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Roger J.A. Laeven: Talks

Selected Talks:
Entropy coherent and entropy convex measures of risk, 2010 AMaMeF Conference, Berlin, Germany, September 30, 2010.

Worst Var scenarios with given marginals, 13th International Congress on Insurance: Mathematics and Economics, Istanbul, Turkey, May 27-29, 2009.

Knightian measures of risk, 4th World Congress of the Bachelier Finance Society, Tokyo, Japan, August 17-20, 2006.

On the tail probability for discounted sums of heavy-tailed losses, 5th Winter School on Mathematical Finance, Lunteren, The Netherlands, January 24, 2006.

A comonotonic image of independence for additive risk measures, Econometrics and Statistics Seminar, University of Tilburg, The Netherlands, February 17, 2005.