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Aggregating Economic Capital
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Risiko
Theorie
175
Theory
175
Portfolio selection
68
Portfolio-Management
68
Risikomaß
45
Risk measure
45
Risk
44
Measurement
30
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30
Option pricing theory
29
Optionspreistheorie
29
Risikomodell
27
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27
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22
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21
Statistical distribution
21
Statistische Verteilung
21
Versicherungsmathematik
21
Actuarial mathematics
20
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20
Life insurance
20
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18
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16
Korrelation
15
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15
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15
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14
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14
Stochastischer Prozess
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Black-Scholes model
12
Black-Scholes-Modell
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English
45
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Dhaene, Jan
21
Vanduffel, Steven
20
Goovaerts, Marc J.
13
Kaas, R.
9
Bernard, Carole
8
Laeven, Roger J. A.
6
Rüschendorf, Ludger
5
Denuit, Michel
4
Cheung, Ka Chun
3
Feng, Runhuan
3
Jing, Xiaochen
3
Linders, Daniël
3
Schoutens, Wim
3
Tang, Qihe
3
Vyncke, David
3
Anthropelos, Michail
2
Chen, An
2
Jakobsons, Edgars
2
Pesenti, Silvana M.
2
Wang, Ruodu
2
Wilke, Morten
2
Bondarenko, Oleg
1
Chen, Jinghui
1
Chen, X.
1
Cornilly, D.
1
Cornilly, Dries
1
Darkiewicz, Grzegorz
1
De Gennaro Aquino, Luca
1
Deshpande, Amit
1
Devolder, Pierre
1
Ertley, Brian
1
Goovaerts, M. J.
1
Goovaerts, Marc
1
Hoedemakers, Tom
1
Kaas, Rob
1
Kazzi, Rodrigue
1
Lo, Ambrose
1
Lundin, Mark
1
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1
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Advanced Study Institute on Insurance and Risk Theory <1985, Maratea>
1
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Insurance / Mathematics & economics
8
Discussion paper / Tinbergen Institute
5
AFI
3
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
Scandinavian actuarial journal
2
Tijdschrift voor economie en management
2
Discussion paper / The Pensions Institute, Cass Business School, City University
1
European journal of operational research : EJOR
1
Finance and stochastics
1
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1
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
1
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1
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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
Risk measures and dependencies of risks
Darkiewicz, Grzegorz
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263800
Saved in:
5
Risk measures, measures for insolvency risk and economical capital allocation
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 545-559
Persistent link: https://www.econbiz.de/10001710410
Saved in:
6
Modern actuarial risk theory
Kaas, R.
-
2001
Persistent link: https://www.econbiz.de/10013531625
Saved in:
7
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:
8
Closed-form approximations for constant continuous annuities
Vanduffel, Steven
;
Dhaene, Jan
;
Valdez, Emiliano
-
2005
Persistent link: https://www.econbiz.de/10002723917
Saved in:
9
Risk discriminating portfolio optimization
Deshpande, Amit
;
Ertley, Brian
;
Lundin, Mark
;
Satchell, …
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10012194647
Saved in:
10
Effective actuarial methods
Goovaerts, Marc J.
(
contributor
)
-
1990
Persistent link: https://www.econbiz.de/10000816744
Saved in:
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