Search results

2015-05-22 Paper Dynamic Risk Measures within Discrete-Time Risk Models 2015-05-22 Paper Bivariate lower and upper orthant value-at-risk 2015-01-22 Paper A note...

in a nonstandard renewal risk model 2020-07-14 Paper Interplay of financial and insurance risks in dependent discrete-time risk models 2020-04-22 Paper...

problems for ordered risk models 2018-02-15 Paper Some comparison results for finite-time ruin probabilities in the classical risk model 2017-11-23 Paper...

misspecification in risk-based portfolios 2017-03-22 Paper nse: Computation of Numerical Standard Errors in R 2017-02-04 Paper RiskPortfolios: Computation of Risk-Based...

2015-05-22 Paper Dynamic Risk Measures within Discrete-Time Risk Models 2015-05-22 Paper Bivariate lower and upper orthant value-at-risk 2015-01-22 Paper A note...

of optimal risk allocations for convex risk functionals 2009-07-29 Paper On convex risk measures on \(L^{p}\)-spaces 2009-07-06 Paper Risk Measures for...

and ruin problems for a risk model with delayed claims 2017-08-23 Paper On the expected discounted penalty function for a risk model with dependence under...

Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model 2023-10-12 Paper From risk reduction to risk elimination by...

Quantile-Based Risk Sharing 2020-10-12 Paper Characterizing optimal allocations in quantile-based risk sharing 2020-08-03 Paper Quantile-based risk sharing with...

pure-jump Lévy risk model 2014-04-15 Paper On a risk model with randomized dividend-decision times 2014-03-11 Paper On a Sparre Andersen risk model perturbed...

Autoregressive Risk Model with Application to Portfolio Optimization 2014-07-19 Paper Reducing risk by merging counter-monotonic risks 2014-06-23 Paper...

On relative and partial risk attitudes: theory and implications 2012-05-23 Paper On cross-risk vulnerability 2012-02-10 Paper Risk vulnerability: a graphical...

in Longevity Risk Transfers 2019-05-15 Paper A General Procedure for Constructing Mortality Models 2019-05-15 Paper Sharing Longevity Risk: Why Governments...

Systemic Risk Measures 2021-12-02 Paper Short Communication: Robust Market-Adjusted Systemic Risk Measures 2021-11-05 Paper Systemic optimal risk transfer...

between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems 2024-01-02 Paper Risk filtering and risk-averse control of Markovian systems subject...

probability in the classical compound Poisson risk model 2020-01-30 Paper A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic...

discrete-time risk model with dependent financial and insurance risks 2018-07-11 Paper Distributions with heavy tails in Orlicz spaces 2018-01-26 Paper Risk Theory...

DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES 2020-08-05 Paper Multivariate coherent risk measures induced by multivariate convex risk measures...

mixture models 2024-02-12 Paper Model Risk Management 2023-10-30 Paper Corrigendum and addendum to: ``Range value-at-risk bounds for unimodal distributions...

characterization, with application to Yaari's dual theory 2022-04-13 Paper Risk Perception, Risk Attitude, and Decision: A Rank-Dependent Analysis 2019-03-14 Paper...