:: Library Catalog

Image de couverture de livre

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Nistor, Mihaela-Adriana, Popescu, Ionel
Format:	Preprint
Publié:	2026
Sujets:	Probability Risk Management
Accès en ligne:	https://arxiv.org/abs/2603.12767
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
par: Hanbali, Hamza, et autres
Publié: (2025)

Mean-field approximations in insurance
par: Hornung, Philipp C.
Publié: (2025)

The randomly distorted Choquet integrals with respect to a G-randomly distorted capacity and risk measures
par: Aldalbahi, Ohood, et autres
Publié: (2025)

A note on Refracted Skew Brownian Motion with an application
par: Ahmadi, Zaniar, et autres
Publié: (2024)

Disability insurance with collective health claims: A mean-field approach
par: Furrer, Christian, et autres
Publié: (2025)

A New Application of Hoeffding's Inequality Can Give Traders Early Warning of Financial Regime Change
par: Egger, Daniel, et autres
Publié: (2025)

Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models
par: Selvaratnam, Nikeethan, et autres
Publié: (2026)

An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
par: Chen, Yuyu, et autres
Publié: (2022)

Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
par: Chen, Yuyu, et autres
Publié: (2024)

Some remarks on the effect of risk sharing and diversification for infinite mean risks
par: Müller, Alfred
Publié: (2024)

Cash non-additive risk measures: horizon risk and generalized entropy
par: Di Nunno, Giulia, et autres
Publié: (2024)

Asymptotics of Systemic Risk in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
par: Geng, Bingzhen, et autres
Publié: (2024)

Canonical insurance models: stochastic equations and comparison theorems
par: Christiansen, Marcus C., et autres
Publié: (2024)

Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
par: Lepinette, Emmanuel, et autres
Publié: (2024)

Higher moments under dependence uncertainty with applications in insurance
par: Bernard, Carole, et autres
Publié: (2025)

Stochastic dominance for linear combinations of infinite-mean risks
par: Chen, Yuyu, et autres
Publié: (2025)

Eliciting reference measures of law-invariant functionals
par: Liebrich, Felix-Benedikt, et autres
Publié: (2025)

Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
par: Bichuch, Maxim, et autres
Publié: (2022)

Merton model and Poisson process with Log Normal intensity function
par: Hisakado, Masato, et autres
Publié: (2025)

Multivariate Self-Exciting Processes with Dependencies
par: Hillairet, Caroline, et autres
Publié: (2025)

VaR at Its Extremes: Impossibilities and Conditions for One-Sided Random Variables
par: Mohammed, Nawaf
Publié: (2025)

Further Developments on Stochastic Dominance for Convex Combinations of Infinite-Mean Random Variables
par: Zeng, Keyi, et autres
Publié: (2025)

Mirror Descent Algorithms for Risk Budgeting Portfolios
par: Iglesias, Martin Arnaiz, et autres
Publié: (2024)

An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
par: Giller, Graham L.
Publié: (2024)

A multistate approach to disability insurance reserving with information delays
par: Sandqvist, Oliver Lunding
Publié: (2023)

Second order asymptotics for discounted aggregate claims of continuous-time renewal risk models with constant interest force
par: Genga, Bingzhen, et autres
Publié: (2025)

On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
par: Pu, Tong, et autres
Publié: (2024)

Subsidising Inclusive Insurance to Reduce Poverty
par: Flores-Contró, José Miguel, et autres
Publié: (2021)

Some properties of Euler capital allocation
par: Holden, Lars
Publié: (2024)

Ranking Metrics: Extending Acceptability and Performance Indexes
par: Hitaj, Asmerilda, et autres
Publié: (2026)

Optimal Risk-Sharing Rules in Network-based Decentralized Insurance
par: Fogarty, Heather N., et autres
Publié: (2026)

Robust quasi-convex risk measures and applications
par: Centrone, Francesca, et autres
Publié: (2026)

Risk Assessment with Generic Energy Storage under Exogenous and Endogenous Uncertainty
par: Qi, Ning, et autres
Publié: (2022)

An elementary proof of representation of submodular function as an supremum of measures on $σ$-algebra with totally ordered generating class
par: Hattori, Tetsuya
Publié: (2024)

Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks
par: Yu, Zan, et autres
Publié: (2024)

Lambda Expected Shortfall
par: Bellini, Fabio, et autres
Publié: (2025)

Cash-subadditive risk measures without quasi-convexity
par: Han, Xia, et autres
Publié: (2021)

Optimal dividend and capital injection under self-exciting claims
par: Aubert, Paulin, et autres
Publié: (2025)

The Recalibration Conundrum: Hedging Valuation Adjustment for Callable Claims
par: Bénézet, Cyril, et autres
Publié: (2023)

Provisions and Economic Capital for Credit Losses
par: Bastide, Dorinel, et autres
Publié: (2024)