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ECONIS (ZBW)
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1
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Chacho-Diaz, Julio
;
Laeven, Roger …
-
2010
Persistent link: https://www.econbiz.de/10003955100
Saved in:
2
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
Saved in:
3
Modeling financial contagion using mutually exciting jump processes
Aït-Sahalia, Yacine
;
Cacho-Diaz, Julio
;
Laeven, Roger J. A.
- In:
Journal of financial economics
117
(
2015
)
3
,
pp. 585-606
Persistent link: https://www.econbiz.de/10011480318
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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:
10
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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