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Aggregating Economic Capital
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Risk measure
Theorie
175
Theory
175
Portfolio selection
68
Portfolio-Management
68
Risiko
45
Risikomaß
45
Risk
44
Measurement
30
Messung
30
Option pricing theory
29
Optionspreistheorie
29
Risikomodell
27
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27
Risk management
22
Risikomanagement
21
Statistical distribution
21
Statistische Verteilung
21
Versicherungsmathematik
21
Actuarial mathematics
20
Lebensversicherung
20
Life insurance
20
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18
Correlation
16
Korrelation
15
Mathematical programming
15
Mathematische Optimierung
15
Estimation theory
14
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14
Stochastic process
14
Stochastischer Prozess
14
Insurance premium
13
Versicherungsbeitrag
13
Black-Scholes model
12
Black-Scholes-Modell
12
Probability theory
11
Versicherungstechnik
11
Wahrscheinlichkeitsrechnung
11
Allocation
10
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10
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23
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20
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20
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8
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8
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7
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7
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English
45
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Vanduffel, Steven
28
Dhaene, Jan
20
Bernard, Carole
15
Goovaerts, Marc J.
9
Rüschendorf, Ludger
9
Kaas, R.
5
Kazzi, Rodrigue
4
Laeven, Roger J. A.
4
Cheung, Ka Chun
3
Darkiewicz, G.
3
Feng, Runhuan
3
Jing, Xiaochen
3
Laeven, R. J. A.
3
Tang, Qihe
3
Yao, Jing
3
Cornilly, Dries
2
De Vecchi, Corrado
2
Denuit, Michel
2
Linders, Daniël
2
Lundin, Mark
2
Pesenti, Silvana M.
2
Puccetti, Giovanni
2
Satchell, Stephen
2
Small, Daniel
2
Tsanakas, Andreas
2
Valdez, Emiliano
2
Chen, X.
1
Cornilly, D.
1
Deelstra, Griselda
1
Deshpande, Amit
1
Ertley, Brian
1
Hanbali, Hamza
1
Hoedemakers, Tom
1
Kukush, Alexander
1
Lo, Ambrose
1
Perchiazzo, Andrea
1
Tang, Q.
1
Van Duffel, Steven
1
Vanmaele, Michèle
1
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1
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Insurance / Mathematics & economics
7
Scandinavian actuarial journal
4
AFI
3
Discussion paper / Tinbergen Institute
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Advanced mathematical methods for finance
1
Finance and stochastics
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Performance measurement in finance
1
Quantitative finance
1
The European journal of finance
1
Tijdschrift voor economie en management
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Van …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
Saved in:
7
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:
8
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:
9
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
-
2009
Persistent link: https://www.econbiz.de/10009126885
Saved in:
10
Performance measurement of portfolio risk based on orthant probabilities
Lundin, Mark
;
Satchell, Stephen
- In:
Performance measurement in finance
,
(pp. 261-284)
.
2002
Persistent link: https://www.econbiz.de/10001718622
Saved in:
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