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isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Insurance / Mathematics & economics"
~person:"Dehon, Catherine"
~person:"Goegebeur, Yuri"
~person:"Gorissen, Bram L."
~person:"Gu, Ailing"
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9
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2
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Dehon, Catherine
Goegebeur, Yuri
Gorissen, Bram L.
Gu, Ailing
Hertog, Dirk den
21
Čížek, Pavel
12
Kleijnen, Jack P. C.
8
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7
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6
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Discussion paper / Center for Economic Research, Tilburg University
Insurance / Mathematics & economics
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ECONIS (ZBW)
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1
Robust estimation of the Pickands dependence function under random right censoring
Goegebeur, Yuri
;
Guillou, Armelle
;
Qin, Jing
- In:
Insurance / Mathematics & economics
87
(
2019
),
pp. 101-114
Persistent link: https://www.econbiz.de/10012058926
Saved in:
2
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing
Gu, Ailing
;
Viens, Frederi G.
;
Yao, Haixiang
- In:
Insurance / Mathematics & economics
80
(
2018
),
pp. 93-109
Persistent link: https://www.econbiz.de/10011872916
Saved in:
3
A new method for deriving robust and globalized robust solutions of uncertain linear conic optimization problems having general convex uncertainty sets
Gorissen, Bram L.
;
Ben-Tal, Aharon
;
Blanc, Hans
; …
-
2012
Persistent link: https://www.econbiz.de/10009630364
Saved in:
4
Approximating the Pareto set of multiobjective linear programs via robust optimization
Gorissen, Bram L.
;
Hertog, Dirk den
-
2012
Persistent link: https://www.econbiz.de/10009520180
Saved in:
5
Robust equilibrium reinsurance-investment strategy for a mean-variance insurer in a model with jumps
Zeng, Yan
;
Li, Danping
;
Gu, Ailing
- In:
Insurance / Mathematics & economics
66
(
2016
),
pp. 138-152
Persistent link: https://www.econbiz.de/10011442729
Saved in:
6
Robust and bias-corrected estimation of the coefficient of tail dependence
Dutang, Christophe
;
Goegebeur, Yuri
;
Guillou, Armelle
- In:
Insurance / Mathematics & economics
57
(
2014
),
pp. 46-57
Persistent link: https://www.econbiz.de/10010402739
Saved in:
7
Robust counterparts of inequalities containing sums of maxima of linear functions
Gorissen, Bram L.
;
Hertog, Dirk den
-
2011
Persistent link: https://www.econbiz.de/10009348782
Saved in:
8
Influence functions of the Spearman and Kendall correlation measures
Croux, Christophe
;
Dehon, Catherine
-
2010
Persistent link: https://www.econbiz.de/10003985653
Saved in:
9
The k-step spatial sign covariance matrix
Croux, Christophe
;
Dehon, Catherine
;
Yadine, Abdelilah
-
2010
Persistent link: https://www.econbiz.de/10003985680
Saved in:
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