1. A simplified model for measuring longevity risk for life insurance products. (2024). Atance, David ; Navarro, Eliseo.
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2. The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi.
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   RePEc:arx:papers:2408.07271.

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3. Longevity risk and capital markets: The 2019-20 update. (2021). Blake, David.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:99:y:2021:i:c:p:395-439.

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4. Delta-hedging longevity risk under the M7–M5 model: The impact of cohort effect uncertainty and population basis risk. (2019). Zhou, Kenneth Q ; Li, Johnny Siu-Hang.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:84:y:2019:i:c:p:1-21.

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5. Natural immunization of an insurance portfolio against longevity risk. (2018). Filip, Arkadiusz.
   In: Collegium of Economic Analysis Annals.
   RePEc:sgh:annals:i:51:y:2018:p:63-92.

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6. Longevity risk and capital markets: The 2015–16 update. (2018). Loisel, Stéphane ; Blake, David ; MacMinn, Richard ; el Karoui, Nicole.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:78:y:2018:i:c:p:157-173.

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7. Redistribution of longevity risk: The effect of heterogeneous mortality beliefs. (2017). De Waegenaere, Anja ; Boonen, Tim J ; Norde, Henk.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:72:y:2017:i:c:p:175-188.

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8. Yes We Can (Price Derivatives on Survivor Indices). (2017). Stentoft, Lars ; Boyer, M. Martin.
   In: Risk Management and Insurance Review.
   RePEc:bla:rmgtin:v:20:y:2017:i:1:p:37-62.

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9. Natural Hedging Strategies for Life Insurers: Impact of Product Design and Risk Measure. (2017). Stevens, Ralph ; Sherris, Michael ; Wong, Andy.
   In: Journal of Risk & Insurance.
   RePEc:bla:jrinsu:v:84:y:2017:i:1:p:153-175.

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10. Dynamic conditional value-at-risk model for routing and scheduling of hazardous material transportation networks. (2016). Ong, Yew-Soon ; Asian, Sobhan ; Faghih-Roohi, Shahrzad ; Zhang, Allan N.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-1909-2.

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11. Nash equilibria of Over-The-Counter bargaining for insurance risk redistributions: The role of a regulator. (2016). Boonen, Tim J.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:250:y:2016:i:3:p:955-965.

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12. On the effectiveness of natural hedging for insurance companies and pension plans. (2015). Haberman, Steven ; Li, Jackie.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:61:y:2015:i:c:p:286-297.

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13. Sequential Detection of Market shocks using Risk-averse Agent Based Models. (2015). Krishnamurthy, Vikram ; Bhatt, Sujay .
    In: Papers.
    RePEc:arx:papers:1511.01965.

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14. Parametric mortality indexes: From index construction to hedging strategies. (2014). Balasooriya, Uditha ; Li, Johnny Siu-Hang ; Tan, Chong It .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:59:y:2014:i:c:p:285-299.

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15. On the mortality/longevity risk hedging with mortality immunization. (2013). Lin, Tzuling ; Tsai, Cary Chi-Liang.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:3:p:580-596.

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16. A feasible natural hedging strategy for insurance companies. (2013). Huang, Hong-Chih ; Hong, De-Chuan ; Wang, Chou-Wen.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:52:y:2013:i:3:p:532-541.

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17. Does mortality improvement increase equity risk premiums? A risk perception perspective. (2013). Huang, Rachel ; Miao, Jerry C. Y., ; Tzeng, Larry Y..
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    RePEc:eee:empfin:v:22:y:2013:i:c:p:67-77.

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18. Mortality Portfolio Risk Management. (2013). Lin, Yijia ; Cox, Samuel H. ; Tian, Ruilin ; Zuluaga, Luis F..
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    RePEc:bla:jrinsu:v:80:y:2013:i:4:p:853-890.

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19. The New Life Market. (2013). Blake, David ; MacMinn, Richard ; Dowd, Kevin ; Coughlan, Guy ; Cairns, Andrew.
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20. Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk. (2012). Boonen, T J ; Norde, H W ; De Waegenaere, A. M. B., .
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    RePEc:tiu:tiutis:666aa6f1-2d07-413c-90da-a42439e28290.

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21. Bargaining for Over-The Counter Risk Redistributions : The Case of Longevity Risk. (2012). Norde, Henk ; De Waegenaere, Anja ; Boonen, T. J. ; De Waegenaere, A. M. B., .
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22. Excess based allocation of risk capital. (2012). Norde, Henk ; De Waegenaere, Anja ; van Gulick, Gerwald .
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:50:y:2012:i:1:p:26-42.

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23. Stochastic mortality, macroeconomic risks, and life insurer solvency. (2011). Post, Thomas ; Hanewald, Katja ; Gründl, Helmut ; Grundl, Helmut.
    In: ICIR Working Paper Series.
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24. Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk. (2011). Stevens, R. S. P., ; De Waegenaere, A. M. B., ; Melenberg, B.
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25. Longevity Risk and Natural Hedge Potential in Portfolios Of Life Insurance Products : The Effect of Investment Risk. (2011). Melenberg, Bertrand ; De Waegenaere, Anja ; Stevens, R. S. P., ; De Waegenaere, A. M. B., .
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    RePEc:tiu:tiucen:a3e07689-4b6b-4987-852c-38003a8777e5.

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26. Longevity risks and capital markets: The 2010-2011 update. (2011). Blake, David ; MacMinn, Richard ; Sherris, Michael ; Courbage, Christophe.
    In: MPRA Paper.
    RePEc:pra:mprapa:34279.

