Access Statistics for Roger J. A. Laeven

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comonotonic Image of Independence for Additive Risk Measures 0 0 0 164 0 4 8 525
A Rank-Dependent Theory for Decision under Risk and Ambiguity 0 0 1 13 1 3 7 21
Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures 0 0 0 4 1 2 3 15
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 1 0 5 8 14
Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas 0 0 0 16 1 2 5 37
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 0 0 1 2 3
Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas 0 0 0 35 0 4 6 44
Burr Utility 0 0 0 0 0 4 4 9
Burr Utility 0 0 0 5 1 3 5 33
Constructing Uncertainty Sets for Robust Risk Measures: A Composition of $\phi$-Divergences Approach to Combat Tail Uncertainty 0 0 0 3 1 8 10 14
Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data 0 0 0 40 4 5 22 62
Dual Moments and Risk Attitudes 0 0 0 32 0 4 7 54
Dynamic Return and Star-Shaped Risk Measures via BSDEs 0 0 0 1 1 2 9 21
Earthquake risk embedded in property prices: Evidence from five Japanese cities 0 0 0 23 1 4 8 82
Elicitability of Return Risk Measures 0 0 0 8 0 1 5 26
Entropy Coherent and Entropy Convex Measures of Risk 0 0 0 1 0 5 6 9
Entropy Coherent and Entropy Convex Measures of Risk 0 0 0 12 2 7 11 47
Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation 0 0 2 3 4 5 40 50
Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation 0 0 0 26 0 6 24 52
Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes 0 0 0 4 0 3 10 25
Expected Utility and Catastrophic Risk 0 0 1 42 1 4 12 106
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 13 1 4 11 82
Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model 0 0 0 0 1 3 9 19
Generalized Orlicz premia 0 0 1 1 0 1 7 7
Geometric BSDEs 0 0 0 0 2 4 12 19
Goodness-of-fit testing for copulas: A distribution-free approach 0 0 0 15 2 5 6 32
Higher-Order Ambiguity Attitudes 0 0 5 10 1 7 29 38
Higher-Order Risk Attitudes for Non-Expected Utility 0 0 0 5 0 4 13 17
Higher-Order Risk Attitudes for Non-Expected Utility 0 0 1 5 0 6 14 22
Law-Invariant Return and Star-Shaped Risk Measures 0 0 0 1 0 3 5 12
Liquidity premium in Solvency II 0 0 0 6 0 0 2 33
Localizing Strictly Proper Scoring Rules 0 0 2 9 1 4 9 23
Measuring Financial Resilience Using Backward Stochastic Differential Equations 0 0 1 1 2 4 10 10
Modeling Financial Contagion Using Mutually Exciting Jump Processes 0 0 2 150 3 14 28 527
Mutual excitation in eurozone sovereign CDS 0 0 0 58 0 3 10 197
On Geometrically Convex Risk Measures 0 0 0 7 0 2 6 21
Probability Premium and Attitude Towards Probability 0 0 1 15 0 3 9 36
Quasi-Logconvex Measures of Risk 0 0 0 13 1 2 9 19
Risk Apportionment: The Dual Story 0 0 0 23 2 5 8 47
Risk Aversion in the Small and in the Large under Rank-Dependent Utility 0 0 0 32 1 5 9 67
Robust Multiple Stopping -- A Pathwise Duality Approach 0 0 0 8 0 3 4 34
Robust Optimal Risk Sharing and Risk Premia in Expanding Pools 0 0 0 20 1 4 7 27
Robust Optimization of Rank-Dependent Models with Uncertain Probabilities 0 0 1 5 0 4 15 18
Robust multiple stopping — A duality approach 0 0 0 1 1 3 5 7
Scrap Value Functions in Dynamic Decision Problems 0 0 0 7 0 2 4 75
Scrap Value Functions in Dynamic Decision Problems 0 0 0 0 1 4 6 12
Semiparametric Estimation of Probability Weighting Functions Implicit in Option Prices 3 4 9 9 4 15 24 24
Systemic Risk: Conditional Distortion Risk Measures 0 0 0 18 0 2 7 72
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 5 0 0 3 9
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 7 1 4 5 9
Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model 0 0 1 53 2 9 18 138
Total Working Papers 3 4 28 930 45 211 516 2,902

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comonotonic image of independence for additive risk measures 0 0 0 22 0 0 2 110
A note on additive risk measures in rank-dependent utility 0 0 0 8 0 0 1 45
A note on weighted premium calculation principles 0 0 0 20 0 3 8 118
Actuarial risk measures for financial derivative pricing 0 0 1 52 1 2 8 186
An optimization approach to the dynamic allocation of economic capital 0 0 1 111 1 1 4 255
Can a Coherent Risk Measure Be Too Subadditive? 0 0 0 33 0 3 6 191
Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level 0 0 2 16 1 6 20 81
Consumption and Portfolio Choice under Internal Multiplicative Habit Formation 0 0 2 8 0 3 9 30
Decision principles derived from risk measures 0 0 0 19 0 0 3 99
Dependent microstructure noise and integrated volatility estimation from high-frequency data 0 0 2 9 5 19 36 66
Dual Moments and Risk Attitudes 1 1 1 1 1 11 14 19
Dynamic consumption and portfolio choice under prospect theory 0 0 0 7 2 14 21 71
Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures 0 0 1 4 0 2 7 19
Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities 0 0 0 2 2 3 6 18
Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance 0 0 0 54 0 0 5 115
Estimating option pricing models using a characteristic function-based linear state space representation 0 0 0 0 3 12 19 19
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 0 4 10 46
Expected utility and catastrophic consumption risk 0 0 0 10 1 2 7 64
Expected utility and catastrophic risk in a stochastic economy–climate model 0 0 2 12 1 5 10 108
Law-invariant return and star-shaped risk measures 0 0 0 0 0 1 6 9
Managing Economic and Virtual Economic Capital Within Financial Conglomerates 0 0 0 1 0 1 6 15
Modeling financial contagion using mutually exciting jump processes 1 1 11 167 9 18 50 589
Mutual excitation in Eurozone sovereign CDS 0 0 1 48 1 6 13 157
Optimal Stopping Under Uncertainty in Drift and Jump Intensity 0 0 0 5 2 3 8 24
Optimal dividends and ALM under unhedgeable risk 0 0 0 8 2 5 15 59
Pareto utility 0 0 0 17 3 4 14 110
Risk apportionment: The dual story 0 0 1 5 3 5 14 45
Risk measurement with equivalent utility principles 0 1 1 2 0 3 5 14
Robust Multiple Stopping—A Duality Approach 0 0 0 0 0 4 8 8
Robust optimal risk sharing and risk premia in expanding pools 0 0 0 2 3 11 14 39
Some asymptotic results for sums of dependent random variables, with actuarial applications 0 0 1 120 0 2 5 255
Systemic risk: Conditional distortion risk measures 0 0 1 4 0 3 10 33
Testing for self-excitation in jumps 0 0 0 25 0 8 10 94
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance 0 0 0 0 1 1 2 3
The probability premium: A graphical representation 0 0 0 14 1 1 3 156
Two-Sample Testing for Tail Copulas with an Application to Equity Indices 0 0 0 1 0 2 3 7
Worst VaR scenarios with given marginals and measures of association 0 0 0 41 0 6 13 123
Worst VaR scenarios: A remark 0 0 2 13 0 2 7 94
Worst case risk measurement: Back to the future? 0 0 0 12 0 2 3 76
Total Journal Articles 2 3 30 882 43 178 405 3,570
2 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09