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~language:"eng"
~person:"Dhaene, Jan"
~subject:"Aggregation"
~subject:"Herding"
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Dhaene, Jan
Pierdzioch, Christian
8
Ruelke, Jan-Christoph
7
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7
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6
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A multivariate dependence measure for aggregating risks
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
-
2013
Persistent link: https://www.econbiz.de/10010204096
Saved in:
2
The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
-
2011
Persistent link: https://www.econbiz.de/10009485835
Saved in:
3
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
4
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
-
2015
-
Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
Saved in:
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