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Actuarial Risk Measures for Fi...
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Theorie
86
Theory
86
Risiko
34
Risk
33
Portfolio selection
27
Portfolio-Management
27
Risikoaversion
20
Risk aversion
20
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19
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19
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16
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16
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16
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16
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14
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14
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14
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14
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11
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11
Option pricing theory
11
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11
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11
Versicherungsmathematik
11
Volatility
11
Volatilität
11
Actuarial mathematics
10
Decision under risk
10
Entscheidung unter Risiko
10
Stochastic process
10
Estimation theory
9
Risikomanagement
9
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9
Risk management
9
Schätztheorie
9
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9
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9
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8
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8
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Free
88
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39
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Book / Working Paper
137
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101
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Article in journal
59
Aufsatz in Zeitschrift
59
Graue Literatur
42
Non-commercial literature
42
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34
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28
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4
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2
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English
168
Undetermined
68
French
2
Author
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Laeven, Roger J. A.
95
Goovaerts, Marc J.
83
Dhaene, Jan
77
Goovaerts, Marc
65
Kaas, R.
30
De Schepper, Ann
29
Kaas, Rob
28
Vyncke, David
25
Ikefuji, Masako
18
Decamps, Marc
17
Denuit, Michel
17
Muris, Chris
15
Vanduffel, Steven
14
Van Weert, Koen
13
Magnus, Jan R.
12
Darkiewicz, Grzegorz
8
Hoedemakers, Tom
8
Tang, Qihe
8
Einmahl, John H. J.
7
Schoutens, Wim
7
Aït-Sahalia, Yacine
6
Shiu, Elias
6
Stadje, Mitja
5
Vladimirov, Evgenii
5
van Bilsen, Servaas
5
Albrecher, Hansjörg
4
Boswijk, Herman Peter
4
Can, Sami Umut
4
DE SCHEPPER, Ann
4
GOOVAERTS, Marc
4
Gerber, Hans
4
Gerber, Hans U.
4
Laeven, Roger
4
Li, Z. Merrick
4
Magnus, J.R.
4
Pelizzon, Loriana
4
Rosazza Gianin, Emanuela
4
Shang, Zhaoning
4
Tank, Fatih
4
Beirlant, Jan
3
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Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
2
Advanced Study Institute on Insurance Premiums <1983, Löwen>
1
Advanced Study Institute on Insurance and Risk Theory <1985, Maratea>
1
Institute of Social and Economic Research (ISER), Osaka University
1
Research Center SAFE (Sustainable Architecture for Finance in Europe), House of Finance
1
Springer-Verlag
1
Universiteit van Amsterdam / Instituut voor Actuariaat en Econometrie
1
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Insurance / Mathematics & economics
33
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
26
Insurance: Mathematics and Economics
15
Discussion paper / Center for Economic Research, Tilburg University
8
Tijdschrift voor economie en management
7
CentER Discussion Paper Series
6
Discussion paper / Tinbergen Institute
6
Journal of econometrics
4
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
4
Mathematics of operations research
4
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
Tinbergen Institute Discussion Paper
4
Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
4
AFI
3
ISER Discussion Paper
3
Journal of economic dynamics & control
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Finance : revue de l'Association Française de Finance
2
Journal of Pension Economics and Finance
2
Journal of pension economics and finance
2
NATO ASI series / C : a series presenting the results of activities sponsored by the NATO Science Committee ...
2
Netspar Discussion Paper
2
Physica A: Statistical Mechanics and its Applications
2
SAFE Working Paper
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Theory and decision : an international journal for multidisciplinary advances in decision science
2
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
2
Cambridge working papers in economics
1
Cambridge-INET working papers
1
CeNDEF working paper
1
CentER Discussion Paper
1
Delovni zvezki / RCEF
1
Discussion paper / Institute of Social and Economic Research
1
Economics letters
1
European journal of operational research : EJOR
1
Insurance : mathematics and economics
1
Insurance series
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
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Source
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ECONIS (ZBW)
183
RePEc
27
OLC EcoSci
21
EconStor
6
Other ZBW resources
1
Showing
101
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101
Insurance premiums : theory and applications
Goovaerts, Marc J.
;
Vylder, Florent de
;
Haezendonck, Jean
-
1984
Persistent link: https://www.econbiz.de/10000055726
Saved in:
102
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:
103
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:
104
Modern actuarial risk theory : using R
Kaas, R.
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Denuit, Michel
-
2009
-
2nd ed., corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870922
Saved in:
105
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:
106
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:
107
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
108
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
Saved in:
109
Computation of convex bounds for present value functions of random payments
Ahcan, Ales
;
Darkiewicz, Grzegorz
;
Goovaerts, Marc J.
; …
-
2004
Persistent link: https://www.econbiz.de/10008657063
Saved in:
110
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
Goovaerts, Marc J.
;
Linders, Danie͏̈l
;
Van Weert, Koen
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10009557646
Saved in:
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