Roger J. A. Laeven

Finance · 2004–2017

A researcher in the Science corpus: 9 papers; trusts 26 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Roger J. A. Laeven trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Michel Denuit
  2. Marc J. Goovaerts
  3. Paul Embrechts
  4. Martin F. Hellwig
  5. Jan Dhaene
  6. Rob Kaas
  7. Roger B. Nelsen
  8. Jun Pan
  9. David S. Bates
  10. R. Tyrrell Rockafellar

Who trusts Roger J. A. Laeven overall

  1. Marc J. Goovaerts
  2. Thibault Jaisson
  3. Emmanuel Bacry
  4. Danijar Hafner
  5. Dante Amengual
  6. Edward Furman

Papers from Roger J. A. Laeven's perspective

Ordered by how strongly the researchers Roger J. A. Laeven trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Coherent Risk Measures on General Probability Spaces
  2. On law invariant coherent risk measures
  3. Actuarial Theory for Dependent Risks: Measures, Orders and Models
  4. Stochastic Orders and Risk Measures: Consistency and Bounds
  5. Best-possible bounds on sets of bivariate distribution functions
  6. Distortion Risk Measures and Economic Capital
  7. A Genuine Rank-Dependent Generalization of the Von Neumann-Morgenstern Expected Utility Theorem
  8. On the significance of expected shortfall as a coherent risk measure
  9. A Universal Framework for Pricing Financial and Insurance Risks (ASTIN Bulletin: The Journal of the International Actuarial Association)
  10. A rank-dependent generalization of zero utility principle

Their papers