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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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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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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
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A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
Vanneste, M.; Goovaerts, M.J.; Schepper, A.De; Dhaene, J. - In: Insurance / Mathematics & economics 20 (1997) 1, pp. 35-42
Persistent link: https://www.econbiz.de/10006924135
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The compound Poisson approximation for a portfolio of dependent risks
Goovaerts, M.J.; Dhaene, J. - In: Insurance / Mathematics & economics 18 (1996) 1, pp. 81-86
Persistent link: https://www.econbiz.de/10006927826
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On the dependency of risks in the individual life model
Dhaene, J.; Goovaerts, M.J. - In: Insurance / Mathematics & economics 19 (1996) 3, pp. 243-254
Persistent link: https://www.econbiz.de/10006930782
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On the Distribution of Cash Flows Using Esscher Transforms
Vyncke, D.; Goovaerts, M.J.; Schepper, A.De; Kaas, R.; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 3, pp. 563
Persistent link: https://www.econbiz.de/10006168767
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A Unified Approach to Generate Risk Measures
Goovaerts, M.J.; Kaas, R.; Dhaene, J.; Tang, Q. - In: Astin bulletin : the journal of the International … 33 (2003) 2, pp. 173-192
Persistent link: https://www.econbiz.de/10008215106