Economy – Quantitative Finance – Risk Management
Scientist
Economy
Quantitative Finance
Risk Management
Scientist
Aggregate claims when their sizes and arrival times are dependent and governed by a general point process
Coupled risk measures and their empirical estimation when losses follow heavy-tailed distributions
Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums
Revisiting Gruss's inequality: covariance bounds,QDE but not QD copulas, and central moments
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