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Volumn 11, Issue 3, 2007, Pages 174-176

“An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007

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Indexed keywords


EID: 51249094392     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2007.10597479     Document Type: Article
Times cited : (4)

References (16)
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  • 3
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    • Tail Variance Premium with Applications for Elliptical Portfolio of Risks
    • Furman, Edward, and Zinoviy Landsman. 2006. Tail Variance Premium with Applications for Elliptical Portfolio of Risks. ASTIN Bulletin 36: 433-62.
    • (2006) ASTIN Bulletin , vol.36 , pp. 433-462
    • Furman, E.1    Landsman, Z.2
  • 5
    • 33644858148 scopus 로고    scopus 로고
    • Testing Hypotheses about the Equality of Several Risk Measure Values with Applications in Insurance
    • Jones, Bruce L., Madan L. Puri, and Ričardas Zitikis. 2006. Testing Hypotheses about the Equality of Several Risk Measure Values with Applications in Insurance. Insurance: Mathematics and Economics 38: 253-70.
    • (2006) Insurance: Mathematics and Economics , vol.38 , pp. 253-270
    • Jones, B.L.1    Puri, M.L.2    Zitikis, R.3
  • 6
    • 33644869389 scopus 로고    scopus 로고
    • Testing for the Order of Risk Measures: An Application of L-Statistics in Actuarial Science
    • Jones, Bruce L., and Ričardas Zitikis. 2005. Testing for the Order of Risk Measures: An Application of L-Statistics in Actuarial Science. Metron 63: 193-211.
    • (2005) Metron , vol.63 , pp. 193-211
    • Jones, B.L.1    Zitikis, R.2
  • 8
    • 10144260010 scopus 로고    scopus 로고
    • On the Generalization of Esscher and Variance Premiums Modified for the Elliptical Family of Distributions
    • Landsman, Zinoviy. 2004. On the Generalization of Esscher and Variance Premiums Modified for the Elliptical Family of Distributions. Insurance: Mathematics & Economics 35(3): 563-79.
    • (2004) Insurance: Mathematics & Economics , vol.35 , Issue.3 , pp. 563-579
    • Landsman, Z.1
  • 11
    • 29144479839 scopus 로고    scopus 로고
    • University of Waterloo, Institute of Insurance and Pension Research, Research Report 01-14
    • Panjer, Harry H., and Jia Jing. 2001. Solvency and Capital Allocation. University of Waterloo, Institute of Insurance and Pension Research, Research Report 01-14, 1-8.
    • (2001) Solvency and Capital Allocation , pp. 1-8
    • Panjer, H.H.1    Jing, J.2
  • 12
    • 0018194168 scopus 로고
    • Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families
    • Patil, Ganapati P., and Calyampudi R. Rao. 1978. Weighted Distributions and Size-Biased Sampling with Applications to Wildlife Populations and Human Families. Biometrics 34: 179-89.
    • (1978) Biometrics , vol.34 , pp. 179-189
    • Patil, G.P.1    Rao, C.R.2
  • 14
    • 0013556245 scopus 로고
    • Marginal Conditional Stochastic Dominance
    • Shalit, Haim, and Shlomo Yitzhaki. 1994. Marginal Conditional Stochastic Dominance. Management Science 40: 670-84.
    • (1994) Management Science , vol.40 , pp. 670-684
    • Shalit, H.1    Yitzhaki, S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.