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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
22 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness |
Embrechts, Paul |
2009 |
44 | 2 |
p. 164-169 6 p. |
article |
|
| 2 | Contents |
2009 |
44 | 2 |
p. iv- 1 p. |
article |
||
| 3 | Editorial |
Goovaerts, Marc |
2009 |
44 | 2 |
p. 267- 1 p. |
article |
|
| 4 | Editorial |
Kaas, Rob |
2009 |
44 | 2 |
p. 261-263 3 p. |
article |
|
| 5 | Editorial Board |
2009 |
44 | 2 |
p. IFC- 1 p. |
article |
||
| 6 | Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance |
Genest, Christian |
2009 |
44 | 2 |
p. 143-145 3 p. |
article |
|
| 7 | Estimating copula densities through wavelets |
Genest, Christian |
2009 |
44 | 2 |
p. 170-181 12 p. |
article |
|
| 8 | Further improved recursions for a class of compound Poisson distributions |
Chadjiconstantinidis, Stathis |
2009 |
44 | 2 |
p. 278-286 9 p. |
article |
|
| 9 | Fuzzy random variables |
Shapiro, Arnold F. |
2009 |
44 | 2 |
p. 307-314 8 p. |
article |
|
| 10 | Goodness-of-fit tests for copulas: A review and a power study |
Genest, Christian |
2009 |
44 | 2 |
p. 199-213 15 p. |
article |
|
| 11 | Modelling dynamic portfolio risk using risk drivers of elliptical processes |
Schmidt, Rafael |
2009 |
44 | 2 |
p. 229-244 16 p. |
article |
|
| 12 | Multivariate probit models for conditional claim-types |
Young, Gary |
2009 |
44 | 2 |
p. 214-228 15 p. |
article |
|
| 13 | On a dual model with a dividend threshold |
Ng, Andrew C.Y. |
2009 |
44 | 2 |
p. 315-324 10 p. |
article |
|
| 14 | On the discrete-time compound renewal risk model with dependence |
Marceau, Etienne |
2009 |
44 | 2 |
p. 245-259 15 p. |
article |
|
| 15 | Pair-copula constructions of multiple dependence |
Aas, Kjersti |
2009 |
44 | 2 |
p. 182-198 17 p. |
article |
|
| 16 | Pricing perpetual American catastrophe put options: A penalty function approach |
Lin, X. Sheldon |
2009 |
44 | 2 |
p. 287-295 9 p. |
article |
|
| 17 | Special issue contents page |
2009 |
44 | 2 |
p. 266- 1 p. |
article |
||
| 18 | The Markovian regime-switching risk model with a threshold dividend strategy |
Lu, Yi |
2009 |
44 | 2 |
p. 296-303 8 p. |
article |
|
| 19 | The tax identity in risk theory — a simple proof and an extension |
Albrecher, Hansjörg |
2009 |
44 | 2 |
p. 304-306 3 p. |
article |
|
| 20 | To split or not to split: Capital allocation with convex risk measures |
Tsanakas, Andreas |
2009 |
44 | 2 |
p. 268-277 10 p. |
article |
|
| 21 | Worst VaR scenarios: A remark |
Laeven, Roger J.A. |
2009 |
44 | 2 |
p. 159-163 5 p. |
article |
|
| 22 | Worst VaR scenarios with given marginals and measures of association |
Kaas, Rob |
2009 |
44 | 2 |
p. 146-158 13 p. |
article |
22 results found