4

On the Existence of Minimax Martingale Measures

Year:
2002
Language:
english
File:
PDF, 192 KB
english, 2002
8

Optimal portfolios with Haezendonck risk measures

Year:
2008
Language:
english
File:
PDF, 672 KB
english, 2008
9

Risk management with expectiles

Year:
2015
Language:
english
File:
PDF, 1.26 MB
english, 2015
13

On Haezendonck risk measures

Year:
2008
Language:
english
File:
PDF, 210 KB
english, 2008
17

DETECTING AND MODELING TAIL DEPENDENCE

Year:
2004
Language:
english
File:
PDF, 1.26 MB
english, 2004
19

On elicitable risk measures

Year:
2015
Language:
english
File:
PDF, 315 KB
english, 2015
23

Conditional tail behaviour and Value at Risk

Year:
2007
Language:
english
File:
PDF, 1.13 MB
english, 2007
25

Backtesting VaR and expectiles with realized scores

Year:
2018
Language:
english
File:
PDF, 1.43 MB
english, 2018
26

Elicitable Risk Measures

Year:
2013
Language:
english
File:
PDF, 312 KB
english, 2013
33

Asymptotically efficient blind deconvolution

Year:
1990
File:
PDF, 1.04 MB
1990
37

Stationarity domains for -power Garch process with heavy tails

Year:
2007
Language:
english
File:
PDF, 187 KB
english, 2007
41

Haezendonck–Goovaerts risk measures and Orlicz quantiles

Year:
2012
Language:
english
File:
PDF, 264 KB
english, 2012
45

Spontaneous recovery in neonatal hemochromatosis

Year:
2004
Language:
english
File:
PDF, 61 KB
english, 2004
49

Isotonicity properties of generalized quantiles

Year:
2012
Language:
english
File:
PDF, 230 KB
english, 2012