Roger J. A. Laeven

Identifiers

• name variant Roger J. A. Laeven 0.60 · backfill

Papers (8)

1. Goodness-of-Fit Testing for Point Processes in Large Populations math.ST · 2026 · author #3
2. Systemic Risk: Conditional Distortion Risk Measures q-fin.RM · 2019 · author #2
3. Risk Apportionment: The Dual Story q-fin.RM · 2017 · author #2
4. Dependent Microstructure Noise and Integrated Volatility Estimation from High-Frequency Data math.ST · 2017 · author #2
5. Dual Moments and Risk Attitudes q-fin.RM · 2016 · author #2
6. Robust Optimal Risk Sharing and Risk Premia in Expanding Pools q-fin.RM · 2016 · author #2
7. Risk Aversion in the Small and in the Large under Rank-Dependent Utility q-fin.MF · 2015 · author #2
8. Asymptotically distribution-free goodness-of-fit testing for tail copulas math.ST · 2015 · author #4

Mentions

• 2605.15814 #3 · arxiv_oai · confidence 0.70 Roger J. A. Laeven

Frequent Coauthors

• Louis R. Eeckhoudt 3 shared papers
• Estate V. Khmaladze 2 shared papers
• Sami Umut Can 2 shared papers
• Gregor Svindland 1 shared papers
• Harris Schlesinger 1 shared papers
• Jan Dhaene 1 shared papers
• John H. J. Einmahl 1 shared papers
• Michel H. Vellekoop 1 shared papers
• Thomas Knispel 1 shared papers
• Yiying Zhang 1 shared papers
• Z. Merrick Li 1 shared papers