| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A new stochastic dominance criterion for dependent random variables with applications
|
Belzunce, Félix
|
|
|
108 |
C |
p. 165-176
|
article
|
| 2 |
Editorial Board
|
|
|
|
108 |
C |
p. ii
|
article
|
| 3 |
From risk reduction to risk elimination by conditional mean risk sharing of independent losses
|
Denuit, Michel
|
|
|
108 |
C |
p. 46-59
|
article
|
| 4 |
Inf-convolution and optimal allocations for mixed-VaRs
|
Xia, Zichao
|
|
|
108 |
C |
p. 156-164
|
article
|
| 5 |
Nonparametric density estimation and risk quantification from tabulated sample moments
|
Lambert, Philippe
|
|
|
108 |
C |
p. 177-189
|
article
|
| 6 |
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
|
Li, Xun
|
|
|
108 |
C |
p. 25-45
|
article
|
| 7 |
Optimal investment and consumption strategies for pooled annuity with partial information
|
Xie, Lin
|
|
|
108 |
C |
p. 129-155
|
article
|
| 8 |
Portfolio choice with illiquid asset for a loss-averse pension fund investor
|
Chen, Zheng
|
|
|
108 |
C |
p. 60-83
|
article
|
| 9 |
Pricing extreme mortality risk in the wake of the COVID-19 pandemic
|
Li, Han
|
|
|
108 |
C |
p. 84-106
|
article
|
| 10 |
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
|
Barczy, Mátyás
|
|
|
108 |
C |
p. 107-128
|
article
|
| 11 |
Two-stage nested simulation of tail risk measurement: A likelihood ratio approach
|
Dang, Ou
|
|
|
108 |
C |
p. 1-24
|
article
|
Journal description