Mercè Claramunt, M.; Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre Basis risk management and randomly scaled uncertainty. (English) Zbl 1508.91481 Insur. Math. Econ. 107, 123-139 (2022). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{M. Mercè Claramunt} et al., Insur. Math. Econ. 107, 123--139 (2022; Zbl 1508.91481) Full Text: DOI
Lefèvre, Claude; Loisel, Stéphane; Montesinos, Pierre On \(s\)-convex bounds for Beta-unimodal distributions with applications to basis risk assessment. (English) Zbl 1471.91467 Scand. Actuar. J. 2021, No. 6, 476-504 (2021). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 PDFBibTeX XMLCite \textit{C. Lefèvre} et al., Scand. Actuar. J. 2021, No. 6, 476--504 (2021; Zbl 1471.91467) Full Text: DOI
Boudreault, Mathieu; Cossette, Hélène; Marceau, Étienne Risk models with dependence between claim occurrences and severities for Atlantic hurricanes. (English) Zbl 1291.91095 Insur. Math. Econ. 54, 123-132 (2014); erratum ibid. 61, 298 (2015). MSC: 91B30 86A10 PDFBibTeX XMLCite \textit{M. Boudreault} et al., Insur. Math. Econ. 54, 123--132 (2014; Zbl 1291.91095) Full Text: DOI
Brodin, Erik; Rootzén, Holger Univariate and bivariate GPD methods for predicting extreme wind storm losses. (English) Zbl 1162.91399 Insur. Math. Econ. 44, No. 3, 345-356 (2009). MSC: 91B30 91B76 PDFBibTeX XMLCite \textit{E. Brodin} and \textit{H. Rootzén}, Insur. Math. Econ. 44, No. 3, 345--356 (2009; Zbl 1162.91399) Full Text: DOI
Muermann, Alexander Market price of insurance risk implied by catastrophe derivatives. (English) Zbl 1481.91181 N. Am. Actuar. J. 12, No. 3, 221-227 (2008). MSC: 91G05 91G20 PDFBibTeX XMLCite \textit{A. Muermann}, N. Am. Actuar. J. 12, No. 3, 221--227 (2008; Zbl 1481.91181) Full Text: DOI
Lescourret, Laurence; Robert, Christian Y. Extreme dependence of multivariate catastrophic losses. (English) Zbl 1151.91058 Scand. Actuar. J. 2006, No. 4, 203-225 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDFBibTeX XMLCite \textit{L. Lescourret} and \textit{C. Y. Robert}, Scand. Actuar. J. 2006, No. 4, 203--225 (2006; Zbl 1151.91058) Full Text: DOI