Hürlimann, Werner Distortion risk measures and economic capital. (English) Zbl 1085.91526 N. Am. Actuar. J. 8, No. 1, 86-95 (2004). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{W. Hürlimann}, N. Am. Actuar. J. 8, No. 1, 86--95 (2004; Zbl 1085.91526) Full Text: DOI
Hürlimann, Werner Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. (English) Zbl 1082.62537 N. Am. Actuar. J. 3, No. 3, 70-84 (1999). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{W. Hürlimann}, N. Am. Actuar. J. 3, No. 3, 70--84 (1999; Zbl 1082.62537) Full Text: DOI