Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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Material Type: Artigo
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A risk management approach to capital allocationMaume-Deschamps, Véronique ; Rullière, Didier ; Said, KhalilSem texto completo |
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2 |
Material Type: Artigo
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An extension of Davis and Lo's contagion modelCousin, Areski ; Dorobantu, Diana ; Rullière, DidierQuantitative finance, 2013-03, Vol.13 (3), p.407-420 [Periódico revisado por pares]Bristol: RoutledgeTexto completo disponível |
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3 |
Material Type: Artigo
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Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theoryDi Bernardino, Elena ; Rullière, DidierInsurance, mathematics & economics, 2013-07, Vol.53 (1), p.190-205 [Periódico revisado por pares]Amsterdam: Elsevier B.VTexto completo disponível |
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4 |
Material Type: Artigo
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Distortions of multivariate risk measures: a level-sets based approachDi Bernardino, Elena ; Rullière, DidierSem texto completo |
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5 |
Material Type: Artigo
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Iterative Adjustment of Survival Functions by Composed Probability DistortionsBienvenüe, Alexis ; Rullière, DidierThe Geneva Risk and Insurance Review, 2012-09, Vol.37 (2), p.156-179 [Periódico revisado por pares]London: Palgrave MacmillanTexto completo disponível |
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6 |
Material Type: Artigo
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On a capital allocation by minimizing multivariate risk indicatorsMaume-Deschamps, Véronique ; Rullière, Didier ; Said, KhalilEuropean actuarial journal, 2016, Vol.6 (1), p.177-196 [Periódico revisado por pares]SpringerTexto completo disponível |