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Entry and exit decisions with switching regime cash flows
Hainaut, Donatien - In: International journal of managerial finance : IJMF 8 (2012) 1, pp. 58-72
Persistent link: https://www.econbiz.de/10009514789
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Optimal design of profit sharing rates by FFT
Hainaut, Donatien - In: Insurance 46 (2010) 3, pp. 470-478
Persistent link: https://www.econbiz.de/10003981143
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Dynamic asset allocation under VaR constraint with stochastic interest rates
Hainaut, Donatien - 2009
Persistent link: https://www.econbiz.de/10003934263
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Evaluation and default time for companies with uncertain cash flows
Hainaut, Donatien - In: Insurance 61 (2015), pp. 276-285
Persistent link: https://www.econbiz.de/10010515871
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Impulse control of pension fund contributions, in a regime switching economy
Hainaut, Donatien - In: European journal of operational research : EJOR 239 (2014) 3, pp. 810-819
Persistent link: https://www.econbiz.de/10010411480
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Impact of volatility clustering on equity indexed annuities
Hainaut, Donatien - In: Insurance 71 (2016), pp. 367-381
Persistent link: https://www.econbiz.de/10011630885
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A bivariate Hawkes process for interest rate modeling
Hainaut, Donatien - In: Economic modelling 57 (2016), pp. 180-196
Persistent link: https://www.econbiz.de/10011646883
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A fractal version of the Hull-White interest rate model
Hainaut, Donatien - In: Economic modelling 31 (2013), pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
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Contagion modeling between the financial and insurance markets with time changed processes
Hainaut, Donatien - In: Insurance 74 (2017), pp. 63-77
Persistent link: https://www.econbiz.de/10011712384
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Moment generating function of non-Markov self-excited claims processes
Hainaut, Donatien - In: Insurance 101 (2021) 2, pp. 406-424
Persistent link: https://www.econbiz.de/10012793934