ASYMPTOTICS FOR OPERATIONAL RISK QUANTIFIED WITH EXPECTED SHORTFALL.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 735, doi. 10.2143/AST.39.2.2044656
- By:
- Publication type:
- Article
Works matching IS 05150361 AND DT 2009 AND VI 39 AND IP 2
Results: 17
1
2
A NOTE ON NONPARAMETRIC ESTIMATION OF THE CTE.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 717, doi. 10.2143/AST.39.2.2044655
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- Publication type:
- Article
3
NEW GOODNESS-OF-FIT TESTS FOR PARETO DISTRIBUTIONS.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 691, doi. 10.2143/AST.39.2.2044654
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- Publication type:
- Article
4
A BOOTSTRAP ESTIMATE OF THE PREDICTIVE DISTRIBUTION OF OUTSTANDING CLAIMS FOR THE SCHNIEPER MODEL.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 677, doi. 10.2143/AST.39.2.2044653
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- Publication type:
- Article
5
SCENARIO ANALYSIS FOR A MULTI-PERIOD DIFFUSION MODEL OF RISK.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 649, doi. 10.2143/AST.39.2.2044652
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- Publication type:
- Article
6
THE APPLICATION OF EXPECTED-UTILITY THEORY TO THE CHOICE OF INVESTMENT CHANNELS IN A DEFINED-CONTRIBUTION RETIREMENT FUND.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 615, doi. 10.2143/AST.39.2.2044651
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- Publication type:
- Article
7
CONTINUOUS MONITORING: DOES CREDIT RISK VANISH?
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 577, doi. 10.2143/AST.39.2.2044649
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- Publication type:
- Article
8
SHARING RISK - AN ECONOMIC PERSPECTIVE.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 591, doi. 10.2143/AST.39.2.2044650
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- Publication type:
- Article
9
ASYMPTOTIC RUIN PROBABILITIES OF THE LÉVY INSURANCE MODEL UNDER PERIODIC TAXATION.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 479, doi. 10.2143/AST.39.2.2044644
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- Publication type:
- Article
10
MULTI-LEVEL RISK AGGREGATION.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 565, doi. 10.2143/AST.39.2.2044648
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- Publication type:
- Article
11
OPTION PRICING IN A JUMP-DIFFUSION MODEL WITH REGIME SWITCHING.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 515, doi. 10.2143/AST.39.2.2044646
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- Publication type:
- Article
12
ON PARAMETER ESTIMATION IN HIERARCHICAL CREDIBILITY.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 495, doi. 10.2143/AST.39.2.2044645
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- Publication type:
- Article
13
TAYLOR APPROXIMATIONS FOR MODEL UNCERTAINTY WITHIN THE TWEEDIE EXPONENTIAL DISPERSION FAMILY.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 453, doi. 10.2143/AST.39.2.2044643
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- Publication type:
- Article
14
QUASI-LIKELIHOOD ESTIMATION OF BENCHMARK RATES FOR EXCESS OF LOSS REINSURANCE PROGRAMS.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 429, doi. 10.2143/AST.39.2.2044642
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- Publication type:
- Article
15
STOCHASTIC MORTALITY: THE IMPACT ON TARGET CAPITAL.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 541, doi. 10.2143/AST.39.2.2044647
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- Publication type:
- Article
16
DEMAND ELASTICITY, RISK CLASSIFICATION AND LOSS COVERAGE: WHEN CAN COMMUNITY RATING WORK?
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 403, doi. 10.2143/AST.39.2.2044641
- By:
- Publication type:
- Article
17
MODELLING ADVERSE SELECTION IN THE PRESENCE OF A COMMON GENETIC DISORDER: THE BREAST CANCER POLYGENE.
- Published in:
- Astin Bulletin, 2009, v. 39, n. 2, p. 373, doi. 10.2143/AST.39.2.2044640
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- Publication type:
- Article