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On the Diversification Benefit of Reinsurance Portfolios

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Outgoing claims: the papers this work cites, builds on, or argues with.

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Introduction to Queueing Systems with Telecommunication Applications

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Probability for Applications

inferredcites →https://doi.org/10.1007/bf02124750openalex-extracted

On the LambertW function

inferredcites →https://doi.org/10.1016/b978-0-12-294760-5.50025-8openalex-extracted

DETERMINANTS

inferredcites →https://doi.org/10.1017/cbo9780511615337.008openalex-extracted

Correlation and Dependence in Risk Management: Properties and Pitfalls

inferredcites →https://doi.org/10.1023/a:1022483715767openalex-extracted

On the Distribution of the Sum of n Non-Identically Distributed Uniform Random Variables

inferredcites →https://doi.org/10.1111/1467-9965.00068openalex-extracted

Coherent Measures of Risk

inferredcites →https://doi.org/10.1515/demo-2015-0009openalex-extracted

Seven Proofs for the Subadditivity of Expected Shortfall

inferredcites →https://doi.org/10.2139/ssrn.1468526openalex-extracted

Risk Aggregation, Dependence Structure and Diversification Benefit

inferredcites →https://doi.org/10.1561/0700000023openalex-snapshot

The Microeconomics of Insurance

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