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subject:"Monetary policy"
subject:"United States"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of banking & finance"
~person:"Laeven, Roger J. A."
~person:"Li, Jinzhu"
~subject:"Risk"
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Laeven, Roger J. A.
Li, Jinzhu
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7
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ECONIS (ZBW)
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1
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
2
Asymptotic analysis of a dynamic systemic risk measure in a renewal risk model
Li, Jinzhu
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 38-56
Persistent link: https://www.econbiz.de/10013471098
Saved in:
3
Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Konstantinides, Dimitrios G.
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 38-44
Persistent link: https://www.econbiz.de/10011530921
Saved in:
4
Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 195-204
Persistent link: https://www.econbiz.de/10011630650
Saved in:
5
Extremes for coherent risk measures
Asimit, Alexandru
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 332-341
Persistent link: https://www.econbiz.de/10011630863
Saved in:
6
Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas
;
Laeven, Roger J. A.
;
Svindland, Gregor
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 182-195
Persistent link: https://www.econbiz.de/10011597263
Saved in:
7
Asymptotic finite-time ruin probability for bidimensional renewal risk model with constant interest force and dependent subexponential claims
Yang, Haizhong
;
Li, Jinzhu
- In:
Insurance / Mathematics & economics
58
(
2014
),
pp. 185-192
Persistent link: https://www.econbiz.de/10010437565
Saved in:
8
Worst case risk measurement : back to the future?
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 380-392
Persistent link: https://www.econbiz.de/10009404700
Saved in:
9
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
Saved in:
10
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
Saved in:
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