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1
Upper and lower bounds for sums of random variables
Kaas, R.
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2000
Persistent link: https://www.econbiz.de/10001593693
Saved in:
2
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:
3
Economic capital allocation derived from risk measures
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001696847
Saved in:
4
The hurdle-race problem
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001708297
Saved in:
5
Risk measures, measures for insolvency risk and economical capital allocation
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 545-559
Persistent link: https://www.econbiz.de/10001710410
Saved in:
6
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:
7
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:
8
Theory
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655663
Saved in:
9
Applications
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655664
Saved in:
10
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
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