Steven Vanduffel

Steven Vanduffel

Free University of Brussels - Brussels / Belgium
Economics & Econometrics / Banking and Insurance
AD Scientific Index ID: 1402311
Vrije Universiteit Brussel
person_outline Steven Vanduffel's MOST POPULAR ARTICLES
1-) Risk measures and comonotonicity: a reviewJ Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D VynckeStochastic models 22 (4), 573-606, 20063472006
2-) Optimal capital allocation principlesJ Dhaene, A Tsanakas, EA Valdez, S VanduffelJournal of Risk and Insurance 79 (1), 1-28, 20122682012
3-) Can a coherent risk measure be too subadditive?J Dhaene, RJA Laeven, S Vanduffel, G Darkiewicz, MJ GoovaertsJournal of Risk and Insurance 75 (2), 365-386, 20081722008
4-) Value‐at‐risk bounds with variance constraintsC Bernard, L Rüschendorf, S VanduffelJournal of Risk and Insurance 84 (3), 923-959, 20171222017
5-) Some results on the CTE-based capital allocation ruleJ Dhaene, L Henrard, Z Landsman, A Vandendorpe, S VanduffelInsurance: Mathematics and Economics 42 (2), 855-863, 20081082008