Properties of a risk measure derived from the expected area in red (Q743159): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2014.01.012
@@ Property / DOI: 10.1016/j.insmatheco.2014.01.012 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2014.01.012
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@@ Property / OpenAlex ID @@
+W2035484257
@@ Property / OpenAlex ID: W2035484257 / rank @@
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@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
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@@ Property / cites work @@
+TVaR-based capital allocation with copulas
@@ Property / cites work: TVaR-based capital allocation with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
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@@ Property / cites work @@
+Erratum: Coherent and convex risk measures for unbounded càdlàg processes
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@@ Property / cites work @@
+Economic Capital Allocation Derived from Risk Measures
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@@ Property / cites work @@
+How long is the surplus below zero?
@@ Property / cites work: How long is the surplus below zero? / rank @@
+Normal rank
@@ Property / cites work @@
+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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@@ Property / cites work @@
+Mathematical fun with ruin theory
@@ Property / cites work: Mathematical fun with ruin theory / rank @@
+Normal rank
@@ Property / cites work @@
+Differentiation of some functionals of risk processes, and optimal reserve allocation
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+On some measures of the severity of ruin in the classical Poisson model
+Normal rank
@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2014.01.012
@@ Property / DOI: 10.1016/J.INSMATHECO.2014.01.012 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:743159