Similar Search Results

The concept of comonotonicity in actuarial science and finance: theory

Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; … - In: Insurance: Mathematics and Economics 31 (2002) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10005374529

The concept of comonotonicity in actuarial science and finance: applications

Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; … - In: Insurance: Mathematics and Economics 31 (2002) 2, pp. 133-161

Persistent link: https://www.econbiz.de/10005380547

The Herd Behavior Index : A New Measure for the Implied Degree of Co-Movement in Stock Markets

Dhaene, Jan - 2012

We introduce a new and easy-to-calculate measure for the expected degree of herd behavior or co-movement between stock prices. This forward looking measure is model-independent and based on observed option data. It is baptized the Herd Behavior Index (HIX).The degree of co-movement in a stock...

Persistent link: https://www.econbiz.de/10013114109

The hurdle-race problem

Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. - In: Insurance: Mathematics and Economics 33 (2003) 2, pp. 405-413

Persistent link: https://www.econbiz.de/10005380614

Ordering claim size distributions and mixed Poisson probabilities

Kaas, R.; Hesselager, O. - In: Insurance: Mathematics and Economics 17 (1995) 2, pp. 193-201

Persistent link: https://www.econbiz.de/10005374535

Editorial

Goovaerts, M. J.; Kaas, R.; De Vylder, F. - In: Insurance: Mathematics and Economics 10 (1992) 4, pp. 231-231

Persistent link: https://www.econbiz.de/10005374950

Interest randomness in annuities certain

De Schepper, A.; De Vylder, F.; Goovaerts, M.; Kaas, R. - In: Insurance: Mathematics and Economics 11 (1992) 4, pp. 271-281

Persistent link: https://www.econbiz.de/10005374971

Extremal values of stop-loss premiums under moment constraints

Kaas, R.; Goovaerts, M. J. - In: Insurance: Mathematics and Economics 5 (1986) 4, pp. 279-283

Persistent link: https://www.econbiz.de/10005374987

Best bounds for positive distributions with fixed moments

Kaas, R.; Goovaerts, M. J. - In: Insurance: Mathematics and Economics 5 (1986) 1, pp. 87-92

Persistent link: https://www.econbiz.de/10005374994

Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality

Willemse, W.J.; Kaas, R. - In: Insurance: Mathematics and Economics 40 (2007) 3, pp. 468-484

Persistent link: https://www.econbiz.de/10005375013