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~isPartOf:"Insurance / Mathematics & economics"
~language:"eng"
~person:"Dhaene, Jan"
~person:"Fabozzi, Frank J."
~type_genre:"Article in journal"
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Dhaene, Jan
Fabozzi, Frank J.
Young, Virginia R.
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Denuit, Michel
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Liang, Zongxia
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Insurance / Mathematics & economics
The journal of portfolio management : JPM
34
The journal of portfolio management : a publication of Institutional Investor
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The journal of fixed income
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12
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International review of financial analysis
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Economics letters
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Journal of international money and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of asset management : a major new, international quarterly journal for the financial community
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The journal of derivatives : JOD
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European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Journal of pension economics and finance
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Journal / The Capco Institute : journal of financial transformation
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Astin bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
23
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1
Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hanbali, Hamza
;
Dhaene, Jan
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 22-37
Persistent link: https://www.econbiz.de/10013471096
Saved in:
2
Systemic risk : conditional distortion risk measures
Dhaene, Jan
;
Laeven, Roger J. A.
;
Zhang, Yiying
- In:
Insurance / Mathematics & economics
102
(
2022
),
pp. 126-145
Persistent link: https://www.econbiz.de/10013271967
Saved in:
3
Fair dynamic valuation of insurance liabilities via convex hedging
Chen, Ze
;
Chen, Bingzheng
;
Dhaene, Jan
;
Yang, Tianyu
- In:
Insurance / Mathematics & economics
98
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012545257
Saved in:
4
A dynamic equivalence principle for systematic longevity risk management
Hanbali, Hamza
;
Denuit, Michel
;
Dhaene, Jan
;
Trufin, Julien
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 158-167
Persistent link: https://www.econbiz.de/10012058854
Saved in:
5
Fair dynamic valuation of insurance liabilities : merging actuarial judgement with market- and time-consistency
Barigou, Karim
;
Chen, Ze
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 19-29
Persistent link: https://www.econbiz.de/10012105356
Saved in:
6
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
7
An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
Zhou, Ming
;
Dhaene, Jan
;
Yao, Jing
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 92-100
Persistent link: https://www.econbiz.de/10011825398
Saved in:
8
Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan
;
Stassen, Ben
;
Barigou, Karim
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
Saved in:
9
Intensity-based framework for surrender modeling in life insurance
Russo, Vincenzo
;
Giacometti, Rosella
;
Fabozzi, Frank J.
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 189-196
Persistent link: https://www.econbiz.de/10011694432
Saved in:
10
Optimal allocation of policy deductibles for exchangeable risks
Manesh, Sirous Fathi
;
Khaledi, Baha-Eldin
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 87-92
Persistent link: https://www.econbiz.de/10011630612
Saved in:
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