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~subject:"Risk measure"
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Risk measure
Theorie
226
Theory
225
Risiko
73
Risk
71
Option pricing theory
70
Optionspreistheorie
70
Risikomodell
53
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53
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46
Stochastic process
44
Portfolio selection
43
Portfolio-Management
43
Risikomaß
36
Messung
34
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33
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33
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31
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30
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30
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29
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Credit risk
20
Estimation theory
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English
36
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Dhaene, Jan
21
Goovaerts, Marc J.
12
Vanduffel, Steven
8
Kaas, R.
6
Schoutens, Wim
6
Laeven, Roger J. A.
5
Denuit, Michel
4
Albrecher, Hansjörg
3
Cheung, Ka Chun
3
Darkiewicz, G.
3
Feng, Runhuan
3
Jing, Xiaochen
3
Laeven, R. J. A.
3
Linders, Daniël
3
Madan, Dilip B.
3
Tang, Qihe
3
Eberlein, Ernst
2
Tank, Fatih
2
Tsanakas, Andreas
2
Valdez, Emiliano
2
Van Weert, Koen
2
Acciaio, Beatrice
1
Beirlant, Jan
1
Campolongo, Francesca
1
Chen, X.
1
Chowdhury, Parvez
1
De Spiegeleer, Jan
1
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1
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1
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1
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1
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1
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1
Hoedemakers, Tom
1
Jönsson, Henrik
1
Kukush, Alexander
1
Linders, Danie͏̈l
1
Lo, Ambrose
1
Reynkens, Tom
1
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1
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Insurance / Mathematics & economics
7
AFI
3
Discussion paper / Tinbergen Institute
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Scandinavian actuarial journal
2
The journal of risk and insurance : the journal of the American Risk and Insurance Association
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced mathematical methods for finance
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Insurance : mathematics and economics
1
Journal of risk
1
Review of derivatives research
1
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1
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ECONIS (ZBW)
36
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1
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:
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
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:
6
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:
7
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
Saved in:
8
Worst case risk measurement : back to the future?
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 380-392
Persistent link: https://www.econbiz.de/10009404700
Saved in:
9
Decision principles derived from risk measures
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
3
,
pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
Saved in:
10
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
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