Roger J. A. Laeven : Citation Profile

Are you Roger J. A. Laeven?

Universiteit van Tilburg (20% share)
Universiteit van Amsterdam (20% share)
Universiteit van Amsterdam (20% share)
Universiteit van Amsterdam (20% share)

14

H index

18

i10 index

797

Citations

RESEARCH PRODUCTION:

37

Articles

40

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 39
   Journals where Roger J. A. Laeven has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 48 (5.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla400
   Updated: 2024-04-18    RAS profile: 2024-04-06    
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Relations with other researchers

Works with:

Einmahl, John (2)

Ikefuji, Masako (2)

Dhaene, Jan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roger J. A. Laeven.

Is cited by:

Mierzejewski, Fernando (12)

Guillen, Montserrat (10)

Vanduffel, Steven (9)

Ben Amar, Amine (9)

Goutte, Stéphane (8)

Dhaene, Jan (7)

Forbes, Catherine (7)

Masih, Abul (6)

Neely, Christopher (6)

De Waegenaere, Anja (6)

Moraux, Franck (6)

Cites to:

Dhaene, Jan (38)

Marinacci, Massimo (25)

Gilboa, Itzhak (21)

EECKHOUDT, LOUIS (20)

Maccheroni, Fabio (18)

Chateauneuf, Alain (18)

Strzalecki, Tomasz (16)

Duffie, Darrell (15)

merton, robert (15)

Epstein, Larry (15)

Rustichini, Aldo (14)

Main data

Where Roger J. A. Laeven has published?

Journals with more than one article published# docs
Insurance: Mathematics and Economics16
Journal of Econometrics4
Journal of the American Statistical Association2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org16
Tinbergen Institute Discussion Papers / Tinbergen Institute4

Recent works citing Roger J. A. Laeven (2024 and 2023)

YearTitle of citing document
2023FINANCIAL RISK OPTIMISATION METHODS: A SURVEY. (2023). Chiper, Alexandra-Maria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:chipera.

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2023A fractional Hawkes process for illiquidity modeling. (2023). Hainaut, Donatien ; Dupret, Jean-Loup. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023001.

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2023A mutually exciting rough jump diffusion for financial modelling. (2023). Hainaut, Donatien. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2023011.

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2023A theory for combinations of risk measures. (2019). Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:1807.01977.

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2024Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing. (2020). Stadje, Mitja ; Nguyen, Thai. In: Papers. RePEc:arx:papers:2005.04312.

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2024Retirement decision and optimal consumption-investment under addictive habit persistence. (2020). Yuan, Fengyi ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2011.10166.

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2024Monotone additive statistics. (2021). Strack, Philipp ; Mu, Xiaosheng ; Tamuz, Omer ; Pomatto, Luciano. In: Papers. RePEc:arx:papers:2102.00618.

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2024Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2023A risk measurement approach from risk-averse stochastic optimization of score functions. (2022). Moresco, Marlon Ruoso ; Muller, Fernanda Maria ; Righi, Marcelo Brutti. In: Papers. RePEc:arx:papers:2208.14809.

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2023Statistical inference for rough volatility: Central limit theorems. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01216.

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2023Multi-kernel property in high-frequency price dynamics under Hawkes model. (2023). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2302.11822.

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2023Asymptotic Expansions for High-Frequency Option Data. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2304.12450.

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2024Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2023A note on the induction of comonotonic additive risk measures from acceptance sets. (2023). de Oliveira, Eduardo ; Righi, Marcelo Brutti ; Moresco, Marlon Ruoso ; Santos, Samuel Solgon. In: Papers. RePEc:arx:papers:2307.04647.

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2023Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand. (2023). Reale, Marco ; Dunker, Fabian ; Mendoza, Emil. In: Papers. RePEc:arx:papers:2307.13232.

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2024Uncertainty Propagation and Dynamic Robust Risk Measures. (2023). Pesenti, Silvana ; Mailhot, M'Elina ; Moresco, Marlon. In: Papers. RePEc:arx:papers:2308.12856.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2024iCOS: Option-Implied COS Method. (2023). Vladimirov, Evgenii. In: Papers. RePEc:arx:papers:2309.00943.

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2023Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity. (2023). Quante, Lennart ; Fries, Christian. In: Papers. RePEc:arx:papers:2309.16186.

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2023Monotonic mean-deviation risk measures. (2023). Wang, Ruodu ; Han, Xia ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2312.01034.

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2023Accounting for Financing Risks improves Intergenerational Equity of Climate Change Mitigation. (2023). Quante, Lennart ; Fries, Christian P. In: Papers. RePEc:arx:papers:2312.07614.

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2023Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility. (2023). Xu, Wei ; Horst, Ulrich ; Zhang, Rouyi. In: Papers. RePEc:arx:papers:2312.08784.

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2023.

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2023Robust Bayesian Choice. (2023). Stanca, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:690.

