Volume 2; Issue 3

Risks

Volume 2; Issue 3
1

Elementary Bounds on the Ruin Capital in a Diffusion Model of Risk

Malinovskii, Vsevolod
Journal:
Risks
Year:
2014
Language:
english
File:
PDF, 313 KB
english, 2014
2

The Impact of Systemic Risk on the Diversification Benefits of a Risk Portfolio

Busse, Marc, Dacorogna, Michel, Kratz, Marie
Journal:
Risks
Year:
2014
Language:
english
File:
PDF, 296 KB
english, 2014
3

Random Shifting and Scaling of Insurance Risks

Hashorva, Enkelejd, Ji, Lanpeng
Journal:
Risks
Year:
2014
Language:
english
File:
PDF, 241 KB
english, 2014
4

Joint Asymptotic Distributions of Smallest and Largest Insurance Claims

Albrecher, Hansjörg, Robert, Christian, Teugels, Jef
Journal:
Risks
Year:
2014
Language:
english
File:
PDF, 240 KB
english, 2014
5

Model Risk in Portfolio Optimization

Stefanovits, David, Schubiger, Urs, Wüthrich, Mario
Journal:
Risks
Year:
2014
Language:
english
File:
PDF, 391 KB
english, 2014