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Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
-
2009
Persistent link: https://www.econbiz.de/10009126885
Saved in:
2
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
3
Closed-form approximations for constant continuous annuities
Vanduffel, Steven
;
Dhaene, Jan
;
Valdez, Emiliano
-
2005
Persistent link: https://www.econbiz.de/10002723917
Saved in:
4
Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano
;
Dhaene, Jan
;
Maj, Mateusz
;
Vanduffel, …
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 385-397
Persistent link: https://www.econbiz.de/10009517625
Saved in:
5
The hurdle-race problem
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001708297
Saved in:
6
How to determinie the capital requirement for a portfolio of annuity liabilities
Dhaene, Jan
;
Goovaerts, Marc J.
;
Vanduffel, Steven
; …
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 533-544
Persistent link: https://www.econbiz.de/10001710404
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
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Qihe
;
Goovaerts, …
-
2004
Persistent link: https://www.econbiz.de/10002153389
Saved in:
10
Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven
;
Hoedemakers, Tom
;
Dhaene, Jan
-
2004
Persistent link: https://www.econbiz.de/10002153412
Saved in:
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