Recommendations
- A note on natural risk statistics
- Measures of risk
- A feasible natural hedging strategy for insurance companies
- Coherent measures of risk
- Aspects of the theory of financial risk management for natural disasters
- Natural hedging of life and annuity mortality risks
- Risk measures and dependencies of risks
Cites work
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- scientific article; zbMATH DE number 3432917 (Why is no real title available?)
- A note on natural risk statistics
- Axiomatic characterization of insurance prices
- Coherent measures of risk
- Efficient hedging with coherent risk measure
- External risk measures and Basel accords
- Hedging, Pareto optimality, and good deals
- Non-additive measure and integral
- On optimal reinsurance policy with distortion risk measures and premiums
- Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
- Optimal reinsurance under VaR and CTE risk measures
- Risk management under a prudential policy
- Robust portfolio optimization with derivative insurance guarantees
- Sulla rappresentazione di funzionali mediante integrali
- Theory and applications of robust optimization
Cited in
(8)- RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
- Preferences over all random variables: incompatibility of convexity and continuity
- Optimal reinsurance under risk and uncertainty on Orlicz hearts
- scientific article; zbMATH DE number 5378319 (Why is no real title available?)
- Golden options in financial mathematics
- Pareto efficient buy and hold investment strategies under order book linked constraints
- A note on natural risk statistics
- Risk measures on the space of infinite sequences
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