14 results
ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 44 / Issue 3 / September 2014
- Published online by Cambridge University Press:
- 16 June 2014, pp. 613-633
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- September 2014
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Economic capital modelling for the MTPL man-made catastrophe risk
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- Journal:
- Annals of Actuarial Science / Volume 7 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 04 September 2012, pp. 46-60
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Optimal Reinsurance Revisited – Point of View of Cedent and Reinsurer
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- ASTIN Bulletin: The Journal of the IAA / Volume 41 / Issue 2 / November 2011
- Published online by Cambridge University Press:
- 09 August 2013, pp. 547-574
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- November 2011
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Analytical Pricing of the Unit-Linked Endowment with Guarantees and Periodic Premiums
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 40 / Issue 2 / November 2010
- Published online by Cambridge University Press:
- 09 August 2013, pp. 631-653
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- November 2010
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Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 2 / November 2009
- Published online by Cambridge University Press:
- 09 August 2013, pp. 429-452
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- November 2009
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Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 39 / Issue 1 / May 2009
- Published online by Cambridge University Press:
- 09 August 2013, pp. 81-99
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- May 2009
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Excess of Loss Reinsurance with Reinstatements Revisited
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 35 / Issue 1 / May 2005
- Published online by Cambridge University Press:
- 17 April 2015, pp. 211-238
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- May 2005
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A Gaussian Exponential Approximation to Some Compound Poisson Distributions
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 33 / Issue 1 / May 2003
- Published online by Cambridge University Press:
- 17 April 2015, pp. 41-55
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- May 2003
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Analytical Bounds for two Value-at-Risk Functionals
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 32 / Issue 2 / November 2002
- Published online by Cambridge University Press:
- 29 August 2014, pp. 235-265
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- November 2002
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Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 31 / Issue 1 / May 2001
- Published online by Cambridge University Press:
- 29 August 2014, pp. 107-122
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- May 2001
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Financial Data Analysis with Two Symmetric Distributions
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 31 / Issue 1 / May 2001
- Published online by Cambridge University Press:
- 29 August 2014, pp. 187-211
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- May 2001
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On Stop-Loss Order and the Distortion Pricing Principle
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 28 / Issue 1 / May 1998
- Published online by Cambridge University Press:
- 29 August 2014, pp. 119-134
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- May 1998
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Improved Analytical Bounds for Some Risk Quantities
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 26 / Issue 2 / November 1996
- Published online by Cambridge University Press:
- 29 August 2014, pp. 185-199
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- November 1996
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Predictive Stop-Loss Premiums
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 23 / Issue 1 / May 1993
- Published online by Cambridge University Press:
- 29 August 2014, pp. 55-76
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- May 1993
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