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Scandinavian actuarial journal
Insurance / Mathematics & economics
124
Journal of banking & finance
82
European journal of operational research : EJOR
77
Finance research letters
73
NBER working paper series
59
Risks : open access journal
59
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49
International review of financial analysis
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39
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37
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35
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The journal of portfolio management : a publication of Institutional Investor
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International journal of theoretical and applied finance
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Discussion paper / Tinbergen Institute
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Economics letters
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Journal of risk
25
Journal of economic dynamics & control
24
Research paper series / Swiss Finance Institute
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Applied economics letters
21
Journal of risk and financial management : JRFM
21
The European journal of finance
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The review of financial studies
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Research in international business and finance
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Risk and Vulnerability Assessment
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ECONIS (ZBW)
21
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1
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
Saved in:
2
Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors
Yang Yang
;
Fan, Yahui
;
Yuen, Kam Chuen
- In:
Scandinavian actuarial journal
2024
(
2024
)
4
,
pp. 361-382
Persistent link: https://www.econbiz.de/10014520551
Saved in:
3
An insurer's optimal strategy towards a new independent business
Chi, Yichun
;
Huang, Yuxia
;
Tan, Ken Seng
- In:
Scandinavian actuarial journal
2024
(
2024
)
1
,
pp. 89-107
Persistent link: https://www.econbiz.de/10014519973
Saved in:
4
A multivariate CVaR risk measure from the perspective of portfolio risk management
Cai, Jun
;
Jia, Huameng
;
Mao, Tiantian
- In:
Scandinavian actuarial journal
2022
(
2022
)
3
,
pp. 189-215
Persistent link: https://www.econbiz.de/10013370495
Saved in:
5
Functional sensitivity analysis of ruin probability in the classical risk models
Cheurfa, Fatah
;
Takhedmit, Baya
;
Ouazine, Sofiane
; …
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 936-968
Persistent link: https://www.econbiz.de/10012696894
Saved in:
6
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Cheung, Eric C. K.
;
Zhang, Zhimin
- In:
Scandinavian actuarial journal
2021
(
2021
)
9
,
pp. 804-831
Persistent link: https://www.econbiz.de/10012653689
Saved in:
7
Estimation of the Haezendonck-Goovaerts risk measure for extreme risks
Zhao, Yanchun
;
Mao, Tiantian
;
Yang, Fan
- In:
Scandinavian actuarial journal
2021
(
2021
)
7
,
pp. 599-622
Persistent link: https://www.econbiz.de/10012624637
Saved in:
8
Ranking the extreme claim amounts in dependent individual risk models
Torrado, Nuria
;
Navarro, Jorge
- In:
Scandinavian actuarial journal
2021
(
2021
)
3
,
pp. 218-247
Persistent link: https://www.econbiz.de/10012500261
Saved in:
9
Market pricing of longevity-linked securities
Tang, Sixian
;
Li, Jackie
- In:
Scandinavian actuarial journal
2021
(
2021
)
5
,
pp. 408-436
Persistent link: https://www.econbiz.de/10012588320
Saved in:
10
A ruin model with a resampled environment
Constantinescu, Corina
;
Delsing, G.
;
Mandjes, Michel
; …
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 323-341
Persistent link: https://www.econbiz.de/10012262740
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