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~person:"Vanduffel, Steven"
~subject:"Dependence uncertainty"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
~type_genre:"Ratgeber"
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Dependence uncertainty
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Vanduffel, Steven
Wang, Ruodu
19
Righi, Marcelo Brutti
18
Mao, Tiantian
12
Rosazza Gianin, Emanuela
12
Brandtner, Mario
9
Cai, Jun
9
Müller, Fernanda Maria
9
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8
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7
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7
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7
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6
Liu, Haiyan
6
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6
Peng, Liang
6
Xu, Huifu
6
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5
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5
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5
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5
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5
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5
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5
Sarabia Alzaga, José Maria
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Insurance / Mathematics & economics
2
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Scandinavian actuarial journal
1
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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
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2
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:
3
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:
4
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
Saved in:
5
Robust distortion risk measures
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
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