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A new graphical tool for copula selection
Michiels, Frederik; De Schepper, Ann - 2010
Persistent link: https://www.econbiz.de/10003996145
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Understanding copula transforms : a review of dependence properties
Michiels, Frederik; De Schepper, Ann - 2009
Persistent link: https://www.econbiz.de/10003996828
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Exploring the lambda copula construction method for Archimedean copulas : discussion of three lambda types
Michiels, Frederik; Koch, Inge; De Schepper, Ann - 2008
Persistent link: https://www.econbiz.de/10003834785
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A copula test space model : how to avoid the wrong copula choice
Michiels, Frederik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724694
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Stochastic upper bounds for present value functions
Goovaerts, Marc J.; Dhaene, Jan; De Schepper, Ann - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001534101
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Stochastic interest rates and the probabilistic behaviour of actuarial functions
De Schepper, Ann - 1995
Persistent link: https://www.econbiz.de/10000955233
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Extreme values of tail probabilities
De Schepper, Ann; Heijnen, Bart - 1991
Persistent link: https://www.econbiz.de/10000880750
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Transition probabilities for diffusion equations by means of path integrals
Goovaerts, Marc J.; De Schepper, Ann; Decamps, Marc - 2002
Persistent link: https://www.econbiz.de/10001696849
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Solution of the Fokker-Planck equation with boundary conditions by Feynman-Kac integration
Decamps, Marc; Goovaerts, Marc J.; De Schepper, Ann - 2003
Persistent link: https://www.econbiz.de/10001747960
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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