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ECONIS (ZBW)
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Risk measures and comonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Q.
;
Goovaerts, Marc J.
-
2006
Persistent link: https://www.econbiz.de/10003329684
Saved in:
2
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:
3
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
Saved in:
4
Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven
;
Hoedemakers, Tom
;
Dhaene, Jan
-
2004
Persistent link: https://www.econbiz.de/10002153412
Saved in:
5
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:
6
Robust distortion risk measures
Bernard, Carole
;
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
Saved in:
7
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:
8
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
Saved in:
9
Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël
;
Dhaene, Jan
;
Schoutens, Wim
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011333475
Saved in:
10
A multivariate dependence measure for aggregating risks
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
-
2013
Persistent link: https://www.econbiz.de/10010204096
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