Title | Journal | Journal Categories | Citations | Publication Date |
---|---|---|---|---|
Portfolio optimization with entropic value-at-risk | European Journal of Operational Research |
| 45 | 2019 |
A credibility-based yield forecasting model for crop reinsurance pricing and weather risk management | 2019 | |||
INDEX INSURANCE DESIGN | ASTIN Bulletin |
| 11 | 2019 |
Entropic risk measures and their comparative statics in portfolio selection: Coherence vs. convexity | European Journal of Operational Research |
| 13 | 2018 |
SPATIAL DEPENDENCE AND AGGREGATION IN WEATHER RISK HEDGING: A LÉVY SUBORDINATED HIERARCHICAL ARCHIMEDEAN COPULAS (LSHAC) APPROACH | ASTIN Bulletin |
| 10 | 2018 |