The following pages link to Werner Hürlimann (Q331123):
Displaying 21 items.
- (Q4824723) (← links)
- (Q4865509) (← links)
- (Q4918139) (← links)
- (Q4918147) (← links)
- (Q4962330) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- Exact and asymptotic evaluation of the number of distinct primitive cuboids (Q5246236) (← links)
- (Q5287114) (← links)
- Improved FFT approximations of probability functions based on modified quadrature rules (Q5402016) (← links)
- On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods (Q5422720) (← links)
- Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory (Q5422742) (← links)
- Higher degree stop-loss transforms and stochastic orders — (II) Applications (Q5422743) (← links)
- Truncated linear zero utility pricing and actuarial protection models (Q5422785) (← links)
- On higher-degree bivariate stop-loss transforms, with applications (Q5422792) (← links)
- Characterization of higher-degree dispersion, right spread and stop-loss transform orders (Q5422803) (← links)
- Robust confidence bounds for the mean of some count data models (Q5422807) (← links)
- Economic risk capital allocation from top down (Q5422812) (← links)
- (Q5443810) (← links)
- Excess of Loss Reinsurance with Reinstatements Revisited (Q5490586) (← links)
- Distortion Risk Measures and Economic Capital (Q5715954) (← links)
- Bounds for Actuarial Present Values Under the Fractional Independence Assumption (Q5718378) (← links)
