Alexander Smirnow

University of Zurich - Department of Banking and Finance

Sch├Ânberggasse 1

Z├╝rich, 8001

Switzerland

SCHOLARLY PAPERS

2

DOWNLOADS

495

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Intrinsic Risk Measures

Swiss Finance Institute Research Paper No. 16-65
Number of pages: 19 Posted: 09 Nov 2016 Last Revised: 16 Jan 2018
Walter Farkas and Alexander Smirnow
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 364 (105,376)
Citation 2

Abstract:

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intrinsic risk measures, monetary risk measures, acceptance sets, coherence, conicity, quasi-convexity, value at risk

2.

Optimal Risk-Sharing Across a Network of Insurance Companies

Insurance: Mathematics and Economics, 95, 39-47 (2020), Swiss Finance Institute Research Paper No. 20-52
Number of pages: 23 Posted: 29 Jun 2020 Last Revised: 09 Sep 2020
University of Basel, Actuarial Science, Department of Mathematics and Computer Science, University of Zurich - Department of Banking and Finance, University of Basel, Actuarial Science, Department of Mathematics and Computer ScienceBerninaRe Ltd. and University of Zurich - Department of Banking and Finance
Downloads 131 (276,145)

Abstract:

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risk transfer, risk-based capital, reinsurance, return optimisation, conditional expected shortfall