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27. Longevity risk and capital markets: The 2009-2010 update. (2011). Blake, David ; Cox, Samuel ; MacMinn, Richard ; Brockett, Patrick.
    In: MPRA Paper.
    RePEc:pra:mprapa:28868.

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28. Excess Based Allocation of Risk Capital. (2010). Norde, H W ; van Gulick, G ; De Waegenaere, A. M. B., .
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    RePEc:tiu:tiutis:f9231521-fea7-4524-8fea-83ece004ab49.

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29. Excess Based Allocation of Risk Capital. (2010). Norde, Henk ; De Waegenaere, Anja ; van Gulick, G. ; De Waegenaere, A. M. B., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f9231521-fea7-4524-8fea-83ece004ab49.

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2. Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations. (2020). Feinstein, Zachary ; Ararat, Ccaugin.
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3. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
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4. Comparison of various risk measures for an optimal portfolio. (2019). Meral, Alev.
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5. How much is optimal reinsurance degraded by error?. (2019). Wang, Yinzhi ; Bolviken, Erik.
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6. Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory. (2017). Giles, David ; Chen, Qinlu .
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7. Risk averse supply portfolio selection with supply, demand and spot market volatility. (2015). Merzifonluoglu, Yasemin.
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8. On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. (2015). Perreault, Samuel ; Cossette, Helene ; Marceau, Etienne.
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9. Are Linear and Nonlinear Exchange Rate Exposures Aggravating Agents to Corporate Bankruptcy in Nigeria? New Evidence from the U Test Analysis. (2015). RAFINDADI, ABDULRASHID ; Yusof, Zarinah .
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10. La prima de riesgo recargada en un seguro de rentas: tarificación mediante el uso de una medida de riesgo coherente || The Risk Recharged Premium for a Survival Life Insurance: Recharged Premium throu. (2013). Vilar Zanon, Jose Luis, ; Solis, Montserrat Hernandez ; Colomer, Cristina Lozano .
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11. Optimal reinsurance subject to Vajda condition. (2013). Chi, Yichun ; Weng, Chengguo.
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12. A Financial Risk Analysis: Does the 2008 Financial Crisis Give Impact on Weekends Returns of the U.S. Movie Box Office?. (2013). Hidayat, Rafki ; Sumarti, Novriana.
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13. Time-Consistent and Market-Consistent Evaluations. (2013). Stadje, Mitja ; Pelsser, Antoon.
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14. Backtesting the solvency capital requirement for longevity risk. (2012). D'Amato, Valeria ; Coppola, Mariarosaria.
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15. Price as a choice under nonstochastic randomness in finance. (2012). Ivanenko, Yaroslav ; Y, Ivanenko., ; B, Munier., .
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16. Construction of uncertainty sets for portfolio selection problems. (2011). Wiechers, Christof.
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17. On the diversification of portfolios of risky assets. (2011). Frahm, Gabriel ; Wiechers, Christof.
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18. About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis.. (2011). Sibbertsen, Philipp ; Bertram, Philip ; Stahl, Gerhard.
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19. Probability-free pricing of adjusted American lookbacks. (2011). Koolen, Wouter M. ; Vovk, Vladimir ; de Rooij, Steven ; Dawid, Philip A. ; Grunwald, Peter ; Vereshchagin, Nikolai ; Shafer, Glenn ; Shen, Alexander.
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20. Heavy-tailed distributions in VaR calculations. (2010). Weron, Rafał ; Misiorek, Adam.
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21. Risk measuring under model uncertainty. (2010). Kervarec, Magali ; Bion-Nadal, Jocelyne .
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22. Dynamic risk measures. (2010). Penner, Irina ; Acciaio, Beatrice.
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23. Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles. (2010). Penner, Irina ; Foellmer, Hans ; Acciaio, Beatrice.
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24. Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions. (2010). Pergamenchtchikov, Serguei ; Kluppelberg, Claudia.
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25. Time consistency and moving horizons for risk measures. (2010). Cohen, Samuel N. ; ELLIOTT, ROBERT J..
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26. Short note on inf-convolution preserving the Fatou property. (2009). .
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27. TVaR-based capital allocation with copulas. (2009). Barges, Mathieu ; Cossette, Helene ; Marceau, Etienne.
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28. An Econometric Analysis of Financial Data in Risk Management. (2008). Fantazzini, Dean.
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29. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
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30. Nested simulation in portfolio risk measurement. (2008). Gordy, Michael ; Juneja, Sandeep.
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31. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures. (2007). Dana, Rose-Anne ; le Van, Cuong.
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32. Risk and economic sustainability of crop farming systems. (2007). Flaten, Ola ; Lien, Gudbrand ; Hardaker, Brian J..
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34. Creazione di valore per gli shareholders e gli stakeholders: una fondazione analitica dei principali indicatori di valore. (2006). Masera, Rainer S. ; Mazzoni, Giancarlo.
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35. Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence. (2006). Drew, Michael ; Basu, Anup.
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38. Multivariate risks and depth-trimmed regions. (2006). Molchanov, Ilya ; Cascos, Ignacio.
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39. Bank Trading Risk and Systemic Risk. (2005). Jorion, Philippe.
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40. Diversification and Performance in Banking: The Israeli Case. (2005). Landskroner, Yoram ; Zaken, David ; Ruthenberg, David.
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41. The Present, Future and Imperfect of Financial Risk Management. (2004). Alexandra, Carol .
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42. On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Tong, Howell ; Siu, Tak Kuen.
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44. VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions. (2003). Malevergne, Yannick ; Sornette, D..
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45. Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets. (2002). Malevergne, Yannick ; Sornette, D..
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46. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Prospero, Simonetti ; Carlo, Acerbi .
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47. On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk.
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48. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
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