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Dhaene, Jan
28
Dhaene, J.
27
Valdez, Emiliano A.
16
Vanduffel, Steven
15
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12
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Insurance / Mathematics & economics
48
The journal of risk and insurance : the journal of the American Risk and Insurance Association
9
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
8
Astin bulletin : the journal of the International Actuarial Association
6
Applied mathematical finance
2
European journal of operational research : EJOR
2
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1
Journal / The Capco Institute : journal of financial transformation
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of risk model validation
1
Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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Optimal Capital Allocation Principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano A.
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009835389
Saved in:
2
Analytic bounds and approximations for annuities and Asian options
Vanduffel, Steven
;
Shang, Zhaoning
;
Henrard, Luc
; …
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1109-1117
Persistent link: https://www.econbiz.de/10008057641
Saved in:
3
Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano A.
;
Dhaene, Jan
;
Maj, Mateusz
; …
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 385-397
Persistent link: https://www.econbiz.de/10008244973
Saved in:
4
Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano A.
;
Dhaene, Jan
;
Maj, Mateusz
; …
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 385-398
Persistent link: https://www.econbiz.de/10008892111
Saved in:
5
Analytic bounds and approximations for annuities and Asian options
Vanduffel, Steven
;
Shang, Zhaoning
;
Henrard, Luc
; …
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10008893118
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
Saved in:
7
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:
8
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:
9
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:
10
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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