The following pages link to Roger J. A. Laeven (Q365781):
Displayed 48 items.
- Pareto utility (Q365782) (← links)
- Mutual excitation in Eurozone sovereign CDS (Q473225) (← links)
- Expected utility and catastrophic consumption risk (Q495495) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Worst VaR scenarios: A remark (Q1017758) (← links)
- The probability premium: a graphical representation (Q1667876) (← links)
- Robust return risk measures (Q1702877) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Optimal dividends and ALM under unhedgeable risk (Q2015618) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Dependent microstructure noise and integrated volatility estimation from high-frequency data (Q2182144) (← links)
- Goodness-of-fit testing for copulas: a distribution-free approach (Q2203635) (← links)
- Expected utility and catastrophic risk in a stochastic economy-climate model (Q2280605) (← links)
- Risk apportionment: the dual story (Q2288531) (← links)
- Dynamic consumption and portfolio choice under prospect theory (Q2306106) (← links)
- Asymptotically distribution-free goodness-of-fit testing for tail copulas (Q2343967) (← links)
- A note on weighted premium calculation principles (Q2445349) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- (Q2895138) (← links)
- Risk measurement with equivalent utility principles (Q3417648) (← links)
- Managing Economic and Virtual Economic Capital Within Financial Conglomerates (Q3518778) (← links)
- Dual Moments and Risk Attitudes (Q5095143) (← links)
- Entropy Coherent and Entropy Convex Measures of Risk (Q5169665) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
- Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities (Q5881064) (← links)
- Two-Sample Testing for Tail Copulas with an Application to Equity Indices (Q6190777) (← links)
- Risk Aversion in the Small and in the Large under Rank-Dependent Utility (Q6268742) (← links)
- Robust Multiple Stopping -- A Pathwise Duality Approach (Q6341955) (← links)
- Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes (Q6369636) (← links)
- Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures (Q6371946) (← links)
- Large deviations asymptotics for unbounded additive functionals of diffusion processes (Q6391824) (← links)
- Quasi-Logconvex Measures of Risk (Q6407995) (← links)
- Compound Multivariate Hawkes Processes: Large Deviations and Rare Event Simulation (Q6419025) (← links)
- Elicitability of Return Risk Measures (Q6427627) (← links)
- Delayed Hawkes birth-death processes (Q6441104) (← links)
- Dynamic Return and Star-Shaped Risk Measures via BSDEs (Q6442930) (← links)
- Law-Invariant Return and Star-Shaped Risk Measures (Q6457249) (← links)
- Optimal Stopping with Randomly Arriving Opportunities to Stop (Q6459896) (← links)