1. 2017
  2. How robust is the value-at-risk of credit risk portfolios?

    Bernard, C., Rüschendorf, L. & Vanduffel, S. 2017 In : The European Journal of Finance. 23, 6, p. 507-534

    Research output: Research - peer-reviewArticle

  3. Impact of Flexible Periodic Premiums on Variable Annuity Guarantees

    Bernard, C., Cui, Z. & Vanduffel, S. 2017 In : North American Actuarial Journal. 21, 1, p. 63-68

    Research output: Research - peer-reviewArticle

  4. Risk Bounds for Factor Models

    Bernard, C., Rüschendorf, L., Vanduffel, S. & Wang, R. 2017 In : Finance & Stochastics.

    Research output: Research - peer-reviewArticle

  5. Value-at-Risk Bounds with Variance Constraints

    Bernard, C., Rüschendorf, L. & Vanduffel, S. 2017 In : The Journal of Risk and Insurance. 84, 3, p. 923-959 27 p.

    Research output: Research - peer-reviewArticle

  6. 2016
  7. Dynamic preferences for popular investment strategies in pension funds

    Bernard, C. & Kwak, M. 2016 In : Scandinavian Actuarial Journal. 2016, 5, p. 398-419

    Research output: Research - peer-reviewArticle

  8. Measuring Portfolio Risk Under Partial Dependence Information

    Bernard, C., Denuit, M. & Vanduffel, S. 2016 In : Journal of Risk and Insurance.

    Research output: Research - peer-reviewArticle

  9. On the martingale property in stochastic volatility models based on time-homogeneous diffusions

    Bernard, C., Cui, Z. & Mcleish, D. 2016 In : Mathematical Finance.

    Research output: Research - peer-reviewArticle

  10. Risk Management of Policyholde Behavior in Equity-Linked Life Insurance

    Mackay, A., Augustiniak, A., Bernard, C. & Hardy, M. 2016 In : Journal of Risk and Insurance. forthcoming

    Research output: Research - peer-reviewArticle

  11. 2015
  12. Quantile of a Mixture with Application to Model Risk Assessment

    Bernard, C. & Vanduffel, S. Oct 2015 In : Dependence Modelling. 3, 1, p. 172-181

    Research output: Research - peer-reviewArticle

  13. Rationalizing Investors' choices

    Bernard, C., Chen, J. S. & Vanduffel, S. 1 Aug 2015 In : Journal of Mathematical Economics. 59, p. 10-23 14 p.

    Research output: Research - peer-reviewArticle

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