Period of time: 2016年4期
Publisher: MDPI
Founded in: 2013
Total resources: 18
E-ISSN: 2227-9091|4|4
ISSN: 2227-9091
Subject: F0 Economics;TP3 Computers
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Risks,volume 4,issue 4
Menu
Multivariate TVaR-Based Risk Decomposition for Vector-Valued Portfolios
By Mailhot Mélina,Mesfioui Mhamed in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-09 , pp.Sharp Convex Bounds on the Aggregate Sums–An Alternative Proof
By Yin Chuancun,Zhu Dan in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-09 , pp.A Note on the Impact of Parameter Uncertainty on Barrier Derivatives
By Escobar Marcos,Panz Sven in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-09 , pp.Nested MC-Based Risk Measurement of Complex Portfolios: Acceleration and Energy Efficiency
By Desmettre Sascha,Korn Ralf,Varela Javier Alejandro,Wehn Norbert in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-10 , pp.A Note on Realistic Dividends in Actuarial Surplus Models
By Avanzi Benjamin,Tu Vincent,Wong Bernard in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-10 , pp.A Note on Health Insurance under Ex Post Moral Hazard
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-10 , pp.Frailty and Risk Classification for Life Annuity Portfolios
By Olivieri Annamaria,Pitacco Ermanno in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-10 , pp.A Note on Upper Tail Behavior of Liouville Copulas
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-11 , pp.Incorporation of Stochastic Policyholder Behavior in Analytical Pricing of GMABs and GMDBs
By Escobar Marcos,Krayzler Mikhail,Ramsauer Franz,Saunders David,Zagst Rudi in (2016)
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-11 , pp.Optimal Premium as a Function of the Deductible: Customer Analysis and Portfolio Characteristics
Risks,volume 4,issue 4 , Vol. 4, Iss. 4, 2016-11 , pp.