Mutual excitation in Eurozone sovereign CDS von Aït-Sahalia, Yacine, Laeven, Roger J.A., Pelizzon, Loriana

Volltext

Modeling financial contagion using mutually exciting jump processes von Aït-Sahalia, Yacine, Cacho-Diaz, Julio, Laeven, Roger J.A.

Volltext

Dynamic consumption and portfolio choice under prospect theory von van Bilsen, Servaas, Laeven, Roger J.A.

Volltext

Testing for self-excitation in jumps von Boswijk, H. Peter, Laeven, Roger J.A., Yang, Xiye

Volltext

Entropy Coherent and Entropy Convex Measures of Risk von Laeven, Roger J. A., Stadje, Mitja

Volltext

Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level von van Bilsen, Servaas, Laeven, Roger J. A., Nijman, Theo E.

Volltext

Systemic risk: Conditional distortion risk measures von Dhaene, Jan, Laeven, Roger J.A., Zhang, Yiying

Volltext

Robust Portfolio Choice and Indifference Valuation von Laeven, Roger J. A., Stadje, Mitja

Volltext

Two-Sample Testing for Tail Copulas with an Application to Equity Indices von Can, Sami Umut, Einmahl, John H. J., Laeven, Roger J. A.

Volltext

Dependent microstructure noise and integrated volatility estimation from high-frequency data von Li, Z. Merrick, Laeven, Roger J.A., Vellekoop, Michel H.

Volltext

Expected utility and catastrophic consumption risk von Ikefuji, Masako, Laeven, Roger J.A., Magnus, Jan R., Muris, Chris

Volltext

Consumption and Portfolio Choice under Internal Multiplicative Habit Formation von van Bilsen, Servaas, Bovenberg, A. Lans, Laeven, Roger J. A.

Volltext

Expected utility and catastrophic risk in a stochastic economy–climate model von Ikefuji, Masako, Laeven, Roger J.A., Magnus, Jan R., Muris, Chris

Volltext

Decision principles derived from risk measures von Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A.

Volltext

Actuarial risk measures for financial derivative pricing von Goovaerts, Marc J., Laeven, Roger J.A.

Volltext

Editorial to the special issue on Behavioral Insurance: Mathematics and Economics von Laeven, Roger J.A., Milevsky, Moshe A., Scherer, Matthias, Zagst, Rudi, Zhou, Xun Yu

Volltext

DICE Simplified von Ikefuji, Masako, Laeven, Roger J. A., Magnus, Jan R., Muris, Chris

Volltext

Pareto utility von Ikefuji, Masako, Laeven, Roger J. A., Magnus, Jan R., Muris, Chris

Volltext

Worst case risk measurement: Back to the future? von Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A.

Volltext

Optimal Stopping Under Uncertainty in Drift and Jump Intensity von Krätschmer, Volker, Ladkau, Marcel, Laeven, Roger J. A., Schoenmakers, John G. M., Stadje, Mitja

Volltext