I agree that this site is using cookies. You can find further informations here.
X
Vanduffel, S.
94  results:
Search for persons X
?
1

Optimal multivariate financial decision making:

Bernard, C. ; De Gennaro Aquino, L. ; Vanduffel, S.
European Journal of Operational Research.  307 (2023)  1 - p. 468-483 , 2023
Link: https://doi.org/10.1016/..
 
?
2

The optimal payoff for a Yaari investor:

Boudt, K. ; Dragun, K. ; Vanduffel, S.
Quantitative Finance.  22 (2022)  10 - p. 1839-1852 , 2022
Link: https://doi.org/10.1080/..
 
?
3

Upper bounds for strictly concave distortion risk measures ..:

Cornilly, D. ; Rüschendorf, L. ; Vanduffel, S.
Insurance: Mathematics and Economics.  82 (2018)  - p. 141-151 , 2018
Link: https://doi.org/10.1016/..
 
?
4

Optimal portfolios under a correlation constraint:

Bernard, C. ; Cornilly, D. ; Vanduffel, S.
Quantitative Finance.  18 (2017)  3 - p. 333-345 , 2017
Link: https://doi.org/10.1080/..
 
?
5

Mean–variance optimal portfolios in the presence of a bench..:

Bernard, C. ; Vanduffel, S.
European Journal of Operational Research.  234 (2014)  2 - p. 469-480 , 2014
Link: https://doi.org/10.1016/..
 
?
6

Discussion on "Asymptotic Analysis of Multivariate Tail Con..:

Vanduffel, S. ; Yao, Jing
North American Actuarial Journal.  17 (2013)  1 - p. 98-100 , 2013
Link: https://doi.org/10.1080/..
 
?
7

Can a Coherent Risk Measure Be Too Subadditive?:

Dhaene, J. ; Laeven, R. J. A. ; Vanduffel, S...
The Journal of Risk and Insurance.  75 (2008)  2 - p. 365-386 , 2008
Link: https://www.jstor.org/st..
 
?
8

Can a Coherent Risk Measure Be Too Subadditive?:

Dhaene, J. ; Laeven, R. J. A. ; Vanduffel, S...
Journal of Risk and Insurance.  75 (2008)  2 - p. 365-386 , 2008
Link: https://doi.org/10.1111/..
 
?
9

Some results on the CTE-based capital allocation rule:

Dhaene, J. ; Henrard, L. ; Landsman, Z...
Insurance: Mathematics and Economics.  42 (2008)  2 - p. 855-863 , 2008
Link: https://doi.org/10.1016/..
 
?
10

Optimal approximations for risk measures of sums of lognorm..:

Vanduffel, S. ; Chen, X. ; Dhaene, J....
Journal of Computational and Applied Mathematics.  221 (2008)  1 - p. 202-218 , 2008
Link: https://doi.org/10.1016/..
 
?
11

Risk Measures and Comonotonicity: A Review:

Dhaene, J. ; Vanduffel, S. ; Goovaerts, M. J....
Stochastic Models.  22 (2006)  4 - p. 573-606 , 2006
Link: https://doi.org/10.1080/..
 
?
12

Comonotonic Approximations for Optimal Portfolio Selection ..:

Dhaene, J. ; Vanduffel, S. ; Goovaerts, M. J...
The Journal of Risk and Insurance.  72 (2005)  2 - p. 253-300 , 2005
Link: https://www.jstor.org/st..
 
?
13

Comonotonic Approximations for Optimal Portfolio Selection ..:

Dhaene, J. ; Vanduffel, S. ; Goovaerts, M. J...
Journal of Risk and Insurance.  72 (2005)  2 - p. 253-300 , 2005
Link: https://doi.org/10.1111/..
 
?
14

The hurdle-race problem:

Vanduffel, S. ; Dhaene, J. ; Goovaerts, M..
Insurance: Mathematics and Economics.  33 (2003)  2 - p. 405-413 , 2003
Link: https://doi.org/10.1016/..
 
?
15

On some synchronization problems with multiple instances:

Cornilly D ; Puccetti G ; Ruschendorf L.
info:eu-repo/semantics/altIdentifier/wos/WOS:000696929200012.  , 2022
Link: http://hdl.handle.net/24..
 
1-15