Steven Vanduffel

Vrije Universiteit Brussel

8本站收录论文

212这些论文的被引

7本站 h 指数

11合作者

作者编号 A5053679947 · ORCID 0000-0003-0511-1044。统计只算本站收录的论文。

发表的论文8 篇，按出版时间

1
Optimal payoffs under smooth ambiguityEuropean Journal of Operational Research20249
2
Can an actuarially unfair tontine be optimal?The Geneva Risk and Insurance Review20247
3
Fair allocation of indivisible goods with minimum inequality or minimum envyEuropean Journal of Operational Research20218
4
Optimal Multivariate Financial Decision MakingEuropean Journal of Operational Research20214
5
Optimal strategies under Omega ratioEuropean Journal of Operational Research201831
6
A Stein Type Lemma for the Multivariate Generalized Hyperbolic DistributionEuropean Journal of Operational Research201715
7
MEASURING PORTFOLIO RISK UNDER PARTIAL DEPENDENCE INFORMATIONJournal of Risk and Insurance201636
8
Value‐at‐Risk Bounds With Variance ConstraintsJournal of Risk and Insurance2015102

按月发文

逐年被引

合作者

Carole Bernard5 篇 Ludger Rüschendorf2 篇 An Chen1 篇 Michel M. Denuit1 篇 Marco Feliciangeli1 篇 Morten Wilke1 篇 Luca De Gennaro Aquino1 篇 Dries Cornilly1 篇 Giovanni Puccetti1 篇 Jiang Ye1 篇 Jing Yao1 篇

研究主题和期刊

European Journal of Operational Research5 Journal of Risk and Insurance2 The Geneva Risk and Insurance Review1