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Denuit, Michel
39
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28
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19
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17
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Insurance / Mathematics & economics
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Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
16
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Wirtschafts- und sozialstatistisches Archiv : ASTA ; eine Zeitschrift der Deutschen Statistischen Gesellschaft
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Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann
;
Goovaerts, Marc
;
Dhaene, Jan
;
Kaas, Rob
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10006893484
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2
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc
;
Dhaene, Jan
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 121-139
Persistent link: https://www.econbiz.de/10009918894
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3
Editorial
Gerber, Hans U.
;
Goovaerts, Marc
;
Kaas, Rob
;
Shiu, …
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10006880471
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4
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Goovaerts, Marc
;
Kaas, Rob
;
Laeven, Roger
;
Tang, Qihe
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
105
(
2005
)
6
,
pp. 446-461
Persistent link: https://www.econbiz.de/10007258637
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5
Editorial
Goovaerts, Marc
;
Kaas, Rob
;
Shiu, Elias
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 267-268
Persistent link: https://www.econbiz.de/10008890283
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6
Editorial
Kaas, Rob
;
Loos, Jeroen
;
Gerber, Hans
;
Goovaerts, Marc
; …
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 261-264
Persistent link: https://www.econbiz.de/10008890285
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7
Editorial
Goovaerts, Marc
;
Kaas, Rob
;
Shiu, Elias
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 267
Persistent link: https://www.econbiz.de/10008237876
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8
Editorial
Kaas, Rob
;
Loos, Jeroen
;
Gerber, Hans
;
Goovaerts, Marc
; …
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 261-265
Persistent link: https://www.econbiz.de/10008237878
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The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 357-371
Persistent link: https://www.econbiz.de/10009846326
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10
Some new classes of consistent risk measures
Goovaerts, Marc J.
;
Kaas, Rob
;
Dhaene, Jan
;
Tang, Qihe
- In:
Insurance / Mathematics & economics
34
(
2004
)
3
,
pp. 505-516
Persistent link: https://www.econbiz.de/10006881926
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