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Risk measure
Theorie
144
Theory
144
Portfolio selection
52
Portfolio-Management
52
Risiko
49
Risk
49
Risikomaß
36
Risikomodell
36
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36
Risikomanagement
28
Risk management
28
Measurement
25
Messung
25
Option pricing theory
24
Optionspreistheorie
24
core
23
Actuarial mathematics
18
Versicherungsmathematik
18
Hedging
17
Statistical distribution
17
Statistische Verteilung
17
Lebensversicherung
16
Life insurance
16
Finanzmathematik
14
Mathematical finance
14
Correlation
13
Korrelation
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Volatility
13
Volatilität
13
human capital
13
Option trading
12
Optionsgeschäft
12
Privatization
12
Risk aversion
12
Stochastic process
12
Stochastischer Prozess
12
Black-Scholes model
11
Insurance
11
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Free
18
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Article
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7
Working Paper
7
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1
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1
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English
36
Author
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Vanduffel, Steven
25
Dhaene, Jan
19
Bernard, Carole
13
Rüschendorf, Ludger
8
Goovaerts, Marc J.
6
Cheung, Ka Chun
3
Darkiewicz, G.
3
Feng, Runhuan
3
Jing, Xiaochen
3
Laeven, R. J. A.
3
Yao, Jing
3
De Vecchi, Corrado
2
Denuit, Michel
2
Kaas, R.
2
Kazzi, Rodrigue
2
Pesenti, Silvana M.
2
Puccetti, Giovanni
2
Small, Daniel
2
Tsanakas, Andreas
2
Valdez, Emiliano
2
Chen, X.
1
Cornilly, D.
1
Deelstra, Griselda
1
Hanbali, Hamza
1
Hoedemakers, Tom
1
Jakobsons, Edgars
1
Laeven, Roger J. A.
1
Linders, Daniël
1
Lo, Ambrose
1
Perchiazzo, Andrea
1
Tang, Q.
1
Tang, Qihe
1
Van Duffel, Steven
1
Vanmaele, Michèle
1
Vyncke, David
1
Wang, Ruodu
1
Zhang, Yiying
1
Zhou, Ming
1
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Insurance / Mathematics & economics
5
Scandinavian actuarial journal
4
AFI
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Discussion paper / The Pensions Institute, Cass Business School, City University
2
Discussion paper / Tinbergen Institute
2
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
2
Advanced mathematical methods for finance
1
Finance and stochastics
1
Journal of banking & finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Risks : open access journal
1
The European journal of finance
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Tijdschrift voor economie en management
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ECONIS (ZBW)
36
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1
Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven
;
Hoedemakers, Tom
;
Dhaene, Jan
-
2004
Persistent link: https://www.econbiz.de/10002153412
Saved in:
2
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:
3
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
-
2009
Persistent link: https://www.econbiz.de/10009126885
Saved in:
4
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
5
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:
6
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:
7
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:
8
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:
9
The impact of correlation on (Range) Value-at-Risk
Bernard, Carole
;
De Vecchi, Corrado
;
Vanduffel, Steven
- In:
Scandinavian actuarial journal
2023
(
2023
)
6
,
pp. 531-564
Persistent link: https://www.econbiz.de/10014383858
Saved in:
10
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
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