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Results: 94
Number of items: 94
  • Open Access
    Vladimirov, E. (2024). Essays on the econometrics of option pricing. [Thesis, fully internal, Universiteit van Amsterdam].
  • Open Access
    Can, S. U., Einmahl, J. H. J., & Laeven, R. J. A. (2024). Two-Sample Testing for Tail Copulas with an Application to Equity Indices. Journal of Business and Economic Statistics, 42(1), 147-159. https://doi.org/10.1080/07350015.2023.2166050
  • Can, U., Einmahl, J. H. J., & Laeven, R. J. A. (2023). Two-Sample Testing for Tail Copulas with an Application to Equity Indices [Data set]. Taylor & Francis. https://doi.org/10.6084/m9.figshare.21841934.v2
  • van Heerwaarden, A. E., Can, S. U., Vellekoop, M. H., van Berkum, F., Laeven, R. J. A., van Meurs, R. G. M., & de Koning, Y. (2023). De evolutie van de actuaris: Van kasuaris tot vogelbekdier en verder. De Actuaris, 30(4), 8-11. https://www.actuarieelgenootschap.nl/kennisbank/de-evolutie-van-de-actuaris-1
  • Open Access
    Karim, R. S. (2023). Essays on mutually exciting point processes. [Thesis, fully internal, Universiteit van Amsterdam].
  • Dhaene, J., Laeven, R. J. A., & Zhang, Y. (2022). Systemic risk: Conditional distortion risk measures. Insurance: Mathematics & Economics, 102, 126-145. https://doi.org/10.1016/j.insmatheco.2021.12.002
  • Eeckhoudt, L. R., & Laeven, R. J. A. (2022). Dual moments and risk attitudes. Operations Research, 70(3), 1330-1341. https://doi.org/10.1287/opre.2020.2040
  • Feng, R., Laeven, R. J. A., & Lin, X. S. (2022). Editorial to the virtual special issue on emerging risks and insurance technology. Insurance: Mathematics & Economics, 107, 418-421. https://doi.org/10.1016/j.insmatheco.2022.10.001
  • Open Access
    Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Yue, Y. (2022). Earthquake risk embedded in property prices: Evidence from five Japanese cities. Journal of the American Statistical Association, 117(537), 82-93. https://doi.org/10.1080/01621459.2021.1928512
  • Open Access
    Yue, Y. (2022). Essays on risk and econometrics. [Thesis, fully internal, Universiteit van Amsterdam].
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