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~isPartOf:"Insurance / Mathematics & economics"
~subject:"Risk model"
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Risk model
Portfolio selection
385
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124
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105
Risk measure
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Young, Virginia R.
4
Yang, Hailiang
3
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2
Chen, Yiqing
2
Cheung, Eric C. K.
2
Delsing, G. A.
2
Gatzert, Nadine
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Regis, Luca
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Spreij, P. J. C.
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Winands, E. M. M.
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Zhang, Zhimin
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Afonso, Lourdes B.
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Ai, Jing
1
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Blanchet, Jose
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1
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Cardoso, Rui M. R.
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Ceci, C.
1
Chen, An
1
Chen, Li
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Cheung, Ka Chun
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Denuit, Michel
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1
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Insurance / Mathematics & economics
Risks : open access journal
16
Scandinavian actuarial journal
14
Convergence of capital and insurance markets
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Astin bulletin : the journal of the International Actuarial Association
7
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
6
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
6
The journal of insurance issues : official journal of the Western Risk and Insurance Association
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Research paper series / Swiss Finance Institute
4
Working papers on finance
4
Asia-Pacific journal of risk and insurance : APJRI
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Netspar Discussion Paper
3
Swiss Finance Institute Research Paper
3
The Geneva risk and insurance review
3
Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V.
3
Advanced series on statistical science & applied probability
2
Beiträge zu wirtschaftswissenschaftlichen Problemen der Versicherung
2
Dissertation Series CentER
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
European journal of operational research : EJOR
2
Finance and economics discussion series
2
Journal of risk finance : the convergence of financial products and insurance
2
Mathematical methods of operations research
2
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
2
Pacific-Basin finance journal
2
Prace naukowe Uniwersytetu Ekonomicznego we Wrocławiu
2
Recreating sustainable retirement : resilience, solvency, and tail risk
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
SAFE Working Paper
2
SAFE working paper
2
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
2
The European journal of finance
2
The journal of asset management
2
Working paper
2
Working paper series / International Center for Insurance Regulation
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ECONIS (ZBW)
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1
Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model
Denuit, Michel
;
Robert, Christian Yann
- In:
Insurance / Mathematics & economics
112
(
2023
),
pp. 23-32
Persistent link: https://www.econbiz.de/10014446652
Saved in:
2
Portfolio risk analysis of excess of loss reinsurance
Tang, Qihe
;
Tong, Zhiwei
;
Xun, Li
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 91-110
Persistent link: https://www.econbiz.de/10013271962
Saved in:
3
On capital allocation for a risk measure derived from ruin theory
Delsing, G. A.
;
Mandjes, Michel
;
Spreij, P. J. C.
; …
- In:
Insurance / Mathematics & economics
104
(
2022
),
pp. 76-98
Persistent link: https://www.econbiz.de/10013264939
Saved in:
4
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Cheung, Eric C. K.
;
Peralta, Oscar
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
106
(
2022
),
pp. 364-389
Persistent link: https://www.econbiz.de/10013380617
Saved in:
5
Pareto-optimal reinsurance under individual risk constraints
Ghossoub, Mario
;
Jiang, Wenjun
;
Ren, Jiandong
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 307-325
Persistent link: https://www.econbiz.de/10013471249
Saved in:
6
On the analysis of deep drawdowns for the Lévy insurance risk model
Landriault, David
;
Li, Bin
;
Lkabous, Mohamed Amine
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 147-155
Persistent link: https://www.econbiz.de/10012622386
Saved in:
7
Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin
Liang, Xiaoqing
;
Liang, Zhibin
;
Young, Virginia R.
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 128-146
Persistent link: https://www.econbiz.de/10012242047
Saved in:
8
A BSDE-based approach for the optimal reinsurance problem under partial information
Brachetta, M.
;
Ceci, C.
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012419211
Saved in:
9
Optimal risk-sharing across a network of insurance companies
Ettlin, Nicolas
;
Farkas, Walter
;
Kull, Andreas
; …
- In:
Insurance / Mathematics & economics
95
(
2020
),
pp. 39-47
Persistent link: https://www.econbiz.de/10012419227
Saved in:
10
Risk-adjusted Bowley reinsurance under distorted probabilities
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 64-72
Persistent link: https://www.econbiz.de/10012058684
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