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Chen, X.
27
Dhaene, J.
26
Goovaerts, M.J.
12
Kaas, R.
7
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6
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5
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5
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Insurance / Mathematics & economics
16
Astin bulletin : the journal of the International Actuarial Association
7
Energy conversion and management : ECM
4
International journal of computer integrated manufacturing : IJCIM
4
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
4
Econometric theory
3
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
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3
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IEEE transactions on reliability : R ; IEEE T R
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Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
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Static super-replicating strategies for a class of exotic options
Chen, X.
;
Deelstra, G.
;
Dhaene, J.
;
Vanmaele, M.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1067-1086
Persistent link: https://www.econbiz.de/10008893122
Saved in:
2
Pricing of arithmetic basket options by conditioning
Deelstra, G.
;
Liinev, J.
;
Vanmaele, M.
- In:
Insurance / Mathematics & economics
34
(
2004
)
1
,
pp. 55-78
Persistent link: https://www.econbiz.de/10006883782
Saved in:
3
A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA
Chen, Xiaohong
;
Fan, Yanqin
;
Barbe, P.
;
Genest, A.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 414
Persistent link: https://www.econbiz.de/10007718232
Saved in:
4
Long-term returns in stochastic interest rate models
Deelstra, G.
;
Delbaen, F.
- In:
Insurance / Mathematics & economics
17
(
1995
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10006941286
Saved in:
5
WORKSHOP - Long-Term Returns in Stochastic Interest Rate Models: Applications
Deelstra, G.
- In:
Astin bulletin : the journal of the International …
30
(
2000
)
1
,
pp. 123-140
Persistent link: https://www.econbiz.de/10008217770
Saved in:
6
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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7
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
Saved in:
8
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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9
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
Saved in:
10
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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