Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Unknown)
- New search for: Hanbali, Hamza
- New search for: Linders, Daniël
- New search for: Dhaene, Jan
- New search for: Hanbali, Hamza
- New search for: Linders, Daniël
- New search for: Dhaene, Jan
In:
Scandinavian Actuarial Journal
;
2023
, 3
;
219-243
;
2023
- Article (Journal) / Electronic Resource
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Title:Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
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Contributors:
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Published in:Scandinavian Actuarial Journal ; 2023, 3 ; 219-243
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Publisher:
- New search for: Taylor & Francis
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Publication date:2023-03-16
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Size:25 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:Unknown
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Keywords:
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Source:
Table of contents – Volume 2023, Issue 3
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 219
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Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variablesHanbali, Hamza / Linders, Daniël / Dhaene, Jan et al. | 2023
- 244
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A multi-state model for sick leave and its impact on partial early retirement incentives: the case of the Netherlandsde Mol van Otterloo, Sophie / Alonso-García, Jennifer et al. | 2023
- 269
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Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theoryXu, Zuo Quan et al. | 2023
- 290
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An impossibility theorem on capital allocationGuan, Yuanying / Tsanakas, Andreas / Wang, Ruodu et al. | 2023