Narrow search
Showing 1 - 10 of 44
Cover Image
Risk measures and comonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Q.; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003329684
Cover Image
Systemic risk and regulation
Allen, Franklin; Gale, Douglas - In: The risks of financial institutions : [...papers and …, (pp. 341-375). 2006
Persistent link: https://www.econbiz.de/10003445583
Cover Image
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
Cover Image
Comonotonicity
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J. - In: Tijdschrift voor economie en management 52 (2007) 2, pp. 265-278
Persistent link: https://www.econbiz.de/10003503081
Cover Image
Money, financial stability and efficiency
Allen, Franklin; Carletti, Elena; Gale, Douglas - 2011
Persistent link: https://www.econbiz.de/10009161468
Cover Image
Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - 2011
Persistent link: https://www.econbiz.de/10009259680
Cover Image
Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - 2011
Persistent link: https://www.econbiz.de/10009490252
Cover Image
Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10011418916
Cover Image
Money, financial stability and efficiency
Allen, Franklin; Carletti, Elena; Gale, Douglas - 2012
Persistent link: https://www.econbiz.de/10009764702
Cover Image
Asset commonality, debt maturity and systemic risk
Allen, Franklin; Babus, Ana; Carletti, Elena - In: Journal of financial economics 104 (2012) 3, pp. 519-534
Persistent link: https://www.econbiz.de/10009622468