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Can a Coherent Risk Measure Be...
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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
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
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:
5
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:
6
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:
7
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:
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
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