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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
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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
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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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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
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Dynamic consumption and portfolio choice under prospect theory
Bilsen, Servaas van; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 91 (2020), pp. 224-237
Persistent link: https://www.econbiz.de/10012242015
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Consumption and portfolio choice under loss aversion and endogenous updating of the reference level
Bilsen, Servaas van; Laeven, Roger J. A.; Nijman, … - In: Management science : journal of the Institute for … 66 (2020) 9, pp. 3927-3955
Persistent link: https://www.econbiz.de/10012297738
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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
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The probability premium : a graphical representation
Eeckhoudt, Louis R.; Laeven, Roger J. A. - In: Economics letters 136 (2015), pp. 39-41
Persistent link: https://www.econbiz.de/10011435791
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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
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Robust return risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: Mathematics and financial economics 12 (2018) 1, pp. 5-32
Persistent link: https://www.econbiz.de/10011963258