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Aggregating Economic Capital
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Risk
Theorie
175
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175
Portfolio selection
68
Portfolio-Management
68
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45
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45
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45
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30
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30
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29
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29
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27
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27
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22
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21
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21
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21
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Dhaene, Jan
21
Vanduffel, Steven
20
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13
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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
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2
Wilke, Morten
2
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1
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1
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1
Cornilly, D.
1
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1
Darkiewicz, Grzegorz
1
De Gennaro Aquino, Luca
1
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1
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1
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1
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1
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3
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3
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2
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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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