1. 2017
  2. Block Rearranging Elements within Matrix Columns to Minimize the Variability of the Row Sums

    Boudt, K., Jakobsons, E. & Vanduffel, S. Feb 2017 In : 4OR.

    Research output: Research - peer-reviewArticle

  3. A stein type lemma for the multivariate generalized hyperbolic distribution

    Vanduffel, S. & Yao, J. 2017 In : European Journal of Operational Research. 261, p. 606-612 7 p.

    Research output: Research - peer-reviewArticle

  4. 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

  5. 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

  6. Reduction of Value-at-Risk bounds via independence and variance information

    Puccetti, G., Rüschendorf, L., Small, D. & Vanduffel, S. 2017 In : Scandinavian Actuarial Journal. Volume 2017, Issue 3, p. 245-266

    Research output: Research - peer-reviewArticle

  7. Risk Bounds for Factor Models

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

    Research output: Research - peer-reviewArticle

  8. 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

  9. 2016
  10. 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

  11. 2015
  12. Dependence Uncertainty Bounds for the Expectile of a Portfolio

    Jakobsons, E. & Vanduffel, S. 1 Dec 2015 In : Risks. 3, p. 599-623 25 p.

    Research output: Research - peer-reviewArticle

  13. 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

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