Roger J. A. Laeven

According to our database, Roger J. A. Laeven authored at least 7 papers between 2013 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Dual Moments and Risk Attitudes.

Louis Eeckhoudt, Roger J. A. Laeven

Oper. Res., 2022

2021

Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures.

Fabio Bellini, Roger J. A. Laeven, Emanuela Rosazza Gianin

Eur. J. Oper. Res., 2021

2020

Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level.

Servaas van Bilsen, Roger J. A. Laeven, Theo E. Nijman

Manag. Sci., 2020

Risk apportionment: The dual story.

Louis Eeckhoudt, Roger J. A. Laeven, Harris Schlesinger

J. Econ. Theory, 2020

2018

Optimal Stopping Under Uncertainty in Drift and Jump Intensity.

Volker Krätschmer, Marcel Ladkau, Roger J. A. Laeven, John Schoenmakers, Mitja Stadje

Math. Oper. Res., 2018

2014

Robust Portfolio Choice and Indifference Valuation.

Roger J. A. Laeven, Mitja Stadje

Math. Oper. Res., 2014

2013

Entropy Coherent and Entropy Convex Measures of Risk.

Roger J. A. Laeven, Mitja Stadje

Math. Oper. Res., 2013