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The hurdle-race problem
Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. - In: Insurance / Mathematics & economics 33 (2003) 2, pp. 405-414
Persistent link: https://www.econbiz.de/10006885587
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Comonotonic Approximations for Optimal Portfolio Selection Problems
Dhaene, J.; Vanduffel, S.; Goovaerts, M.J.; Kaas, R.; … - In: The journal of risk and insurance : the journal of the … 72 (2005) 2, pp. 253-301
Persistent link: https://www.econbiz.de/10006161578
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Can a Coherent Risk Measure Be Too Subadditive?
Dhaene, J.; Laeven, R.J.A.; Vanduffel, S.; Darkiewicz, G.; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10008045507
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Some results on the CTE-based capital allocation rule
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 855
Persistent link: https://www.econbiz.de/10007988393
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Some results on the CTE-based capital allocation rule
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 855-864
Persistent link: https://www.econbiz.de/10008879687
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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
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The concept of comonotonicity in actuarial science and finance: theory
Dhaene, J.; Denuit, M.; Goovaerts, M.J.; Kaas, R.; … - In: Insurance / Mathematics & economics 31 (2002) 1, pp. 3-34
Persistent link: https://www.econbiz.de/10006893487
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An easy computable upper bound for the price of an arithmetic Asian option
Simon, S.; Goovaerts, M.J.; Dhaene, J. - In: Insurance / Mathematics & economics 26 (2000) 2-3, pp. 175-184
Persistent link: https://www.econbiz.de/10006905193
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The safest dependence structure among risks
Dhaene, J.; Denuit, M. - In: Insurance / Mathematics & economics 25 (1999) 1, pp. 11-22
Persistent link: https://www.econbiz.de/10006912529
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Supermodular ordering and stochastic annuities
Goovaerts, M.J.; Dhaene, J. - In: Insurance / Mathematics & economics 24 (1999) 3, pp. 281-290
Persistent link: https://www.econbiz.de/10006913340