Showing 1 - 3 results of 3 for search 'Werner Hürlimann', query time: 0.01s Refine Results
  1. 1
    On the economic risk capital of portfolio insurance

    On the economic risk capital of portfolio insurance by Werner Hürlimann

    Published 2004-01-01
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  2. 2
    From the General Affine Transform Family to a Pareto Type IV Model

    From the General Affine Transform Family to a Pareto Type IV Model by Werner Hürlimann

    Published 2009-01-01
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  3. 3
    Conditional value-at-risk bounds for compound Poisson risks and a normal approximation

    Conditional value-at-risk bounds for compound Poisson risks and a normal approximation by Werner Hürlimann

    Published 2003-01-01
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