DE VECCHI, CORRADO
DE VECCHI, CORRADO
DIPARTIMENTO DI SCIENZE ECONOMICHE
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Risultati 1 - 6 di 6 (tempo di esecuzione: 0.001 secondi).
Pricing insurance contracts with an existing portfolio as background risk
2025-01-01 De Vecchi, Corrado; Scherer, Matthias
Risk bounds under right-tail uncertainty
2025-01-01 Bignozzi, Valeria; De Vecchi, Corrado
Robust assessment of life insurance products
2024-01-01 Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven
The impact of correlation on (Range) Value-at-Risk
2022-01-01 Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven
Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty
2025-01-01 De Vecchi, Corrado; Nendel, Max; Streicher, Jan
When do two- or three-fund separation theorems hold?
2021-01-01 Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Pricing insurance contracts with an existing portfolio as background risk | 1-gen-2025 | De Vecchi, Corrado; Scherer, Matthias | |
| Risk bounds under right-tail uncertainty | 1-gen-2025 | Bignozzi, Valeria; De Vecchi, Corrado | |
| Robust assessment of life insurance products | 1-gen-2024 | Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven | |
| The impact of correlation on (Range) Value-at-Risk | 1-gen-2022 | Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven | |
| Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty | 1-gen-2025 | De Vecchi, Corrado; Nendel, Max; Streicher, Jan | |
| When do two- or three-fund separation theorems hold? | 1-gen-2021 | Bernard, Carole; De Vecchi, Corrado; Vanduffel, Steven |