Pages that link to "Item:Q1974035"
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The following pages link to A synthesis of risk measures for capital adequacy (Q1974035):
Displayed 16 items.
- Further critique of GARCH/ARMA/VAR/EVT Stochastic-Volatility models and related approaches (Q858848) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Valuation of segregated funds: shout options with maturity extensions. (Q1413278) (← links)
- Risk measures and return performance: a critical approach. (Q1427540) (← links)
- Risk measures, distortion parameters, and their empirical estimation (Q2384453) (← links)
- Testing hypotheses about the equality of several risk measure values with applications in insurance (Q2492171) (← links)
- Dilatation monotonous Choquet integrals (Q2581296) (← links)
- Risk measure and fair valuation of an investment guarantee in life insurance (Q2581782) (← links)
- On a multivariate Markov chain model for credit risk measurement (Q3375399) (← links)
- Bayesian Risk Management for Equity-Linked Insurance (Q4455895) (← links)
- IMPRECISE PREVISIONS FOR RISK MEASUREMENT (Q5696995) (← links)
- Empirical Estimation of Risk Measures and Related Quantities (Q5715936) (← links)
- Distortion Risk Measures and Economic Capital (Q5715954) (← links)
- The Iterated Cte (Q5715997) (← links)
- “Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000 (Q5718193) (← links)
- A Regime-Switching Model of Long-Term Stock Returns (Q5718204) (← links)