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Aggregating Economic Capital
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Theorie
Theory
175
Portfolio selection
68
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68
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45
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45
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45
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44
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30
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18
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Dhaene, Jan
94
Vanduffel, Steven
74
Goovaerts, Marc J.
48
Bernard, Carole
31
Denuit, Michel
24
Kaas, R.
23
Rüschendorf, Ludger
13
Vyncke, David
12
Goovaerts, M. J.
9
Linders, Daniël
9
Schoutens, Wim
9
Cheung, Ka Chun
7
Yao, Jing
7
Laeven, Roger J. A.
6
Chen, Ze
5
Kazzi, Rodrigue
5
Tang, Qihe
5
Van Weert, Koen
5
Boudt, Kris
4
Cornilly, Dries
4
Darkiewicz, Grzegorz
4
Deelstra, Griselda
4
Hoedemakers, Tom
4
Kukush, Alexander
4
Landsman, Zinoviy
4
Puccetti, Giovanni
4
Vanmaele, Michèle
4
Ye, Jiang
4
Chen, An
3
Chen, Bingzheng
3
Chen, Jit Seng
3
Christiansen, Marcus C.
3
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3
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3
Decamps, Marc
3
Feng, Runhuan
3
Hanbali, Hamza
3
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3
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3
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
19
Insurance / Mathematics & economics
17
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14
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5
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4
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4
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4
Tijdschrift voor economie en management
4
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universsiteit te Leuvren, [Rapporten]
3
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2
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2
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2
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Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
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1
Delovni zvezki / RCEF
1
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1
Faculteit der Economische en Toegepaste Economische Wetenschappen / Katholieke Universiteit Leuven / Katholieke Universiteit te Leuven
1
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1
Forthcoming in Quantitative Finance
1
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
1
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten] Nr. 1981. 03
1
Instituut vor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten] 1980. 03
1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
175
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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
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:
6
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Qihe
;
Goovaerts, …
-
2004
Persistent link: https://www.econbiz.de/10002153389
Saved in:
7
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:
8
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
9
How to determinie the capital requirement for a portfolio of annuity liabilities
Dhaene, Jan
;
Goovaerts, Marc J.
;
Vanduffel, Steven
; …
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 533-544
Persistent link: https://www.econbiz.de/10001710404
Saved in:
10
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
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