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~subject:"Risikomaß"
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Risikomaß
Theorie
91
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27
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25
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25
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Dhaene, Jan
18
Vanduffel, Steven
17
Bernard, Carole
6
Goovaerts, Marc J.
6
Rüschendorf, Ludger
5
Cheung, Ka Chun
3
Darkiewicz, G.
3
Laeven, R. J. A.
3
Denuit, Michel
2
Feng, Runhuan
2
Jing, Xiaochen
2
Kaas, R.
2
Tsanakas, Andreas
2
Valdez, Emiliano
2
Yao, Jing
2
Chen, X.
1
Cornilly, D.
1
De Vecchi, Corrado
1
Deelstra, Griselda
1
Hanbali, Hamza
1
Hoedemakers, Tom
1
Kazzi, Rodrigue
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Laeven, Roger J. A.
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Linders, Daniël
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Lo, Ambrose
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Pesenti, Silvana M.
1
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Small, Daniel
1
Tang, Q.
1
Tang, Qihe
1
Van Duffel, Steven
1
Vanmaele, Michèle
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Vyncke, David
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Wang, Ruodu
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1
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Insurance / Mathematics & economics
5
Scandinavian actuarial journal
4
AFI
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
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2
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ECONIS (ZBW)
27
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1
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
-
2009
Persistent link: https://www.econbiz.de/10009126885
Saved in:
2
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:
3
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2004
Persistent link: https://www.econbiz.de/10002263701
Saved in:
4
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
5
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
- In:
The journal of risk and insurance : the journal of the …
75
(
2008
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003713544
Saved in:
6
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:
7
Can a coherent risk measure be too subadditive?
Dhaene, Jan
;
Laeven, R. J. A.
;
Vanduffel, Steven
; …
-
2006
Persistent link: https://www.econbiz.de/10003329677
Saved in:
8
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:
9
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
10
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:
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