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Results: 91
Number of items: 91
  • Bellini, F., Laeven, R. J. A., & Rosazza Gianin, E. (2018). Robust return risk measures. Mathematics and Financial Economics, 12(1), 5-32. https://doi.org/10.1007/s11579-017-0188-x
  • Boswijk, H. P., Laeven, R. J. A., & Yang, X. (2018). Testing for self-excitation in jumps. Journal of Econometrics, 203(2), 256-266. https://doi.org/10.1016/j.jeconom.2017.11.007
  • Krätschmer, V., Ladkau, M., Laeven, R. J. A., Schoenmakers, J. G. M., & Stadje, M. (2018). Optimal stopping under uncertainty in drift and jump intensity. Mathematics of operations research, 43(4), 1177-1209. https://doi.org/10.1287/moor.2017.0899
  • Kaas, R., Laeven, R., Lin, S., Tang, Q., Willmot, G., & Yang, H. (2018). IME’s Editorial Board. Insurance: Mathematics & Economics, 78, A1-A3. https://doi.org/10.1016/j.insmatheco.2017.08.008
  • Kaas, R., Laeven, R., Lin, S., Tang, Q., Willmot, G., & Yang, H. (2018). In memoriam Marc Goovaerts. Insurance: Mathematics & Economics, 80, A1. https://doi.org/10.1016/j.insmatheco.2018.03.006
  • Aït-Sahalia, Y., Fan, J., Laeven, R. J. A., Wang, C. D., & Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects. Journal of the American Statistical Association, 112(520), 1744-1758. https://doi.org/10.1080/01621459.2016.1240082
  • Open Access
    de Kort, J. P. (2017). Essays on long-term mortality and interest rate risk. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Fan, Z. (2017). Essays on international portfolio choice and asset pricing under financial contagion. [Thesis, fully internal, Universiteit van Amsterdam].
  • Knispel, T., Laeven, R. J. A., & Svindland, G. (2016). Robust optimal risk sharing and risk premia in expanding pools. Insurance: Mathematics & Economics, 70, 182-195. https://doi.org/10.1016/j.insmatheco.2016.05.012
  • Can, S. U., Einmahl, J. H. J., Khmaladze, E. V., & Laeven, R. J. A. (2015). Asymptotically distribution-free goodness-of-fit testing for tail copulas. The Annals of Statistics, 43(2), 878-902. https://doi.org/10.1214/14-AOS1304
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