Similar Search Results - EconBiz

Practical actuarial credibility models

Kaas, R.; Dannenburg, Dennis Ramon; Goovaerts, Marc J. - 1996

Persistent link: https://www.econbiz.de/10000966783

A comonotonic image of independence for additive risk measures

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A.; … - 2004

This paper presents a new axiomatic characterization of risk measures that are additive for independent random variables. In contrast to previous work, we include an axiom that guarantees monotonicity of the risk measure. Furthermore, the axiom of additivity for independent random variables is...

Persistent link: https://www.econbiz.de/10011334834

Editorial: The impact factor of IME

Kaas, R.; Gerber, Hans U.; Goovaerts, Marc J.; Shiu, … - In: Insurance / Mathematics & economics 62 (2015), pp. 1-4

Persistent link: https://www.econbiz.de/10011312094

Comonotonic approximations for optimal portfolio selection problems

Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - 2004

Persistent link: https://www.econbiz.de/10002035167

The hurdle-race problem

Vanduffel, Steven; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2002

Persistent link: https://www.econbiz.de/10001708297

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

Upper and lower bounds for sums of random variables

Kaas, R.; Dhaene, Jan; Goovaerts, Marc J. - 2000

Persistent link: https://www.econbiz.de/10001593693

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

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

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

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