Pages that link to "Item:Q1974035"
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The following pages link to A synthesis of risk measures for capital adequacy (Q1974035):
Displaying 17 items.
- Measuring the Effectiveness of Static Hedging Strategies for a Guaranteed Minimum Income Benefit (Q5168692) (← links)
- Agricultural Insurance Ratemaking: Development of a New Premium Principle (Q5206140) (← links)
- ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Extremiles: A New Perspective on Asymmetric Least Squares (Q5242482) (← links)
- Partial Hedging for Equity-Linked Products Using Risk-Minimizing Strategies (Q5379246) (← links)
- IMPRECISE PREVISIONS FOR RISK MEASUREMENT (Q5696995) (← links)
- Empirical Estimation of Risk Measures and Related Quantities (Q5715936) (← links)
- Distortion Risk Measures and Economic Capital (Q5715954) (← links)
- The Iterated Cte (Q5715997) (← links)
- “Hedging and Reserving for Single-Premium Segregated Fund Contracts,” Mary R. Hardy, April 2000 (Q5718193) (← links)
- A Regime-Switching Model of Long-Term Stock Returns (Q5718204) (← links)
- A class of non-expected utility risk measures and implications for asset allocations (Q5938029) (← links)
- A family of variability measures based on the cumulative residual entropy and distortion functions (Q6152717) (← links)
- Optimal insurance for a prudent decision maker under heterogeneous beliefs (Q6201521) (← links)
- Random distortion risk measures (Q6543148) (← links)
- A bias-reduced estimation for reinsurance risk premiums of heavy-tailed loss distributions under random truncation (Q6634305) (← links)
