Francesca Biagini

Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics

Theresienstrasse 39

Munich

Germany

SCHOLARLY PAPERS

2

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67

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1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Estimating Extreme Cancellation Rates In Life Insurance

Munich Risk and Insurance Center Working Paper 33
Number of pages: 36 Posted: 03 Jun 2019
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics, Ludwig-Maximilians-Universität München, Ludwig Maximilian University of Munich (LMU) - Faculty of Business Administration (Munich School of Management) and Ludwig-Maximilians-Universität München
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Abstract:

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Extreme Value Theory, Dynamic Peaks Over Threshold, Life Insurance, Mass Cancellation

2.

A Unified Approach to Systemic Risk Measures Via Acceptance Sets

Mathematical Finance, Vol. 29, Issue 1, pp. 329-367, 2019
Number of pages: 39 Posted: 11 Jan 2019
Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics, University of California, Santa Barbara (UCSB), University of Florence - Dipartimento di Matematica and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 2 (644,716)
Citation 1
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Abstract:

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acceptance set, aggregation, systemic risk, risk measures