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2023Le déploiement de la cybersanté au Mali: considérations juridiques à partir de la perspective québécoise. (2023). Kiriakos, Mathieu ; Toussaint-Martin, Olivia ; Orozco, Natalia Torres ; Oula, Arthur ; Daniel, Charles-Tienne ; Forcier, Mlanie Bourassa. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-08.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Bootstrap inference for Hawkes and general point processes. (2023). Cavaliere, Giuseppe ; Stark-Ostergaard, Jacob ; Rahbek, Anders ; Lu, YE. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:133-165.

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2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2023Adjusted Rényi entropic Value-at-Risk. (2023). Hu, Taizhong ; Xia, Zichao ; Wu, Qinyu ; Zou, Zhenfeng. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:255-268.

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2023Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation. (2023). Ma, Tiejun ; Xu, Huifu ; Wang, Wei. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:322-347.

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2023The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns. (2023). Kwok, Simon ; Leong, Minhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000786.

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2023Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385.

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2023A Bayesian analysis of time-varying jump risk in S&P 500 returns and options. (2023). Luo, Dan ; Carverhill, Andrew. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000751.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2023The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors. (2023). Ben Amar, Amine ; Balli, Faruk ; Billah, Mabruk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x23000021.

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2023Shot-noise cojumps: exact simulation and option pricing. (2023). Zhao, Hongbiao ; Dassios, Angelos ; Qu, Yan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111537.

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2024Mind Your Language: Market Responses to Central Bank Speeches. (2023). Yang, Xiye ; Neely, Christopher J ; McMahon, Michael ; Erdemlioglu, Deniz ; Ahrens, Maximilian. In: Working Papers. RePEc:fip:fedlwp:96270.

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2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490.

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2023Local Gaussian Cross-Spectrum Analysis. (2023). Tjostheim, Dag ; Jordanger, Lars Arne. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:12-:d:1129548.

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2023.

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2023Against the Odds! The Tradeoff Between Risk and Incentives is Alive and Well. (2023). Corgnet, Brice ; Zylbersztejn, Adam ; Kpegli, Yao Thibaut ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:gat:wpaper:2305.

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2023Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict. (2023). Goutte, Stéphane ; ben Amar, Amine ; Bouattour, Mondher ; Bellalah, Makram. In: Working Papers. RePEc:hal:wpaper:halshs-04064084.

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2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

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2023Systemic Risk: Bank Characteristics Matter. (2023). Piccotti, Louis R ; Mazumder, Sharif. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00386-z.

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2023On the predictions of cumulative prospect theory for third and fourth order risk preferences. (2023). Georgalos, Konstantinos ; Peel, David A ; Paya, Ivan. In: Theory and Decision. RePEc:kap:theord:v:95:y:2023:i:2:d:10.1007_s11238-022-09920-w.

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2023.

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2023Uniform Approximation for the Tail Behavior of Bidimensional Randomly Weighted Sums. (2023). Du, Kailin ; Shen, Xinmei. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:25:y:2023:i:1:d:10.1007_s11009-023-10000-x.

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2023Global food price volatility and inflationary pressures among developing economies. (2023). Agyapong, Elvis Kwame ; Abaidoo, Rexford. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00569-3.

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2023Robust Bayesian Choice. (2023). Lorenzo, Stanca. In: Working papers. RePEc:tur:wpapnw:079.

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2023Emerging and advanced economies markets behaviour during the COVID?19 crisis era. (2023). Goutte, Stéphane ; Fateh, BELAID ; Ben Amar, Amine ; Belaid, Fateh ; Guesmi, Khaled. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1563-1581.

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Works by Roger J. A. Laeven:

