Systematic risk in pools
From MaRDI portal
Cites work
- A Multivariate Exponential Distribution
- Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
- Coherent and convex monetary risk measures for bounded càdlàg processes
- Coherent and convex monetary risk measures for unbounded càdlàg processes.
- Coherent measures of risk
- Coherent risk measures and good-deal bounds
- Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
- Common shock models for claim arrays
- Convex measures of risk and trading constraints
- Distortion riskmetrics on general spaces
- Dynamic assessment indices
- scientific article; zbMATH DE number 1716480 (Why is no real title available?)
- scientific article; zbMATH DE number 3896009 (Why is no real title available?)
- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- Insights to systematic risk and diversification across a joint probability distribution
- Large portfolio losses in a turbulent market
- Law invariant convex risk measures
- Law invariant risk measures have the Fatou property
- Laws of large numbers under dependence assumptions
- Lebesgue property of convex risk measures for bounded càdlàg processes
- Loss reserving using loss aversion functions
- Measuring Systematic Risk Using Implicit Beta
- More uses of exchangeability: representations of complex random structures
- On convex risk measures on \(L^{p}\)-spaces
- On systematic mortality risk and risk-minimization with survivor swaps
- On the duality mapping of \(\ell^\infty\)
- On the extension of the Namioka-Klee theorem and on the Fatou property for risk measures
- On the impact of infrequent trading on the APT systematic risk components -- evidence from a thin security market
- Optimal proportional reinsurance with common shock dependence
- Optimization of Convex Risk Functions
- Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
- Risk measures on ordered non-reflexive Banach spaces
- RISK MEASURES ON ORLICZ HEARTS
- Risk measures on the space of infinite sequences
- Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses
- Separation and duality in locally \(L^0\)-convex modules
- Sharp asymptotics for large portfolio losses under extreme risks
- Star-Shaped Risk Measures
- Stochastic finance. An introduction in discrete time
- Systemic risk: conditional distortion risk measures
- The dual of the space of bounded operators on a Banach space
- The fundamental theorem of mutual insurance
- Using neural networks to forecast the systematic risk of stocks
- Valuation and hedging of life insurance liabilities with systematic mortality risk
- Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
- When each continuous operator is regular. II
This page was built for publication: Systematic risk in pools
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6955672)
