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Search: person:"Laeven, Roger J. A."
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Laeven, Roger J. A.
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Laeven, Roger J.A.
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1
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10014449844
Saved in:
2
Localizing strictly proper scoring rules supplementary material on localizing strictly proper scoring rules
Punder, Ramon de
;
Diks, Cees G. H.
;
Laeven, Roger J. A.
; …
- In:
CeNDEF working paper
(
2023
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10014377691
Saved in:
3
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:
4
Dual moments and risk attitudes
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
- In:
Operations research
70
(
2022
)
3
,
pp. 1330-1341
Persistent link: https://www.econbiz.de/10013366078
Saved in:
5
Editorial to the virtual special issue on emerging risks and insurance technology
Feng, Runhuan
;
Laeven, Roger J. A.
;
Lin, X. Sheldon
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 418-421
Persistent link: https://www.econbiz.de/10013471261
Saved in:
6
Editorial to the special issue on behavioral insurance : mathematics and economics
Laeven, Roger J. A.
;
Milevsky, Moshe Arye
;
Scherer, Matthias
- In:
Insurance / Mathematics & economics
101
(
2021
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10012793905
Saved in:
7
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio
;
Laeven, Roger J. A.
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
Saved in:
8
Expected utility and catastrophic risk in a stochastic economy-climate model
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Journal of econometrics
214
(
2020
)
1
,
pp. 110-129
Persistent link: https://www.econbiz.de/10012438313
Saved in:
9
Dependent microstructure noise and integrated volatility estimation from high-frequency data
Li, Z. Merrick
;
Laeven, Roger J. A.
;
Vellekoop, Michel H.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 536-558
Persistent link: https://www.econbiz.de/10012439499
Saved in:
10
Risk apportionment : the dual story
Eeckhoudt, Louis R.
;
Laeven, Roger J. A.
;
Schlesinger, …
- In:
Journal of economic theory
185
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012415735
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