Pages that link to "Item:Q1169781"

The following pages link to A new premium calculation principle based on Orlicz norms (Q1169781):

Displaying 43 items.

• Inference for intermediate Haezendonck-Goovaerts risk measure (Q320308) (← links)
• Corruption, growth and ethnic fractionalization: a theoretical model (Q405767) (← links)
• Sensitivity of risk measures with respect to the normal approximation of total claim distributions (Q654808) (← links)
• Robustness regions for measures of risk aggregation (Q727667) (← links)
• Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
• Premium principles and translation invariance (Q761753) (← links)
• Competitive equilibrium on risk exchanges: A constrained market approach (Q795461) (← links)
• The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
• Optimal non-life reinsurance under Solvency II regime (Q896767) (← links)
• Empirical likelihood inference for Haezendonck-Goovaerts risk measure (Q903683) (← links)
• Some new classes of consistent risk measures (Q977158) (← links)
• Properties of premium calculation principles (Q1068500) (← links)
• On robust premium principles (Q1086964) (← links)
• Ordering of risks: a review (Q1168035) (← links)
• Distributions with heavy tails in Orlicz spaces (Q1692254) (← links)
• Robust return risk measures (Q1702877) (← links)
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
• Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
• Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
• Optimal reinsurance under the Haezendonck risk measure (Q1950759) (← links)
• Optimal reinsurance in the presence of counterparty default risk (Q2015635) (← links)
• General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
• Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
• Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
• Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
• Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
• Haezendonck-Goovaerts risk measure with a heavy tailed loss (Q2404537) (← links)
• On the Haezendonck-Goovaerts risk measure for extreme risks (Q2427827) (← links)
• On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
• Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
• Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function (Q2514630) (← links)
• Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure (Q2657983) (← links)
• Haezendonck-Goovaerts capital allocation rules (Q2665852) (← links)
• Risk transference constraints in optimal reinsurance (Q2670119) (← links)
• Eine Charakterisierung des Standardabweichungsprinzips (Q3690927) (← links)
• Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measure (Q4562030) (← links)
• A Unified Approach to Generate Risk Measures (Q4661679) (← links)
• Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
• Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
• Asymptotic formulas for the left truncated moments of sums with consistently varying distributed increments (Q5029958) (← links)
• Coherent risk measures (Q5422765) (← links)