Search results
Results: 91
Number of items: 91
-
Aït-Sahalia, Y., Cacho-Diaz, J., & Laeven, R. J. A. (2015). Modeling financial contagion using mutually exciting jump processes. Journal of Financial Economics, 117(3), 585-606. https://doi.org/10.1016/j.jfineco.2015.03.002
-
Eeckhoudt, L. R., & Laeven, R. J. A. (2015). The probability premium: a graphical representation. Economics Letters, 136, 39-41. https://doi.org/10.1016/j.econlet.2015.08.029
-
Ikefuji, M., Laeven, R. J. A., Magnus, J. R., & Muris, C. (2015). Expected utility and catastrophic consumption risk. Insurance: Mathematics & Economics, 64, 306-312. https://doi.org/10.1016/j.insmatheco.2015.06.007
-
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
-
Laeven, R. J. A. (2014). Kruisbestuiving tussen wetenschap en praktijk. Actuaris, 21(3), 14-15. http://www.ag-ai.nl/download/17537-21-3-art.Laeven.pdf
-
Aït-Sahalia, Y., Laeven, R. J. A., & Pelizzon, L. (2014). Mutual excitation in Eurozone sovereign CDS. Journal of Econometrics, 183(2), 151-167. https://doi.org/10.1016/j.jeconom.2014.05.006
-
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
-
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
Page 5 of 10