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A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven; Chen, X.; Dhaene, Jan; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003610847
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Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126884
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126893
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Optimal capital allocation principles
Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - 2009
Persistent link: https://www.econbiz.de/10009126885
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Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Vernic, Raluca; Dhaene, Jan; Sundt, Bjørn - 2009
Persistent link: https://www.econbiz.de/10009126897
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Comonotonic modification of random vector in its own probability space
Dhaene, Jan; Kukush, Alexander - 2011
Persistent link: https://www.econbiz.de/10009127233
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FIX: the fear index : measuring market fear
Dhaene, Jan; Dony, Julia; Forys, Monika B.; Linders, Daniel - 2011
Persistent link: https://www.econbiz.de/10009428158
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The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2011
Persistent link: https://www.econbiz.de/10009485835
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On partial hedging and counter-monotonic sums
Cheung, Ka Chun; Dhaene, Jan; Tang, Qihe - 2011
Persistent link: https://www.econbiz.de/10009485837
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A multivariate dependence measure for aggregating risks
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2013
Persistent link: https://www.econbiz.de/10010204096