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

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+Explicit ruin formulas for models with dependence among risks
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+TVaR-based capital allocation with copulas
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+Normal rank
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+Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation
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+Erratum: Coherent and convex risk measures for unbounded càdlàg processes
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+Economic Capital Allocation Derived from Risk Measures
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+How long is the surplus below zero?
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+Normal rank
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+The surpluses immediately before and at ruin, and the amount of the claim causing ruin
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+Mathematical fun with ruin theory
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+Normal rank
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+Differentiation of some functionals of risk processes, and optimal reserve allocation
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+Q5706744
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+Normal rank
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+Stop-loss order for portfolios of dependent risks
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+Normal rank
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+On some measures of the severity of ruin in the classical Poisson model
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+Stochastic orders
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+Normal rank