//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"AFI"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Aggregating Economic Capital
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Measurement
4
Messung
4
Allocation
3
Allokation
3
Lebensversicherung
3
Life insurance
3
Martingal
3
Martingale
3
Risiko
3
Risikomaß
3
Risk
3
Risk measure
3
Allocative efficiency
2
Allokationseffizienz
2
Basel Accord
2
Basler Akkord
2
Health insurance
2
Herdenverhalten
2
Herding
2
Insurance premium
2
Krankenversicherung
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Probability theory
2
Risikomanagement
2
Risikomodell
2
Risk management
2
Risk model
2
Versicherungsbeitrag
2
Wahrscheinlichkeitsrechnung
2
provisioning problem
2
1997-2006
1
Abteilung
1
Actuarial mathematics
1
Aggregation
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Free
28
Type of publication
All
Book / Working Paper
28
Type of publication (narrower categories)
All
Arbeitspapier
28
Graue Literatur
28
Non-commercial literature
28
Working Paper
28
Language
All
English
28
Author
All
Dhaene, Jan
26
Linders, Daniël
6
Schoutens, Wim
6
Vanduffel, Steven
6
Cheung, Ka Chun
4
Denuit, Michel
4
Kukush, Alexander
4
Goovaerts, Marc J.
3
Chernih, Andrew
2
Henrard, Luc
2
Linders, Daniel
2
Stassen, Ben
2
Tang, Qihe
2
Van Weert, Koen
2
Vanmaele, Michèle
2
Vyncke, David
2
Antonio, K.
1
Antonio, Katrien
1
Chen, X.
1
Chen, Xinliang
1
Christiansen, Marcus C.
1
Deelstra, Griselda
1
Devolder, Pierre
1
Dony, Julia
1
Feng, Runhuan
1
Forys, Monika B.
1
Godecharle, Els
1
Hounnon, Hippolyte
1
Jing, Xiaochen
1
Kaas, R.
1
Khaledi, Baha-Eldin
1
Luciano, Elisa
1
Manesh, Sirous Fathi
1
Pitacco, Ermanno
1
Rong, Yian
1
Suarez, Fabian
1
Sundt, Bjørn
1
Tsanakas, Andreas
1
Valdez, Emiliano
1
Vellekoop, Michel
1
more ...
less ...
Published in...
All
AFI
Insurance: Mathematics and Economics
64
Insurance / Mathematics & economics
52
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
9
European journal of operational research : EJOR
8
Tijdschrift voor economie en management
8
Discussion paper / Tinbergen Institute
7
Journal of Risk & Insurance
6
Scandinavian actuarial journal
6
Tinbergen Institute Discussion Paper
5
Tinbergen Institute Discussion Papers
5
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
4
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universsiteit te Leuvren, [Rapporten]
4
Quantitative finance
4
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
Applied mathematical finance
3
Astin bulletin : the journal of the International Actuarial Association
3
Finance : revue de l'Association Française de Finance
3
International journal of theoretical and applied finance
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
3
Risk : managing risk in the world's financial markets
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
European Journal of Operational Research
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of Pension Economics and Finance
2
Journal of pension economics and finance
2
NATO ASI series / C : a series presenting the results of activities sponsored by the NATO Science Committee ...
2
Papers / arXiv.org
2
Statistics & Probability Letters
2
The European journal of finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of risk model validation
2
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
2
4OR : a quarterly journal of operations research
1
ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
1
Advanced mathematical methods for finance
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven
;
Chen, X.
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003610847
Saved in:
2
Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126884
Saved in:
3
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126893
Saved in:
4
Basel II : capital requirements for equity investment portfolios
Suarez, Fabian
;
Dhaene, Jan
;
Henrard, Luc
;
Vanduffel, Steven
-
2006
Persistent link: https://www.econbiz.de/10003610788
Saved in:
5
Some results on Denault's capital allocation rule
Vanduffel, Steven
(
contributor
);
Dhaene, Jan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003572198
Saved in:
6
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
-
2009
Persistent link: https://www.econbiz.de/10009126885
Saved in:
7
Asset correlations: shifting tides
Chernih, Andrew
(
contributor
);
Vanduffel, Steven
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003611637
Saved in:
8
On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven
;
Chernih, Andrew
;
Schoutens, Wim
-
2007
Persistent link: https://www.econbiz.de/10003613733
Saved in:
9
FIX: the fear index : measuring market fear
Dhaene, Jan
;
Dony, Julia
;
Forys, Monika B.
;
Linders, Daniel
-
2011
Persistent link: https://www.econbiz.de/10009428158
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->