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Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
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A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
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Optimal dividends and ALM under unhedgeable risk
Pelsser, Antoon André Jean; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 515-523
Persistent link: https://www.econbiz.de/10010227973
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Worst case risk measurement : back to the future?
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 380-392
Persistent link: https://www.econbiz.de/10009404700
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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
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Robust optimal risk sharing and risk premia in expanding pools
Knispel, Thomas; Laeven, Roger J. A.; Svindland, Gregor - In: Insurance / Mathematics & economics 70 (2016), pp. 182-195
Persistent link: https://www.econbiz.de/10011597263