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Aggregating Economic Capital
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Theorie
53
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53
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36
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36
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22
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22
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18
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18
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Dhaene, Jan
97
Vanduffel, Steven
74
Goovaerts, M. J.
48
Goovaerts, Marc J.
38
Kaas, R.
25
Bernard, Carole
22
Denuit, Michel
15
Schoutens, Wim
15
De Vylder, F.
12
Vyncke, David
12
Dhaene, J.
10
Goovaerts, Marc
10
Valdez, Emiliano A.
8
Van Weert, Koen
8
De Schepper, Ann
7
Deelstra, Griselda
7
Linders, Daniël
7
Lundin, Mark
7
Rüschendorf, Ludger
7
Shang, Zhaoning
7
Vanmaele, Michèle
7
Chernih, Andrew
6
Henrard, Luc
6
Hoedemakers, Tom
6
Kaas, Rob
6
Yao, Jing
6
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5
Laeven, Roger J. A.
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Landsman, Zinoviy
5
Maj, Mateusz
5
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4
Cheung, Ka Chun
4
Darkiewicz, Grzegorz
4
Haezendonck, J.
4
Hanbali, Hamza
4
Maj, Matheusz
4
Satchell, Stephen
4
Stassen, Ben
4
Tang, Qihe
4
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4
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Insurance: Mathematics and Economics
62
Insurance / Mathematics & economics
51
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
European journal of operational research : EJOR
8
Tijdschrift voor economie en management
8
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6
Scandinavian actuarial journal
6
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4
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4
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3
Astin bulletin : the journal of the International Actuarial Association
3
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3
International journal of theoretical and applied finance
3
Risk : managing risk in the world's financial markets
3
European Journal of Operational Research
2
Journal / The Capco Institute : journal of financial transformation
2
Journal of Pension Economics and Finance
2
Journal of pension economics and finance
2
Statistics & Probability Letters
2
The European journal of finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of risk model validation
2
4OR : a quarterly journal of operations research
1
Advanced mathematical methods for finance
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
1
Applied Stochastic Models in Business and Industry
1
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns
1
Decisions in economics and finance : a journal of applied mathematics
1
Economics letters
1
Finance and stochastics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of financial engineering
1
Journal of Econometrics
1
Journal of Financial Transformation
1
Journal of banking & finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
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ECONIS (ZBW)
103
RePEc
80
OLC EcoSci
39
EconStor
1
Other ZBW resources
1
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1
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:
2
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:
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
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:
5
On the evaluation of 'saving-consumption' plans
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Journal of pension economics and finance
4
(
2005
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10002839805
Saved in:
6
Some remarks on IBNR evaluation techniques
Goovaerts, Marc J.
;
Dhaene, Jan
;
VanDenBorre, Eddy
; …
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 525-532
Persistent link: https://www.econbiz.de/10001710394
Saved in:
7
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:
8
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
9
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:
10
Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
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