bruce L.
;
Zitikis, Ričardas
- In:
Insurance / Mathematics & economics
41
(
2007
)
2
,
pp. 279-297
Persistent link: https://www.econbiz.de/10003755648
Saved in:
115
New developments in financial modelling
Soares, João Oliveira
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003829316
Saved in:
116
Methods for estimating optimal Dickson and Waters modification dividend barrier
Liu, Zaiming
;
Li, Manman
;
Ameer, Sherbaz
- In:
Economic modelling
26
(
2009
)
5
,
pp. 886-892
Persistent link: https://www.econbiz.de/10003871208
Saved in:
117
Semi-Markov
risk
models for finance, insurance and reliability
Janssen, Jacques
;
Manca, Raimondo
-
2007
Persistent link: https://www.econbiz.de/10003408642
Saved in:
118
Moments of discounted dividends for a threshold strategy in the compound poisson
risk
model
Cheung, Eric C. K.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003632907
Saved in:
119
A remark on law invariant convex
risk
measures
Kusuoka, Shigeo
- In:
Advances in mathematical economics
10
(
2007
),
pp. 91-100
Persistent link: https://www.econbiz.de/10003538252
Saved in:
120
Global asset allocation :
risk
and return trade-off on emerging stockmarkets
Derrabi, Mohamed
;
Leseure, Michel
- In:
Risk management in emerging markets
,
(pp. 35-55)
.
2005
Persistent link: https://www.econbiz.de/10003182662
Saved in:
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