Funder
Natural Sciences and Engineering Research Council of Canada
Chaire en actuariat de l’Université Laval
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference52 articles.
1. Coherent measures of risk;Artzner;Math. Finance,1999
2. Renewal theory and queueing algorithms for matrix-exponential distributions;Asmussen,1997
3. Approximation of ruin probability by di-atomic or di-exponential distribution;Babier;ASTIN Bull.,1992
4. Continuous Bivariate Distributions;Balakrishnan,2009
5. TVaR-based capital allocation with copulas;Bargès;Insurance Math. Econom.,2009
Cited by
10 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献