Pages that link to "Item:Q2485528"
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The following pages link to On the generalization of Esscher and variance premiums modified for the elliptical family of distributions (Q2485528):
Displayed 9 items.
- On the tail mean-variance optimal portfolio selection (Q659265) (← links)
- Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Portfolio selection through an extremality stochastic order (Q2444701) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- Elliptical families and copulas: tilting and premium; capital allocation (Q3077728) (← links)
- An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets (Q5019715) (← links)
- “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007 (Q5019760) (← links)
- A new class of symmetric distributions including the elliptically symmetric logistic (Q5092690) (← links)