YearTitleTypeCited
2015Risk Aversion in the Small and in the Large under Rank-Dependent Utility In: Papers.
[Full Text][Citation analysis]		paper1
2016Robust Optimal Risk Sharing and Risk Premia in Expanding Pools In: Papers.
[Full Text][Citation analysis]		paper3
2016Robust optimal risk sharing and risk premia in expanding pools.(2016) In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2018Dual Moments and Risk Attitudes In: Papers.
[Full Text][Citation analysis]		paper1
2017Risk Apportionment: The Dual Story In: Papers.
[Full Text][Citation analysis]		paper6
2020Risk apportionment: The dual story.(2020) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2019Systemic Risk: Conditional Distortion Risk Measures In: Papers.
[Full Text][Citation analysis]		paper7
2022Systemic risk: Conditional distortion risk measures.(2022) In: Insurance: Mathematics and Economics.
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This paper has nother version. Agregated cites: 7		article
2021Robust Multiple Stopping -- A Pathwise Duality Approach In: Papers.
[Full Text][Citation analysis]		paper0
2021Probability Premium and Attitude Towards Probability In: Papers.
[Full Text][Citation analysis]		paper0
2021Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes In: Papers.
[Full Text][Citation analysis]		paper0
2021Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures In: Papers.
[Full Text][Citation analysis]		paper0
2022Quasi-Logconvex Measures of Risk In: Papers.
[Full Text][Citation analysis]		paper0
2022Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation In: Papers.
[Full Text][Citation analysis]		paper1
2022Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation.(2022) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1		paper
2023Elicitability of Return Risk Measures In: Papers.
[Full Text][Citation analysis]		paper0
2023Dynamic Return and Star-Shaped Risk Measures via BSDEs In: Papers.
[Full Text][Citation analysis]		paper3
2023Law-Invariant Return and Star-Shaped Risk Measures In: Papers.
[Full Text][Citation analysis]		paper2
2023A Rank-Dependent Theory for Decision under Risk and Ambiguity In: Papers.
[Full Text][Citation analysis]		paper0
2024On Geometrically Convex Risk Measures In: Papers.
[Full Text][Citation analysis]		paper0
2008Can a Coherent Risk Measure Be Too Subadditive? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article23
2006Risk measurement with equivalent utility principles In: Statistics & Risk Modeling.
[Full Text][Citation analysis]		article33
2019Dependent Microstructure Noise and Integrated Volatility: Estimation from High-Frequency Data In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper2
2020Dependent microstructure noise and integrated volatility estimation from high-frequency data.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020Consumption and Portfolio Choice under Internal Multiplicative Habit Formation In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article0
2011Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model In: ISER Discussion Paper.
[Full Text][Citation analysis]		paper4
2015The probability premium: A graphical representation In: Economics Letters.
[Full Text][Citation analysis]		article3
2014Mutual excitation in Eurozone sovereign CDS In: Journal of Econometrics.
[Full Text][Citation analysis]		article58
2014Mutual excitation in eurozone sovereign CDS.(2014) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 58		paper
2018Testing for self-excitation in jumps In: Journal of Econometrics.
[Full Text][Citation analysis]		article13
2020Expected utility and catastrophic risk in a stochastic economy–climate model In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2010Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model.(2010) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2010Expected Utility and Catastrophic Risk in a Stochastic Economy-Climate Model.(2010) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2021Dynamic robust Orlicz premia and Haezendonck–Goovaerts risk measures In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2004An optimization approach to the dynamic allocation of economic capital In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article44
2004A comonotonic image of independence for additive risk measures In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article32
2004A Comonotonic Image of Independence for Additive Risk Measures.(2004) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2005Some asymptotic results for sums of dependent random variables, with actuarial applications In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2008Actuarial risk measures for financial derivative pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article37
2009Editorial to the special issue on modeling and measurement of multivariate risk in insurance and finance In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article5
2009Worst VaR scenarios with given marginals and measures of association In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article19
2009Worst VaR scenarios: A remark In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article8
2010A note on additive risk measures in rank-dependent utility In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2010Decision principles derived from risk measures In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article33
2011Worst case risk measurement: Back to the future? In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article12
2012A note on weighted premium calculation principles In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2013Optimal dividends and ALM under unhedgeable risk In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article0
2015Expected utility and catastrophic consumption risk In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article9
2020Dynamic consumption and portfolio choice under prospect theory In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article6
2015Modeling financial contagion using mutually exciting jump processes In: Journal of Financial Economics.
[Full Text][Citation analysis]		article266
2010Modeling Financial Contagion Using Mutually Exciting Jump Processes.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266		paper
2020Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level In: Management Science.
[Full Text][Citation analysis]		article12
2013Entropy Coherent and Entropy Convex Measures of Risk In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article14
2014Robust Portfolio Choice and Indifference Valuation In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article24
2018Optimal Stopping Under Uncertainty in Drift and Jump Intensity In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article2
2013Pareto utility In: Theory and Decision.
[Full Text][Citation analysis]		article8
2017Estimation of the Continuous and Discontinuous Leverage Effects In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article29
2022Earthquake Risk Embedded in Property Prices: Evidence From Five Japanese Cities In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article3
2018Earthquake risk embedded in property prices: Evidence from five Japanese cities.(2018) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2024Two-Sample Testing for Tail Copulas with an Application to Equity Indices In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices.(2021) In: Discussion Paper.
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This paper has nother version. Agregated cites: 0		paper
2021Two-Sample Testing for Tail Copulas with an Application to Equity Indices.(2021) In: Other publications TiSEM.
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In: .
[Full Text][Citation analysis]		article1
2005Managing Economic and Virtual Economic Capital Within Financial Conglomerates In: North American Actuarial Journal.
[Full Text][Citation analysis]		article17
2014Expected Utility and Catastrophic Risk In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper3
2011Entropy Coherent and Entropy Convex Measures of Risk In: Discussion Paper.
[Full Text][Citation analysis]		paper8
2011Entropy Coherent and Entropy Convex Measures of Risk.(2011) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2014Asymptotically Distribution-Free Goodness-of-Fit Testing for Tail Copulas.(2014) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0		paper
2010Scrap Value Functions in Dynamic Decision Problems In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2010Scrap Value Functions in Dynamic Decision Problems.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0		paper
2010Burr Utility In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2010Burr Utility.(2010) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0		paper
2017Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2017Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas.(2017) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 0		paper
2020Goodness-of-fit testing for copulas: A distribution-free approach In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2011Liquidity premium in Solvency II In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0

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