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Results: 94
Number of items: 94
  • 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
  • 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
  • Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2009). On risk measures and decisions in insurance and finance. Faculteit Economie en Bedrijfskunde.
  • Laeven, R. J. A., & Goovaerts, M. J. (2008). Premium calculation and insurance pricing. In E. L. Melnick, & B. S. Everitt (Eds.), Encyclopedia of quantitative risk analysis and assessment. - Vol. 3 (pp. 1302-1314). Wiley.
  • Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2008). Can a coherent risk measure be too subadditive? The Journal of Risk and Insurance, 75(2), 365-386. https://doi.org/10.1111/j.1539-6975.2008.00264.x
  • Open Access
    Goovaerts, M. J., & Laeven, R. J. A. (2008). Actuarial risk measures for financial derivative pricing. Insurance: Mathematics & Economics, 42(2), 540-547. https://doi.org/10.1016/j.insmatheco.2007.04.001
  • Pelsser, A. A. J., & Laeven, R. J. A. (2007). Optimal dividends and ALM under unhedgeable risk. Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/384fulltext.pdf
  • Open Access
    Pelsser, A. A. J., & Laeven, R. J. A. (2007). Optimal dividends and ALM under unhedgeable risk. Faculteit Economie en Bedrijfskunde. http://www1.feb.uva.nl/pp/bin/384fulltext.pdf
  • Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., & Laeven, R. (2006). Risk measurement with equivalent utility principles. Statistics & Decisions, 24(1), 1-25. https://doi.org/10.1524/stnd.2006.24.1.1
  • Laeven, R. (2006). Stochastische afhankelijkheid en het meten van risico: Uitdagingen in kwantitatief risicomanagement. Aenorm, (51), 33-38. http://www.aenorm.nl/artikelen/51-laeven.pdf
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