2

Can a Coherent Risk Measure Be Too Subadditive?

Year:
2008
Language:
english
File:
PDF, 479 KB
english, 2008
3

Modern Actuarial Risk Theory ||

Year:
2008
Language:
english
File:
PDF, 2.55 MB
english, 2008
4

Static Hedging of Asian Options under Lévy Models

Year:
2005
Language:
english
File:
PDF, 284 KB
english, 2005
8

Upper and lower bounds for sums of random variables

Year:
2000
Language:
english
File:
PDF, 179 KB
english, 2000
15

Static super-replicating strategies for a class of exotic options

Year:
2008
Language:
english
File:
PDF, 706 KB
english, 2008
19

Remarks on quantiles and distortion risk measures

Year:
2012
Language:
english
File:
PDF, 287 KB
english, 2012
23

Economic Capital Allocation Derived from Risk Measures

Year:
2003
Language:
english
File:
PDF, 171 KB
english, 2003
32

Endogeneity, instruments and identification

Year:
2007
Language:
english
File:
PDF, 108 KB
english, 2007
34

Comonotonicity, correlation order and premium principles

Year:
1998
Language:
english
File:
PDF, 516 KB
english, 1998
35

SV40 large T-antigen and human pleural mesothelioma

Year:
1999
Language:
english
File:
PDF, 340 KB
english, 1999
36

Optimal Capital Allocation Principles

Year:
2012
Language:
english
File:
PDF, 635 KB
english, 2012
45

Guaranteed Passive Parameterized Admittance-Based Macromodeling

Year:
2010
Language:
english
File:
PDF, 1.12 MB
english, 2010
47

Tail Variance premiums for log-elliptical distributions

Year:
2013
Language:
english
File:
PDF, 315 KB
english, 2013