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Article
34
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30
English
3
French
1
Author
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Vanduffel, Steven
15
Bernard, Carole
14
Dhaene, Jan
7
Dhaene, J.
5
Quittard-Pinon, François
5
Valdez, Emiliano A.
5
Vanduffel, S.
5
Le Courtois, Olivier
4
Chernih, Andrew
3
Henrard, Luc
3
Tian, Weidong
3
Boyle, Phelim
2
Cui, Zhenyu
2
Denuit, Michel
2
Goovaerts, M.J.
2
Henrard, L.
2
Ho, Ngoc-Diep
2
Kaas, R.
2
Landsman, Z.
2
Maj, Mateusz
2
Maj, Matheusz
2
Schoutens, Wim
2
Shang, Zhaoning
2
Van Dooren, Paul
2
Vandendorpe, A.
2
Vandendorpe, Antoine
2
Boyle, Phelim P
1
Boyle, Phelim P.
1
Cheung, Ka Chun
1
Courtois, Olivier Le
1
Darkiewicz, G.
1
Forde, Martin
1
Goovaerts, M.
1
Gornall, William
1
Jacquier, Antoine
1
Ji, Shaolin
1
Laeven, R.J.A.
1
McLeish, Don
1
Mijatović, Aleksandar
1
Pagnoncelli, Bernardo K.
1
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Insurance / Mathematics & economics
12
The journal of risk and insurance : the journal of the American Risk and Insurance Association
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
Applied mathematical finance
2
Journal of economic dynamics & control
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
Finance and stochastics
1
Journal / The Capco Institute : journal of financial transformation
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
The European journal of finance
1
The Geneva risk and insurance review
1
The journal of computational finance
1
The journal of risk model validation
1
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OLC EcoSci
ECONIS (ZBW)
237
RePEc
43
BASE
9
EconStor
3
Other ZBW resources
2
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1
Thou shalt buy 'simple' structured products only
Vanduffel, Steven
- In:
Journal / The Capco Institute : journal of financial …
28
(
2010
),
pp. 12-13
Persistent link: https://www.econbiz.de/10009895921
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Market value of life insurance contracts under stochastic interest rates and default risk
Bernard, Carole
;
Le Courtois, Olivier
;
Quittard-Pinon, …
- In:
Insurance / Mathematics & economics
36
(
2005
)
3
,
pp. 499-516
Persistent link: https://www.econbiz.de/10006876253
Saved in:
8
A New Procedure for Pricing Parisian Options
Bernard, Carole
;
Courtois, Olivier Le
;
Quittard-Pinon, …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
4
,
pp. 45-53
Persistent link: https://www.econbiz.de/10005921777
Saved in:
9
Pricing timer options
Bernard, Carole
;
Cui, Zhenyu
- In:
The journal of computational finance
15
(
2011
)
1
,
pp. 69-105
Persistent link: https://www.econbiz.de/10009794536
Saved in:
10
Insurance Market Effects of Risk Management Metrics
Bernard, Carole
;
Tian, Weidong
- In:
The Geneva risk and insurance review
35
(
2010
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10008420792
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