
1.		Are quantile risk measures suitable for risk-transfer decisions? / Manuel Guerra, M.L. Centeno Autor: GUERRA, Manuel Data Publicação: 2012
2.		An executive's handbook for understanding and risk managing unit linked guarantees / J. Maher...[et al.] Data Publicação: 2012
3.		Optimal reinsurance with concave ceded loss functions under var and cte risk measures / ZhiYi Lu, LePing Liu, ShengWang Meng Autor: ZHIYI, Lu Data Publicação: 2013
4.		Optimal reinsurance under general law-invariant risk measures / K. C. Cheung ...[et al.] Data Publicação: 2014
5.		On some properties of two vector-valued VAR and CTE multivariate risk measures for archimedean copulas / Werner Hürlimann Autor: HÜRLIMANN, Werner Data Publicação: 2014
6.		Spectral methods for the calculation of risk measures for variable annuity guaranteed benefits / Runhuan Feng, Hans W. Volkmer Autor: FENG, Runhuan Data Publicação: 2014
7.		An asymptotic characterization of hidden tail credit risk with actuarial / Zhongyi Yuan Autor: YUAN, Zhongyi Data Publicação: 2017
8.		Capital allocation for a sum of dependent compound mixed poisson variables : a recursive algorithm approach / Joseph H. T. Kim, Jiwook Jang, Chaehyun Pyun Autor: KIM, Joseph H. T. Data Publicação: 2019
9.		Stochastic modeling : theory and reality from an actuarial perspective / International Actuarial Association = Association Actuarielle Internationale Data Publicação: 2010 Data Publicação: 2010
10.		An introduction to computational risk management of equity-linked insurance / Runhuan Feng Autor: FENG, Runhuan Data Publicação: 2018 Data Publicação: 2018
11.		Nonparametric inference for VaR, CTE, and expectile with high-order precision / Zhiyi Shen, Yukun Liu, Chengguo Weng Autor: SHEN, Zhiyi Data Publicação: 2019
12.		On additivity of tail comonotonic risks / Ka Chun Cheung [et al.] Autor: CHEUNG, Ka Chun Data Publicação: 2019