Search results
Results: 91
Number of items: 91
-
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
-
Laeven, R. J. A. (2012). Contagion: challenges in risk and insurance. (Oratiereeks; No. 450). Vossiuspers UvA. http://www.oratiereeks.nl/upload/pdf/PDF-5120Weboratie_laeven_-_definitief.pdf -
Perotti, E., Danielsson, J., de Jong, F., Laux, C., Laeven, R., & Wüthrich, M. (2011). A prudential regulatory issue at the heart of Solvency II. VOX : Research-based Policy Analysis and Commentary from leading Economists, 2011(31 March). http://www.voxeu.org/index.php?q=node/6305
-
Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2011). Worst case risk measurement: back to the future? Insurance: Mathematics & Economics, 49(3), 380-392. https://doi.org/10.1016/j.insmatheco.2011.06.001
-
Danielsson, J., de Jong, F., Laux, C., Laeven, R., Perotti, E., & Wüthrich, M. (2011). A prudential regulatory issue at the heart of Solvency II. (DSF policy briefs; No. 2). Duisenberg School of Finance. http://www.dsf.nl/assets/cms/File/Research/DSF%20policy%20brief%20No%202%20A%20Prudential%20Regulatory%20Issue%20at%20the%20Heart%20of%20Solvency%20II%20-%20March%202011.pdf
-
Laeven, R. J. A., & Perotti, E. C. (2010). Optimal Capital Structure for Insurance Companies. (Netspar Discussion Paper; No. 11/2010-073). Netspar. https://doi.org/10.2139/ssrn.1730231
-
Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). A note on additive risk measures in rank-dependent utility. Insurance: Mathematics & Economics, 47(2), 187-189. https://doi.org/10.1016/j.insmatheco.2010.05.003
-
Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). Decision principles derived from risk measures. Insurance: Mathematics & Economics, 47(3), 294-302. https://doi.org/10.1016/j.insmatheco.2010.07.004
-
Kaas, R., Laeven, R. J. A., & Nelsen, R. B. (2009). Worst VaR scenarios with given marginals and measures of association. Insurance: Mathematics & Economics, 44(2), 146-158. https://doi.org/10.1016/j.insmatheco.2008.12.004
Page 7 of 10