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Aggregating Economic Capital
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Theorie
175
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175
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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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30
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29
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29
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27
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27
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22
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21
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172
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Dhaene, Jan
258
Vanduffel, Steven
178
Goovaerts, Marc J.
94
Goovaerts, M. J.
74
Bernard, Carole
56
Denuit, Michel
52
Kaas, R.
47
Vyncke, David
37
Schoutens, Wim
36
Linders, Daniël
32
Goovaerts, Marc
28
Kaas, Rob
23
De Schepper, Ann
19
Cheung, Ka Chun
18
Rüschendorf, Ludger
18
Hoedemakers, Tom
15
Henrard, Luc
14
Kukush, Alexander
14
Tang, Qihe
14
Vanmaele, Michèle
14
Deelstra, Griselda
13
Yao, Jing
13
Chernih, Andrew
12
De Vylder, F.
12
Van Weert, Koen
12
Darkiewicz, Grzegorz
11
Stassen, Ben
11
Boudt, Kris
10
Dhaene, J.
10
Maj, Mateusz
10
Valdez, Emiliano A.
10
Laeven, Roger J. A.
9
Lundin, Mark
9
Barigou, Karim
8
Landsman, Zinoviy
8
Shang, Zhaoning
8
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7
Cornilly, Dries
7
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7
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7
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1
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64
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52
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31
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28
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11
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9
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8
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8
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7
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6
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6
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5
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4
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4
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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
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3
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3
Risk : managing risk in the world's financial markets
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
4OR : a quarterly journal of operations research
1
ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
1
Advanced mathematical methods for finance
1
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
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367
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89
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1
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:
2
The hurdle-race problem
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001708297
Saved in:
3
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:
4
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:
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
On the evaluation of "saving-consumption" plans
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263824
Saved in:
7
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:
8
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:
9
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:
10
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:
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