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TitleAuthor(s)Issue DateViews
 
2017
 
Multivariate countermonotonicity and the minimal copulas
Journal:Journal of Computational and Applied Mathematics
2017
 
2004
175
 
Convex ordering for insurance preferences
Journal:Insurance: Mathematics and Economics
2015
 
Optimal portfolio problem with unknown dependency structure
Journal:Insurance: Mathematics and Economics
2006
 
Claim size processes
Book:Encyclopedia of Actuarial Science
2005
 
Probabilistic solutions for a class of deterministic optimal allocation problems
Journal:Journal of Computational and Applied Mathematics
2018
38
 
Optimal allocation of policy limits and deductibles
Journal:Insurance: Mathematics and Economics
2007
48
 
Optimal reinsurance in the presence of counterparty default risk
Journal:Insurance: Mathematics and Economics
2013
59
 
2014
89
 
Robust and Pareto optimality of insurance contracts
Journal:European Journal of Operational Research
2017
38
 
Characterization of comonotonicity using convex order
Journal:Insurance: Mathematics and Economics
2008
175
 
Asset allocation: investment strategies for financial and insurance portfolio
Book:Intelligent and Other Computational Techniques in Insurance : Theory and Applications
2003
148
 
The optimal insurance under disappointment theories
Journal:Insurance: Mathematics and Economics
2015
71
 
2018
30
 
2014
 
Reducing risk by merging counter-monotonic risks
Journal:Insurance: Mathematics and Economics
2014
56
 
2020
32
 
2009
232
 
2012
59
 
Stochastic orders of scalar products with applications
Journal:Insurance: Mathematics and Economics
2008
44
 
Extremal dependence structures and bounds of Tail Value-at-Risk
Proceeding/Conference:Current Topics on Actuarial Models with Dependence Structure Seminar
2015
38
 
General lower bounds on convex functionals of aggregate sums
Journal:Insurance: Mathematics and Economics
2013
73
 
Worst allocations of policy limits and deductibles
Journal:Insurance: Mathematics and Economics
2008
70
 
Reinsurance contract design with adverse selection
Journal:Scandinavian Actuarial Journal
2019
34