Rob Kaas

Management Science and Operations Research · 2000–2010

A researcher in the Science corpus: 17 papers; trusts 14 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 85 citations into it; #1,129 of 11,946 by trust here, #274 by citations
• Finance — 67 citations into it; #1,735 of 10,518 by trust here, #712 by citations
• Economics and Econometrics — 57 citations into it; #6,668 of 23,481 by trust here, #2,698 by citations
• Demography — 44 citations into it; #350 of 4,236 by trust here, #87 by citations
• Statistics and Probability — 21 citations into it
• General Decision Sciences — 10 citations into it; #1,547 of 1,995 by trust here, #1,374 by citations

Whom Rob Kaas trusts overall

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

1. Jan Dhaene
2. Michel Denuit
3. Shaun S. Wang
4. Marc J. Goovaerts
5. Roger B. Nelsen
6. Qihe Tang
7. D. Hennessy
8. Paul Embrechts
9. Alfred Müller
10. J. Quesada-Molina

Who trusts Rob Kaas overall

1. Marc J. Goovaerts
2. Jan Dhaene
3. Michel Denuit
4. Carole Bernard
5. Steven Vanduffel
6. Michèle Vanmaele
7. Ka Chun Cheung
8. Roger J. A. Laeven
9. Paul Embrechts
10. Hélène Cossette

Papers from Rob Kaas's perspective

Ordered by how strongly the researchers Rob Kaas trusts endorse each paper. Same corpus, a different order for every researcher.

1. Actuarial Theory for Dependent Risks: Measures, Orders and Models
2. Coherent Risk Measures on General Probability Spaces
3. Convex measures of risk and trading constraints (Finance and Stochastics)
4. The Pricing of Options and Corporate Liabilities
5. On law invariant coherent risk measures
6. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
7. Best-possible bounds on sets of bivariate distribution functions
8. Risk Measures and Comonotonicity: A Review
9. Stochastic Orders and Risk Measures: Consistency and Bounds
10. Distortion Risk Measures and Economic Capital

Their papers

• The concept of comonotonicity in actuarial science and finance: theory (2002) — 683 citations
• Risk Measures and Comonotonicity: A Review (2006) — 337 citations
• The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (2005) — 110 citations
• The Concept of Comonotonicity in Actuarial Science and Finance: Applications (2002) — 418 citations
• Upper and lower bounds for sums of random variables (2000) — 237 citations
• Comonotonic Approximations for Optimal Portfolio Selection Problems (2005) — 92 citations
• Some New Classes of Consistent Risk Measures (2004) — 106 citations
• A comonotonic image of independence for additive risk measures (2004) — 70 citations
• Economic Capital Allocation Derived from Risk Measures (2002) — 204 citations
• Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005) — 445 citations
• Modern Actuarial Risk Theory (2001) — 523 citations
• A Unified Approach to Generate Risk Measures (2003) — 51 citations
• Worst VaR scenarios with given marginals and measures of association (2009) — 54 citations
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (2008) — 59 citations
• Decision principles derived from risk measures (2010) — 52 citations
• Risk measurement with equivalent utility principles (2006) — 77 citations
• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (2002) — 56 citations