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Roger Laeven

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DICE Simplified(2021)
Auteurs: Roger Laeven
Pagina's: 1 - 12
Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures(2021)
Auteurs: Roger Laeven
Pagina's: 438 - 446
Goodness-of-fit testing for copulas: A distribution-free approach(2020)
Auteurs: Sami Umut Can, John HJ Einmahl, Roger Laeven
Pagina's: 3163 - 3190
Consumption and Portfolio Choice under Internal Multiplicative Habit Formation(2020)
Auteurs: Servaas van Bilsen, A Lans Bovenberg, Roger Laeven
Pagina's: 2334 - 2371
Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level(2020)
Auteurs: Servaas van Bilsen, Roger Laeven, Theo E Nijman
Pagina's: 3927 - 3955
Expected utility and catastrophic risk in a stochastic economy–climate model(2019)
Auteurs: M Ikefuji, Roger Laeven, JR Magnus, C Muris
Pagina's: 110 - 129
Optimal Stopping Under Uncertainty in Drift and Jump Intensity(2018)
Auteurs: Volker Kraetschmer, Marcel Ladkau, Roger Laeven, John GM Schoenmakers, Mitja Stadjed
Pagina's: 1177 - 1209
In memoriam Marc Goovaerts(2018)
Auteurs: Rob Kaas, Roger Laeven, Sheldon Lin, Qihe Tang, Gordon Willmot, Hailiang Yang
Pagina's: A1 - A1
Testing for self-excitation in jumps(2018)
Auteurs: H Peter Boswijk, Roger Laeven, Xiye Yang
Pagina's: 256 - 266
Robust return risk measures(2018)
Auteurs: Fabio Bellini, Roger Laeven, Emanuela Rosazza Gianin
Pagina's: 5 - 32