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Results: 95
Number of items: 95
  • Open Access
    Yue, Y. (2022). Essays on risk and econometrics. [Thesis, fully internal, Universiteit van Amsterdam].
  • Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Yue, Y. (2021). Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities [Data set]. Taylor & Francis. https://doi.org/10.6084/m9.figshare.14599904.v2
  • Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2021). DICE simplified. Environmental Modeling & Assessment, 26, 1-12. https://doi.org/10.1007/s10666-020-09738-2
  • Bellini, F., Laeven, R. J. A., & Rosazza Gianin, E. (2021). Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures. European Journal of Operational Research, 291(2), 438-446. https://doi.org/10.1016/j.ejor.2019.08.049
  • Open Access
    Laeven, R. J. A., Milevsky, M. A., Scherer, M., Zagst, R., & Zhou, X. Y. (2021). Editorial to the special issue on Behavioral Insurance: Mathematics and Economics. Insurance: Mathematics & Economics, 101, 1-5. https://doi.org/10.1016/j.insmatheco.2021.06.001
  • van Bilsen, S., & Laeven, R. J. A. (2020). Dynamic consumption and portfolio choice under prospect theory. Insurance: Mathematics & Economics, 91, 224-237. https://doi.org/10.1016/j.insmatheco.2020.02.004
  • Eeckhoudt, L. R., Laeven, R. J. A., & Schlesinger, H. (2020). Risk apportionment: The dual story. Journal of Economic Theory, 185, Article 104971. https://doi.org/10.1016/j.jet.2019.104971
  • Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy-climate model. Journal of Econometrics, 214(1), 110-129. https://doi.org/10.1016/j.jeconom.2019.05.007
  • van Bilsen, S., Bovenberg, A. L., & Laeven, R. J. A. (2020). Consumption and Portfolio Choice under Internal Multiplicative Habit Formation. Journal of Financial and Quantitative Analysis, 55(7), 2334 - 2371. https://doi.org/10.1017/S0022109019000772
  • Open Access
    van Bilsen, S., Laeven, R. J. A., & Nijman, T. E. (2020). Consumption and Portfolio Choice under Loss Aversion and Endogenous Updating of the Reference Level. Management Science, 66(9), 3927–3955. https://doi.org/10.2139/ssrn.2530259, https://doi.org/10.1287/mnsc.2019.3393
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