Concepedia

Stop-loss Limits

Stop-Loss Limits is a risk management mechanism that belongs to the class of risk control measures, specifically defined as a predetermined threshold on losses within a financial or investment context, beyond which positions are automatically liquidated or restricted to prevent further deterioration of performance.

35

Publications

1.6K

Citations

57

Authors

35

Institutions

Publications per year

2017–2026

5

Parents

Publications

35

Stock Trading: An Optimal Selling Rule

Q. Zhang · SIAM Journal on Control and Optimization · 2001 · 304 citations

, , +17

Stop-loss order for portfolios of dependent risks

Alfred Müller · Insurance Mathematics and Economics · 1997 · 160 citations

, , +14

Optimal reinsurance and stop-loss order

Michel Denuit, Catherine Vermandele · Insurance Mathematics and Economics · 1998 · 89 citations

, , +14

Does positive dependence between individual risks increase stop-loss premiums?

Michel Denuit, Jan Dhaene, Carme Ribas · Insurance Mathematics and Economics · 2001 · 79 citations

, , +16

On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums

Hans U. Gerber · Insurance Mathematics and Economics · 1982 · 69 citations

, , +15

1–5 of 35

Authors

57

  1. MG
    Marc Goovaerts

    KU Leuven, Belgium

    4 publications · 124 citations

    4

    h-index

  2. AW
    Andrew W. Lo

    Massachusetts Institute of Technology, United States

    3 publications · 111 citations

    3

    h-index

  3. MD
    Michel Denuit

    UCLouvain, Belgium

    3 publications · 185 citations

    3

    h-index

  4. FD
    F. De Vylder

    UCLouvain, Belgium

    2 publications · 30 citations

    2

    h-index

  5. YC
    Yichun Chi

    Central University of Finance and Economics, China

    2 publications · 62 citations

    2

    h-index

1–5 of 57

Institutions

35

  1. KU Leuven

    Leuven, Belgium

    6 h-index

    7 publications

    237 citations

  2. University of Antwerp

    Antwerp, Belgium

    3 h-index

    4 publications

    144 citations

  3. UCLouvain

    Louvain-la-Neuve, Belgium

    3 h-index

    3 publications

    140 citations

  4. Central University of Finance and Economics

    Beijing, China

    3 h-index

    5 publications

    193 citations

  5. Massachusetts Institute of Technology

    Cambridge, United States

    3 h-index

    4 publications

    130 citations

  6. University of Amsterdam

    Amsterdam, The Netherlands

    3 h-index

    5 publications

    115 citations

  7. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    2 h-index

    3 publications

    79 citations

  8. University of Waterloo

    Waterloo, Canada

    2 h-index

    3 publications

    137 citations

1–8 of 35

Venues

  1. Insurance Mathematics and Economics

    16 publications · 675 citations

    12

    h-index

  2. SSRN Electronic Journal

    Repository · 3 publications · 55 citations

    3

    h-index

  3. North American Actuarial Journal

    NAAJ · 2 publications · 86 citations

    2

    h-index

  4. Journal of Financial Markets

    2 publications · 92 citations

    2

    h-index

  5. Multiscale Modeling and Simulation

    MMS · 1 publications · 33 citations

    1

    h-index

1–5