Journal Article |
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Abstract Views |

Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |

A comonotonic image of independence for additive risk measures |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
107 |

A note on additive risk measures in rank-dependent utility |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
44 |

A note on weighted premium calculation principles |
0 |
1 |
2 |
18 |
1 |
2 |
4 |
100 |

Actuarial risk measures for financial derivative pricing |
0 |
0 |
1 |
48 |
0 |
0 |
4 |
170 |

An optimization approach to the dynamic allocation of economic capital |
0 |
0 |
2 |
107 |
1 |
2 |
6 |
244 |

Can a Coherent Risk Measure Be Too Subadditive? |
0 |
0 |
0 |
33 |
0 |
0 |
3 |
184 |

Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level |
0 |
0 |
3 |
7 |
2 |
3 |
14 |
42 |

Consumption and Portfolio Choice under Internal Multiplicative Habit Formation |
0 |
0 |
0 |
4 |
1 |
1 |
3 |
19 |

Decision principles derived from risk measures |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
93 |

Dependent microstructure noise and integrated volatility estimation from high-frequency data |
0 |
0 |
1 |
4 |
1 |
2 |
4 |
23 |

Dynamic consumption and portfolio choice under prospect theory |
0 |
0 |
4 |
7 |
0 |
2 |
14 |
41 |

Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
9 |

Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
3 |

Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance |
0 |
0 |
1 |
46 |
0 |
1 |
2 |
98 |

Entropy Coherent and Entropy Convex Measures of Risk |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
18 |

Estimation of the Continuous and Discontinuous Leverage Effects |
0 |
0 |
1 |
3 |
0 |
0 |
10 |
27 |

Expected utility and catastrophic consumption risk |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
51 |

Expected utility and catastrophic risk in a stochastic economy–climate model |
1 |
1 |
3 |
7 |
1 |
4 |
21 |
74 |

Managing Economic and Virtual Economic Capital Within Financial Conglomerates |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
7 |

Modeling financial contagion using mutually exciting jump processes |
3 |
4 |
12 |
122 |
6 |
11 |
39 |
440 |

Mutual excitation in Eurozone sovereign CDS |
0 |
0 |
1 |
41 |
0 |
0 |
6 |
130 |

Optimal Stopping Under Uncertainty in Drift and Jump Intensity |
1 |
1 |
1 |
5 |
2 |
2 |
4 |
13 |

Optimal dividends and ALM under unhedgeable risk |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
41 |

Pareto utility |
0 |
0 |
1 |
15 |
0 |
0 |
4 |
82 |

Risk apportionment: The dual story |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
24 |

Risk measurement with equivalent utility principles |
0 |
0 |
1 |
1 |
0 |
0 |
3 |
8 |

Robust Portfolio Choice and Indifference Valuation |
0 |
0 |
1 |
2 |
1 |
1 |
6 |
20 |

Robust optimal risk sharing and risk premia in expanding pools |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
22 |

Some asymptotic results for sums of dependent random variables, with actuarial applications |
0 |
0 |
0 |
119 |
0 |
0 |
0 |
249 |

Systemic risk: Conditional distortion risk measures |
0 |
0 |
1 |
1 |
2 |
2 |
9 |
9 |

Testing for self-excitation in jumps |
2 |
3 |
7 |
20 |
3 |
8 |
17 |
72 |

The probability premium: A graphical representation |
0 |
0 |
1 |
13 |
0 |
2 |
10 |
137 |

Worst VaR scenarios with given marginals and measures of association |
0 |
1 |
1 |
39 |
0 |
1 |
2 |
104 |

Worst VaR scenarios: A remark |
0 |
0 |
0 |
11 |
2 |
2 |
4 |
85 |

Worst case risk measurement: Back to the future? |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
67 |

Total Journal Articles |
7 |
11 |
49 |
756 |
24 |
49 |
214 |
2,857 |