Narrow search
Showing 1 - 10 of 68
Cover Image
A note on some new perpetuities
Decamps, Marc; Schepper, Ann De; Goovaerts, Marc; … - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 261-270
Persistent link: https://www.econbiz.de/10005921690
Cover Image
Spectral decomposition of optimal asset–liability management
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc - In: Journal of economic dynamics & control 33 (2009) 3, pp. 710-724
Persistent link: https://www.econbiz.de/10008175468
Cover Image
Spectral decomposition of optimal asset–liability management
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc - In: Journal of economic dynamics & control 33 (2009) 3, pp. 710-725
Persistent link: https://www.econbiz.de/10008890116
Cover Image
FEATURE ARTICLES - Stochastic Upper Bounds for Present Value Functions
Goovaerts, Marc J.; Dhaene, Jan; Schepper, Ann De - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10006186937
Cover Image
The GARCH(1,1)-M model: results for the densities of the variance and the mean
De Schepper, Ann; Goovaerts, Marc J. - In: Insurance / Mathematics & economics 24 (1999) 1-2, pp. 83-94
Persistent link: https://www.econbiz.de/10006914418
Cover Image
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; … - In: Insurance / Mathematics & economics 31 (2002) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10006893484
Cover Image
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge; Schepper, Ann De - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10007604760
Cover Image
Distribution-free option pricing
Schepper, Ann De; Heijnen, Bart - In: Insurance / Mathematics & economics 40 (2007) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10007397169
Cover Image
Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–20051
Annaert, Jan; Buelens, Frans; Cuyvers, Ludo; De … - In: Financial history review 18 (2011) 3, pp. 277-309
Persistent link: https://www.econbiz.de/10009344019
Cover Image
The concept of comonotonicity in actuarial science and finance: applications
Dhaene, J.; Denuit, M.; Goovaerts, M.J.; Kaas, R.; … - In: Insurance / Mathematics & economics 31 (2002) 2, pp. 133-162
Persistent link: https://www.econbiz.de/10006893342