Combining multi-asset and intrinsic risk measures

Christian Laudagé; Jörn Sass; J. Wenzel

doi:10.1016/j.insmatheco.2022.07.005

Combining multi-asset and intrinsic risk measures

Christian Laudagé, Jörn Sass, J. Wenzel

Institute of Financial Mathematics and Applied Number Theory

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	254-269
Number of pages	16
Journal	Insurance: Mathematics and Economics
Volume	106
DOIs	https://doi.org/10.1016/j.insmatheco.2022.07.005
Publication status	Published - Sept 2022

Fields of science

101 Mathematics
101007 Financial mathematics
101019 Stochastics
101025 Number theory

JKU Focus areas

Digital Transformation

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1016/j.insmatheco.2022.07.005

Cite this

@article{5b7dfcccdc484c98bc6efdb408554874,

title = "Combining multi-asset and intrinsic risk measures",

author = "Christian Laudag{\'e} and J{\"o}rn Sass and J. Wenzel",

year = "2022",

month = sep,

doi = "10.1016/j.insmatheco.2022.07.005",

language = "English",

volume = "106",

pages = "254--269",

journal = "Insurance: Mathematics and Economics",

issn = "1873-5959",

}

TY - JOUR

T1 - Combining multi-asset and intrinsic risk measures

AU - Laudagé, Christian

AU - Sass, Jörn

AU - Wenzel, J.

PY - 2022/9

Y1 - 2022/9

UR - https://www.scopus.com/pages/publications/85134499762

U2 - 10.1016/j.insmatheco.2022.07.005

DO - 10.1016/j.insmatheco.2022.07.005

M3 - Article

SN - 1873-5959

VL - 106

SP - 254

EP - 269

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

ER -

Combining multi-asset and intrinsic risk measures

Fields of science

JKU Focus areas

UN SDGs

Access to Document

Other files and links

Cite this