Risk in a large claims insurance market with bipartite graph structure
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References listed on IDEAS
- Casper G. de Vries & Gennady Samorodnitsky & Bjørn N. Jorgensen & Sarma Mandira & Jon Danielsson, 2005.
"Subadditivity Re–Examined: the Case for Value-at-Risk,"
FMG Discussion Papers
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Oliver Kley & Claudia Kluppelberg, 2015. "Bounds for randomly shared risk of heavy-tailed loss factors," Papers 1503.03726, arXiv.org, revised Apr 2016.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-12 (All new papers)
- NEP-GTH-2014-11-12 (Game Theory)
- NEP-IAS-2014-11-12 (Insurance Economics)
- NEP-RMG-2014-11-12 (Risk Management)
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