AN EXTREME-VALUE THEORY APPROXIMATION SCHEME IN REINSURANCE AND INSURANCE-LINKED SECURITIES (Q4691251): Difference between revisions

@@ Property / DOI @@
-.1017/asb.2018.10
@@ Property / DOI: 10.1017/asb.2018.10 / rank @@
-Normal rank
@@ Property / cites work @@
+Residual life time at great age
@@ Property / cites work: Residual life time at great age / rank @@
+Normal rank
@@ Property / cites work @@
+DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
@@ Property / cites work: DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
+Normal rank
@@ Property / cites work @@
+On A Surplus Process Under A Periodic Environment
@@ Property / cites work: On A Surplus Process Under A Periodic Environment / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference using extreme order statistics
+Normal rank
@@ Property / cites work @@
+Extreme value statistics and wind storm losses: A case study
+Normal rank
@@ Property / cites work @@
+On univariate extreme value statistics and the estimation of reinsurance premiums
+Normal rank
@@ Property / cites work @@
+Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
+Normal rank
@@ Property / DOI @@
+.1017/ASB.2018.10
@@ Property / DOI: 10.1017/ASB.2018.10 / rank @@
+Normal rank