Search results
Results: 94
Number of items: 94
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Laeven, R. J. A., & Stadje, M. (2014). Robust portfolio choice and indifference valuation. Mathematics of operations research, 39(4), 1109-1141. https://doi.org/10.1287/moor.2014.0646
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Aït-Sahalia, Y., Cacho-Diaz, J., & Laeven, R. J. A. (2013). Modeling financial contagion using mutually exciting jump processes. Princeton University / University of Amsterdam. http://www.princeton.edu/~yacine/contagion.pdf
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Aït-Sahalia, Y., Laeven, R. J. A., & Pelizzon, L. (2013). Mutual Excitation in Eurozone Sovereign CDS. Princeton University / University of Amsterdam. http://www.uva.nl/binaries/content/assets/faculteiten/faculteit-economie-en-bedrijfskunde/onderzoek/macro-finance-risk/alp-cds.pdf
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van Bilsen, S., Laeven, R., & Nijman, T. (2013). Escalerende garantietoezeggingen: een alternatief voor het StAr RAM-contract? (Netspar Design Paper; No. 21). Netspar. https://www.netspar.nl/publicatie/escalerende-garantietoezeggingen-een-alternatief-voor-het-star-ram-contract/
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Pelsser, A. A. J., & Laeven, R. J. A. (2013). Optimal dividends and ALM under unhedgeable risk. Insurance: Mathematics & Economics, 53(3), 515-523. https://doi.org/10.1016/j.insmatheco.2013.07.007
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Laeven, R. J. A., & Stadje, M. (2013). Entropy coherent and entropy convex measures of risk. Mathematics of operations research, 38(2), 265-293. https://doi.org/10.1287/moor.1120.0559 -
Perotti, E., Koijen, R., Laeven, R., & Danielsson, J. (2013). Solvency II: Three principles to respect. Web publication or website, VoxEU. https://cepr.org/voxeu/columns/solvency-ii-three-principles-respect
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Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2013). Economics meets statistics: Expected utility and catastrophic risk. University of Southern Denmark, University of Amsterdam, EURANDOM, CentER, Tilburg University, Simon Fraser University. http://www.janmagnus.nl/wips/wip21a.pdf
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Masako, I., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2013). Pareto utility. Theory and Decision, 75(1), 43-57. https://doi.org/10.1007/s11238-012-9293-8
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Danielson, J., Laeven, R. J. A., Perotti, E., Wüthrich, M., Ayadi, R., & Pelsser, A. (2012). Countercyclical regulation in Solvency II: merits and flaws. VOX : Research-based Policy Analysis and Commentary from leading Economists, 2012(23-06-2012). http://www.voxeu.org/article/countercyclical-regulation-solvency-ii-merits-and-flaws
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