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Rüschendorf, Ludger
Dhaene, Jan
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1
Value-at-risk bounds with variance constraints
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
3
,
pp. 923-959
Persistent link: https://www.econbiz.de/10011749149
Saved in:
2
Reduction of Value-at-Risk bounds via independence and variance information
Puccetti, Giovanni
;
Rüschendorf, Ludger
;
Small, Daniel
; …
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10011772119
Saved in:
3
Risk bounds for factor models
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 631-659
Persistent link: https://www.econbiz.de/10011944414
Saved in:
4
Upper bounds for strictly concave distortion risk measures on moment spaces
Cornilly, D.
;
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
82
(
2018
),
pp. 141-151
Persistent link: https://www.econbiz.de/10011929851
Saved in:
5
On the construction of optimal payoffs
Rüschendorf, Ludger
;
Vanduffel, Steven
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 129-153
Persistent link: https://www.econbiz.de/10012285394
Saved in:
6
How robust is the value-at-risk of credit risk portfolios?
Bernard, Carole
;
Rüschendorf, Ludger
;
Vanduffel, Steven
; …
- In:
The European journal of finance
23
(
2017
)
4/6
,
pp. 507-534
Persistent link: https://www.econbiz.de/10011736292
Saved in:
7
Fair allocation of indivisible goods with minimum inequality or minimum envy
Cornilly, Dries
;
Puccetti, Giovanni
;
Rüschendorf, Ludger
; …
- In:
European journal of operational research : EJOR
297
(
2022
)
2
,
pp. 741-752
Persistent link: https://www.econbiz.de/10013259929
Saved in:
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