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- Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation 2018-07-01 Paper The peer performance ratios of hedge funds...10 bytes (10 words) - 15:32, 27 February 2024
- 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...10 bytes (14 words) - 16:54, 9 December 2023
- probability in a dependent risk model with stochastic return and perturbation 2024-07-29 Paper Asymptotics for value at risk and conditional tail expectation...10 bytes (14 words) - 21:50, 10 December 2023
- ``Range value-at-risk bounds for unimodal distributions under partial information 2023-10-12 Paper The impact of correlation on (Range) Value-at-Risk 2023-07-12...10 bytes (14 words) - 15:32, 27 February 2024
- Date of Publication Type Asymptotic subadditivity/superadditivity of Value‐at‐Risk under tail dependence 2024-01-31 Paper Best-possible bounds on the sets...10 bytes (14 words) - 17:46, 11 December 2023
- predictions 2022-03-08 Paper On the elicitability of range value at risk 2022-01-10 Paper Scenario-based risk evaluation 2021-11-02 Paper Isotonic regression for...10 bytes (15 words) - 13:39, 10 December 2023
- 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...10 bytes (14 words) - 00:15, 11 December 2023
- conditional value-at-risk cost criterion 2015-12-14 Paper Addendum to: Entropic value-at-risk: a new coherent risk measure 2013-02-14 Paper Entropic value-at-risk:...10 bytes (15 words) - 21:31, 10 December 2023
- 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...10 bytes (15 words) - 13:20, 7 December 2023
- 2015-03-27 Paper RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION 2014-08-11 Paper Complete duality for quasiconvex dynamic risk measures...10 bytes (13 words) - 14:12, 7 December 2023
- investment-consumption strategy with liability and regime switching model under value-at-risk constraint 2019-04-29 Paper Time-consistent investment-proportional reinsurance...10 bytes (14 words) - 12:23, 8 December 2023
- present value of aggregate claims in the renewal risk model 2012-02-10 Paper Asymptotics of random contractions 2012-02-10 Paper Asymptotics for risk capital...10 bytes (14 words) - 12:55, 8 December 2023
- COPULAS 2018-06-04 Paper COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY 2018-06-04 Paper Worst-Case Range Value-at-Risk with Partial Information 2018-04-16...10 bytes (13 words) - 14:49, 10 December 2023
- ExpectHill estimation, extreme risk and heavy tails 2021-02-04 Paper Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization...10 bytes (15 words) - 14:47, 10 December 2023
- dependent risks 2007-12-16 Paper Lundberg's risk process with tax 2007-10-10 Paper Dividend maximization under consideration of the time value of ruin 2007-07-19...10 bytes (13 words) - 13:52, 10 December 2023
- Quantifying Beliefs 1994-07-12 Paper Fairness and Social Risk I: Unaggregated Analyses 1994-01-01 Paper Risk-value models 1993-12-20 Paper Ambiguity and decision...10 bytes (15 words) - 23:52, 8 December 2023
- Multidimensional risk aversion: the cardinal sin 2023-01-23 Paper Dual Moments and Risk Attitudes 2022-08-05 Paper Risk aversion and the value of diagnostic...10 bytes (15 words) - 12:22, 28 January 2024
- Archimedean copulas 2020-04-22 Paper MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK 2020-02-03 Paper COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED...10 bytes (13 words) - 21:16, 10 December 2023
- 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...10 bytes (14 words) - 15:09, 10 December 2023
- latency on the value of mortality risk 2004-03-15 Paper Background risks and the value of a statistical life 2004-02-03 Paper Does risk aversion increase...10 bytes (15 words) - 01:58, 9 December 2023
