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Results: 91
Number of items: 91
  • 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
  • Open Access
    Pelsser, A. A. J., & Laeven, R. J. A. (2006). Optimal dividends and ALM under unhedgeable risk. (Working Paper). Faculteit Economie en Bedrijfskunde. http://www1.fee.uva.nl/pp/bin/384fulltext.pdf
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., Tang, Q., & Vernic, R. (2005). The tail probability of discounted sums of Pareto-like losses in insurance. Scandinavian Actuarial Journal, 2005(6), 446-461. https://doi.org/10.1080/03461230500361943
  • Open Access
    Laeven, R. J. A. (2005). Essays on risk measures and stochastic dependence : with applications to insurance and finance. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
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