Saved in:
| Main Authors: | Bichuch, Maxim, Detering, Nils |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2201.12731 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
by: Bichuch, Maxim, et al.
Published: (2024)
by: Bichuch, Maxim, et al.
Published: (2024)
Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
by: Geng, Bingzhen, et al.
Published: (2024)
by: Geng, Bingzhen, et al.
Published: (2024)
Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
by: Fogarty, Heather N., et al.
Published: (2026)
by: Fogarty, Heather N., et al.
Published: (2026)
Mirror Descent Algorithms for Risk Budgeting Portfolios
by: Iglesias, Martin Arnaiz, et al.
Published: (2024)
by: Iglesias, Martin Arnaiz, et al.
Published: (2024)
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by: Lepinette, Emmanuel, et al.
Published: (2024)
by: Lepinette, Emmanuel, et al.
Published: (2024)
On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
by: Pu, Tong, et al.
Published: (2024)
by: Pu, Tong, et al.
Published: (2024)
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
by: Chen, Yuyu, et al.
Published: (2024)
by: Chen, Yuyu, et al.
Published: (2024)
Optimal dividend and capital injection under self-exciting claims
by: Aubert, Paulin, et al.
Published: (2025)
by: Aubert, Paulin, et al.
Published: (2025)
Optimal Cash Transfers and Microinsurance to Reduce Social Protection Costs
by: Azcue, Pablo, et al.
Published: (2025)
by: Azcue, Pablo, et al.
Published: (2025)
An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
by: Giller, Graham L.
Published: (2024)
by: Giller, Graham L.
Published: (2024)
Risk Assessment with Generic Energy Storage under Exogenous and Endogenous Uncertainty
by: Qi, Ning, et al.
Published: (2022)
by: Qi, Ning, et al.
Published: (2022)
A note on Refracted Skew Brownian Motion with an application
by: Ahmadi, Zaniar, et al.
Published: (2024)
by: Ahmadi, Zaniar, et al.
Published: (2024)
Some remarks on the effect of risk sharing and diversification for infinite mean risks
by: Müller, Alfred
Published: (2024)
by: Müller, Alfred
Published: (2024)
A New Application of Hoeffding's Inequality Can Give Traders Early Warning of Financial Regime Change
by: Egger, Daniel, et al.
Published: (2025)
by: Egger, Daniel, et al.
Published: (2025)
Cash non-additive risk measures: horizon risk and generalized entropy
by: Di Nunno, Giulia, et al.
Published: (2024)
by: Di Nunno, Giulia, et al.
Published: (2024)
Canonical insurance models: stochastic equations and comparison theorems
by: Christiansen, Marcus C., et al.
Published: (2024)
by: Christiansen, Marcus C., et al.
Published: (2024)
Disability insurance with collective health claims: A mean-field approach
by: Furrer, Christian, et al.
Published: (2025)
by: Furrer, Christian, et al.
Published: (2025)
Higher moments under dependence uncertainty with applications in insurance
by: Bernard, Carole, et al.
Published: (2025)
by: Bernard, Carole, et al.
Published: (2025)
Stochastic dominance for linear combinations of infinite-mean risks
by: Chen, Yuyu, et al.
Published: (2025)
by: Chen, Yuyu, et al.
Published: (2025)
A property of log-concave and weakly-symmetric distributions for two step approximations of random variables
by: Nistor, Mihaela-Adriana, et al.
Published: (2026)
by: Nistor, Mihaela-Adriana, et al.
Published: (2026)
Eliciting reference measures of law-invariant functionals
by: Liebrich, Felix-Benedikt, et al.
Published: (2025)
by: Liebrich, Felix-Benedikt, et al.
Published: (2025)
Merton model and Poisson process with Log Normal intensity function
by: Hisakado, Masato, et al.
Published: (2025)
by: Hisakado, Masato, et al.
Published: (2025)
Multivariate Self-Exciting Processes with Dependencies
by: Hillairet, Caroline, et al.
Published: (2025)
by: Hillairet, Caroline, et al.
Published: (2025)
VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables
by: Mohammed, Nawaf
Published: (2025)
by: Mohammed, Nawaf
Published: (2025)
Mean-field approximations in insurance
by: Hornung, Philipp C.
Published: (2025)
by: Hornung, Philipp C.
Published: (2025)
Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
by: Zeng, Keyi, et al.
Published: (2025)
by: Zeng, Keyi, et al.
Published: (2025)
Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
by: Kaakai, Sarah, et al.
Published: (2022)
by: Kaakai, Sarah, et al.
Published: (2022)
Optimal Betting: Beyond the Long-Term Growth
by: Hakobyan, Levon, et al.
Published: (2025)
by: Hakobyan, Levon, et al.
Published: (2025)
Particle Systems with Local Interactions via Hitting Times and Cascades on Graphs
by: Guo, Yucheng, et al.
Published: (2025)
by: Guo, Yucheng, et al.
Published: (2025)
EVT-Based Rate-Preserving Distributional Robustness for Tail Risk Functionals
by: Deo, Anand
Published: (2025)
by: Deo, Anand
Published: (2025)
Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
by: Genga, Bingzhen, et al.
Published: (2025)
by: Genga, Bingzhen, et al.
Published: (2025)
Subsidising Inclusive Insurance to Reduce Poverty
by: Flores-Contró, José Miguel, et al.
Published: (2021)
by: Flores-Contró, José Miguel, et al.
Published: (2021)
A multistate approach to disability insurance reserving with information delays
by: Sandqvist, Oliver Lunding
Published: (2023)
by: Sandqvist, Oliver Lunding
Published: (2023)
Optimal nonparametric estimation of the expected shortfall risk
by: Bartl, Daniel, et al.
Published: (2024)
by: Bartl, Daniel, et al.
Published: (2024)
The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures
by: Aldalbahi, Ohood, et al.
Published: (2025)
by: Aldalbahi, Ohood, et al.
Published: (2025)
Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks
by: Yu, Zan, et al.
Published: (2024)
by: Yu, Zan, et al.
Published: (2024)
Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
by: Osatakul, Dhiti, et al.
Published: (2024)
by: Osatakul, Dhiti, et al.
Published: (2024)
An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
by: Chen, Yuyu, et al.
Published: (2022)
by: Chen, Yuyu, et al.
Published: (2022)
An elementary proof of representation of submodular function as an supremum of measures on $σ$-algebra with totally ordered generating class
by: Hattori, Tetsuya
Published: (2024)
by: Hattori, Tetsuya
Published: (2024)
Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
by: Selvaratnam, Nikeethan, et al.
Published: (2026)
by: Selvaratnam, Nikeethan, et al.
Published: (2026)
Similar Items
-
A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
by: Bichuch, Maxim, et al.
Published: (2024) -
Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
by: Geng, Bingzhen, et al.
Published: (2024) -
Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
by: Fogarty, Heather N., et al.
Published: (2026) -
Mirror Descent Algorithms for Risk Budgeting Portfolios
by: Iglesias, Martin Arnaiz, et al.
Published: (2024) -
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by: Lepinette, Emmanuel, et al.
Published: (2024)