Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu Pairwise counter-monotonicity. (English) Zbl 1520.91336 Insur. Math. Econ. 111, 279-287 (2023). MSC: 91G05 PDFBibTeX XMLCite \textit{J.-G. Lauzier} et al., Insur. Math. Econ. 111, 279--287 (2023; Zbl 1520.91336) Full Text: DOI arXiv
Mohammed, Nawaf; Furman, Edward; Su, Jianxi Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of conditional tail expectation. (English) Zbl 1475.91313 Insur. Math. Econ. 101, 425-436 (2021). MSC: 91G05 91B32 91G70 PDFBibTeX XMLCite \textit{N. Mohammed} et al., Insur. Math. Econ. 101, 425--436 (2021; Zbl 1475.91313) Full Text: DOI arXiv
Yuen, Robert; Stoev, Stilian; Cooley, Daniel Distributionally robust inference for extreme value-at-risk. (English) Zbl 1445.91070 Insur. Math. Econ. 92, 70-89 (2020). MSC: 91G70 90C05 90C34 PDFBibTeX XMLCite \textit{R. Yuen} et al., Insur. Math. Econ. 92, 70--89 (2020; Zbl 1445.91070) Full Text: DOI arXiv
Ghossoub, Mario Vigilant measures of risk and the demand for contingent claims. (English) Zbl 1403.91195 Insur. Math. Econ. 61, 27-35 (2015). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{M. Ghossoub}, Insur. Math. Econ. 61, 27--35 (2015; Zbl 1403.91195) Full Text: DOI Link
Finner, H.; Kern, P.; Scheer, M. On some compound distributions with Borel summands. (English) Zbl 1320.60041 Insur. Math. Econ. 62, 234-244 (2015). MSC: 60E05 05A19 62P05 91B30 PDFBibTeX XMLCite \textit{H. Finner} et al., Insur. Math. Econ. 62, 234--244 (2015; Zbl 1320.60041) Full Text: DOI arXiv
Pichler, Alois The natural Banach space for version independent risk measures. (English) Zbl 1304.91129 Insur. Math. Econ. 53, No. 2, 405-415 (2013). MSC: 91B30 90C15 60B05 60E15 62P05 PDFBibTeX XMLCite \textit{A. Pichler}, Insur. Math. Econ. 53, No. 2, 405--415 (2013; Zbl 1304.91129) Full Text: DOI arXiv
Cheung, Ka Chun; Lo, Ambrose Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order. (English) Zbl 1304.60025 Insur. Math. Econ. 53, No. 2, 334-342 (2013). MSC: 60E15 91B30 PDFBibTeX XMLCite \textit{K. C. Cheung} and \textit{A. Lo}, Insur. Math. Econ. 53, No. 2, 334--342 (2013; Zbl 1304.60025) Full Text: DOI
Sordo, Miguel A.; Suárez-Llorens, Alfonso Stochastic comparisons of distorted variability measures. (English) Zbl 1218.91095 Insur. Math. Econ. 49, No. 1, 11-17 (2011). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{M. A. Sordo} and \textit{A. Suárez-Llorens}, Insur. Math. Econ. 49, No. 1, 11--17 (2011; Zbl 1218.91095) Full Text: DOI Link
Cheung, Ka Chun Comonotonic convex upper bound and majorization. (English) Zbl 1231.91161 Insur. Math. Econ. 47, No. 2, 154-158 (2010). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{K. C. Cheung}, Insur. Math. Econ. 47, No. 2, 154--158 (2010; Zbl 1231.91161) Full Text: DOI
Wang, Guojing; Wu, Rong The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest. (English) Zbl 1141.91551 Insur. Math. Econ. 42, No. 1, 59-64 (2008). MSC: 91B30 PDFBibTeX XMLCite \textit{G. Wang} and \textit{R. Wu}, Insur. Math. Econ. 42, No. 1, 59--64 (2008; Zbl 1141.91551) Full Text: DOI
Pavlova, Kristina P.; Cai, Jun; Willmot, Gordon E. The preservation of classes of discrete distributions under convolution and mixing. (English) Zbl 1090.60014 Insur. Math. Econ. 38, No. 2, 391-405 (2006). MSC: 60E05 PDFBibTeX XMLCite \textit{K. P. Pavlova} et al., Insur. Math. Econ. 38, No. 2, 391--405 (2006; Zbl 1090.60014) Full Text: DOI
Hubalek, Friedrich; Schachermayer, Walter Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE. (English) Zbl 1136.91481 Insur. Math. Econ. 34, No. 2, 193-225 (2004). MSC: 91B30 93E20 49L20 91B62 PDFBibTeX XMLCite \textit{F. Hubalek} and \textit{W. Schachermayer}, Insur. Math. Econ. 34, No. 2, 193--225 (2004; Zbl 1136.91481) Full Text: DOI
Hürlimann, W. Non-optimality of a linear combination of proportional and non-proportional reinsurance. (English) Zbl 0945.62113 Insur. Math. Econ. 24, No. 3, 219-227 (1999). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{W. Hürlimann}, Insur. Math. Econ. 24, No. 3, 219--227 (1999; Zbl 0945.62113) Full Text: DOI
Shiu, Elias S. W. Ruin probability by operational calculus. (English) Zbl 0687.62089 Insur. Math. Econ. 8, No. 3, 243-249 (1989). MSC: 62P05 PDFBibTeX XMLCite \textit{E. S. W. Shiu}, Insur. Math. Econ. 8, No. 3, 243--249 (1989; Zbl 0687.62089) Full Text: DOI
Goovaerts, M. J.; Kaas, R. Application of the problem of moments to derive bounds on integrals with integral constraints. (English) Zbl 0559.62086 Insur. Math. Econ. 4, 99-111 (1985). MSC: 62P05 26A99 33C45 26A42 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. Kaas}, Insur. Math. Econ. 4, 99--111 (1985; Zbl 0559.62086) Full Text: DOI
Goovaerts, M.; de Vylder, F. A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions. (English) Zbl 0545.62068 Insur. Math. Econ. 3, 201-204 (1984). Reviewer: A.Reich MSC: 62P05 15A99 PDFBibTeX XMLCite \textit{M. Goovaerts} and \textit{F. de Vylder}, Insur. Math. Econ. 3, 201--204 (1984; Zbl 0545.62068) Full Text: DOI
Ben-Horim, Moshe; Levy, Haim Stochastic dominance and parameter estimation: The case of symmetric stable distributions. (English) Zbl 0543.62019 Insur. Math. Econ. 3, 133-138 (1984). MSC: 62F10 PDFBibTeX XMLCite \textit{M. Ben-Horim} and \textit{H. Levy}, Insur. Math. Econ. 3, 133--138 (1984; Zbl 0543.62019) Full Text: DOI
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. Ordering of risks: a review. (English) Zbl 0492.62090 Insur. Math. Econ. 1, 131-161 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 1, 131--161 (1982; Zbl 0492.62090) Full Text: DOI