Pages that link to "Item:Q1950759"
From MaRDI portal
The following pages link to Optimal reinsurance under the Haezendonck risk measure (Q1950759):
Displaying 10 items.
- Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- A generalization of expected shortfall based capital allocation (Q1726872) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
- Optimal reinsurance with premium constraint under distortion risk measures (Q2514611) (← links)
- Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
- Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)