Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Multivariate skew-normal distributions with applications in insurance

7 references·12 citing·46 second hop

FromToDepth

this work references cited by second hop

References

1999Coherent Measures of Risk8,849 cited
2001Coherent allocation of risk capital422 cited
2003Tail Conditional Expectations for Elliptical Distributions386 cited
2001Capital Allocation for Insurance Companies286 cited
2006Encyclopedia of Actuarial Science258 cited
2002Economic capital allocation derived from risk measures198 cited
2002MEASUREMENT OF RISK, SOLVENCY REQUIREMENTS AND ALLOCATION OF CAPITAL WITHIN FINANCIAL CONGLOMERATES122 cited

Cited by

2017Data breaches: Goodness of fit, pricing, and risk measurement97 cited
2016Asymmetries and Portfolio Choice85 cited
2009Weighted Pricing Functionals With Applications to Insurance81 cited
2018On generalized log-Moyal distribution: A new heavy tailed size distribution74 cited
2017Compound unimodal distributions for insurance losses73 cited
2008Skewed bivariate models and nonparametric estimation for the CTE risk measure70 cited
2009Multivariate Tweedie distributions and some related capital-at-risk analyses51 cited
2008Economic Capital Allocations for Non-negative Portfolios of Dependent Risks42 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2014Fitting asset returns to skewed distributions: Are the skew-normal and skew-student good models?33 cited

2009Moment matching approximation of Asian basket option prices24 cited

2009Pricing and hedging Asian basket spread options23 cited

2024Skewness-seeking behavior and financial investments2 cited