- Gudmundarson, Ragnar L. and Peters, Gareth, Assessing Portfolio Diversification via Two-Sample Graph Kernel Inference. A Case Study on the Influence of ESG Screening (February 5, 2023). Available at SSRN: https://ssrn.com/abstract=4348306 or http://dx.doi.org/10.2139/ssrn.4348306
- Gudmundarson, R.L., Guerra, M. & Moura, A.B. On some effects of dependencies on an insurer’s risk exposure, probability of ruin, and optimal premium loading. Eur. Actuar. J. (2022). https://doi.org/10.1007/s13385-022-00326-0
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2022-08-12
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