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convex risk measures
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Laeven, Roger J. A.
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Stadje, Mitja
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Krätschmer, Volker
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Ladkau, Marcel
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Mathematics of operations research
Insurance / Mathematics & economics
27
Insurance: Mathematics and Economics
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Discussion paper / Center for Economic Research, Tilburg University
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
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Tinbergen Institute Discussion Paper 14-133/III
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Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker
;
Ladkau, Marcel
;
Laeven, Roger J. A.
; …
- In:
Mathematics of operations research
43
(
2018
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
Saved in:
2
Robust portfolio choice and indifference valuation
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
39
(
2014
)
4
,
pp. 1109-1141
Persistent link: https://www.econbiz.de/10010462159
Saved in:
3
Entropy coherent and entropy convex measures of risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
Saved in:
4
Entropy Coherent and Entropy Convex Measures of Risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10010116423
Saved in:
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