Koen Van Weert

Catholic University of Leuven (KUL). Faculty of Business and Economics

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

144

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

On the Interplay between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures

Insurance: Mathematics and Economics, Vol. 51, No. 1, pp. 10-18
Number of pages: 21 Posted: 25 Jul 2011 Last Revised: 20 Mar 2012
Catholic University of Leuven (KUL) - Department of Economics, University of Illinois, Catholic University of Leuven (KUL). Faculty of Business and Economics and Ankara University - Department of Statistics
Downloads 86 (398,911)

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2.

Optimal Portfolio Selection for General Provisioning and Terminal Wealth Problems

Number of pages: 21 Posted: 08 Dec 2009
Koen Van Weert, Jan Dhaene and Marc J. Goovaerts
Catholic University of Leuven (KUL). Faculty of Business and Economics, Katholieke Universiteit Leuven and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 39 (578,898)
Citation 1

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3.

Comonotic Approximations for a Generalized Provisioning Problem with Application to Optimal Portfolio Selection

Number of pages: 20 Posted: 17 Jan 2010
Koen Van Weert, Jan Dhaene and Marc J. Goovaerts
Catholic University of Leuven (KUL). Faculty of Business and Economics, Katholieke Universiteit Leuven and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 19 (711,485)

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