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Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance
Genest, Christian; Gerber, Hans U.; Goovaerts, Marc J.; … - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 143-145
Persistent link: https://www.econbiz.de/10008237888
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Actuarial risk measures for financial derivative pricing
Goovaerts, Marc J.; Laeven, Roger J.A. - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 540-547
Persistent link: https://www.econbiz.de/10007988422
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Some asymptotic results for sums of dependent random variables, with actuarial applications
Laeven, Roger J.A.; Goovaerts, Marc J.; Hoedemakers, Tom - In: Insurance / Mathematics & economics 37 (2005) 2, pp. 154-172
Persistent link: https://www.econbiz.de/10006874807
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An optimization approach to the dynamic allocation of economic capital
Laeven, Roger J.A.; Goovaerts, Marc J. - In: Insurance / Mathematics & economics 35 (2004) 2, pp. 299-320
Persistent link: https://www.econbiz.de/10006879174
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Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J.A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-303
Persistent link: https://www.econbiz.de/10008717979
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Actuarial risk measures for financial derivative pricing
Goovaerts, Marc J.; Laeven, Roger J.A. - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 540-548
Persistent link: https://www.econbiz.de/10008879716
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Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance
Genest, Christian; Gerber, Hans U.; Goovaerts, Marc J.; … - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 143-146
Persistent link: https://www.econbiz.de/10008890295
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A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J.A. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 187-190
Persistent link: https://www.econbiz.de/10008447802
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Worst case risk measurement: Back to the future?
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J.A. - In: Insurance / Mathematics & economics 49 (2011) 3, pp. 380-393
Persistent link: https://www.econbiz.de/10009807365
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Worst VaR scenarios: A remark
Laeven, Roger J.A. - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 159-163
Persistent link: https://www.econbiz.de/10008237886