Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A Simple Geometric Proof that...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
188
Theory
188
Risiko
72
Risk
72
Risikomodell
54
Risk model
54
Measurement
38
Messung
38
Risikomanagement
36
Risikomaß
36
Risk measure
36
Risk management
35
Portfolio selection
30
Portfolio-Management
30
Versicherungsmathematik
30
Actuarial mathematics
27
Stochastic process
24
Stochastischer Prozess
24
Lebensversicherung
22
Option pricing theory
22
Optionspreistheorie
22
Versicherung
22
Statistical distribution
21
Statistische Verteilung
21
Insurance
20
Life insurance
20
Finanzmathematik
19
Mathematical finance
19
Mortality
19
Sterblichkeit
19
Hedging
15
Probability theory
14
Risikoaversion
14
Risk aversion
14
Wahrscheinlichkeitsrechnung
14
Estimation theory
13
Insurance premium
13
Schätztheorie
13
Versicherungsbeitrag
13
Risikotheorie
12
more ...
less ...
Online availability
All
Free
136
Undetermined
57
Type of publication
All
Article
175
Book / Working Paper
155
Journal
4
Type of publication (narrower categories)
All
Article in journal
132
Aufsatz in Zeitschrift
132
Graue Literatur
75
Non-commercial literature
75
Arbeitspapier
63
Working Paper
63
Lehrbuch
4
Textbook
4
Aufsatz im Buch
2
Book section
2
Konferenzschrift
2
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Undetermined
128
Dutch
2
French
1
Author
All
Dhaene, Jan
152
Denuit, Michel
119
Goovaerts, Marc J.
88
Kaas, R.
40
Vyncke, David
28
Linders, Daniël
26
Schoutens, Wim
23
Vanduffel, Steven
23
Trufin, Julien
19
Cheung, Ka Chun
13
De Schepper, Ann
13
Vanmaele, Michèle
10
Kukush, Alexander
9
Laeven, Roger J. A.
9
Robert, Christian Yann
9
Van Weert, Koen
9
Decamps, Marc
8
Deelstra, Griselda
8
Eeckhoudt, Louis
8
Scaillet, Olivier
8
Antonio, Katrien
7
Barigou, Karim
7
Chen, Ze
7
Darkiewicz, Grzegorz
7
Hoedemakers, Tom
7
Stassen, Ben
7
Tang, Qihe
7
Christiansen, Marcus C.
5
Devolder, Pierre
5
Hanbali, Hamza
5
Albrecher, Hansjörg
4
Chen, Bingzheng
4
Goderniaux, Anne-Cécile
4
Pigeon, Mathieu
4
Rey, Béatrice
4
Sundt, Bjørn
4
Valdez, Emiliano
4
Courtois, Cindy
3
Darkiewicz, G.
3
Denuit, M.
3
more ...
less ...
Institution
All
International Actuarial Association / Actuarial Studies in Non-Life Insurance
44
International Actuarial Association / Actuarial Approach for Financial Risks
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
2
Advanced Study Institute on Insurance Premiums <1983, Löwen>
1
Advanced Study Institute on Insurance and Risk Theory <1985, Maratea>
1
Springer-Verlag
1
Universiteit van Amsterdam / Instituut voor Actuariaat en Econometrie
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
de Nederlandsche Bank
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
50
Casualty Actuarial Society - Publications
39
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
AFI
28
The journal of risk and insurance : the journal of the American Risk and Insurance Association
11
Discussion paper / Tinbergen Institute
8
Scandinavian actuarial journal
8
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
7
Tijdschrift voor economie en management
7
Theory and decision : an international journal for multidisciplinary advances in decision science
5
ASTIN bulletin : the journal of the International Actuarial Association
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
4
Astin bulletin : the journal of the International Actuarial Association
4
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
4
Discussion paper / The Pensions Institute, Cass Business School, City University
3
Journal of pension economics and finance
3
Mathematical social sciences
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
3
Review of Business and Economics
3
The Geneva risk and insurance review
3
Cahier de recherche / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
2
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
2
Insurance : mathematics and economics
2
NATO ASI series / C : a series presenting the results of activities sponsored by the NATO Science Committee ...
2
North American actuarial journal
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Working papers / Faculty of Applied Economics, Universiteit Antwerpen
2
ASITIN BULLETIN ;- Vol. 3 - No. 2 - 2001, 275-297
1
ASTIN - Bulletin ; Vol.31 - No.1 - 2001, 213-249
1
ASTIN BULLETIN
1
ASTIN BULLETIN - Vol.33 - No.1 - 2003; 1-10
1
ASTIN BULLETIN - Vol.33 - No.1 - 2003; 23-40
1
ASTIN BULLETIN - Vol.33 - No.2 - 2003 ; 117-122
1
ASTIN BULLETIN - Vol.33 - No.2 - 2003; 125-152
1
ASTIN BULLETIN - Vol.33 - No.2 - 2003; 347-364
1
ASTIN BULLETIN ; Vol. 29 - No. 2 - 1999, 295-309
1
ASTIN BULLETIN ; Vol. 29 - No. 2 ; 1999, 351-359
1
ASTIN BULLETIN ; Vol. 30 - No, 2 - 2000, 295-303
1
ASTIN BULLETIN ; Vol. 30 - No. 1 - 2000, 157-193
1
ASTIN BULLETIN ; Vol. 30 - No. 2 - 2000, 405-417
1
more ...
less ...
Source
All
ECONIS (ZBW)
287
USB Cologne (business full texts)
40
RePEc
4
USB Cologne (EcoSocSci)
2
OLC EcoSci
1
Showing
1
-
10
of
334
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A simple geometric proof that comonotonic risks have the convex-largest sum
Kaas, R.
;
Dhaene, Jan
;
Vyncke, David
;
Goovaerts, Marc J.
; …
-
2001
Persistent link: https://www.econbiz.de/10001594219
Saved in:
2
The concept of comonotonicity in actuarial science and finance
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655460
Saved in:
3
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
4
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
5
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001655514
Saved in:
6
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
7
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
8
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
Saved in:
9
Comonotonic Approximations for Optimal Portfolio Selection Problems
Dhaene, Jan
-
2015
We investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskfree and m risky securities are traded continuously. We look for the optimal allocation of wealth within the class of 'constant mix' portfolios.First, we consider the portfolio...
Persistent link: https://www.econbiz.de/10013039513
Saved in:
10
Stable laws and the distribution of cash-flows
Goovaerts, Marc J.
;
De Schepper, Ann
;
Vyncke, David
; …
-
2001
Persistent link: https://www.econbiz.de/10001633701
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
