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Dhaene, Jan
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7
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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
Saved in:
2
Confidence bounds for discounted loss reserves
Hoedemakers, Tom
;
Beirlant, Jan
;
Goovaerts, Marc J.
; …
- In:
Insurance / Mathematics & economics
33
(
2003
)
2
,
pp. 297-316
Persistent link: https://www.econbiz.de/10006885592
Saved in:
3
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
Saved in:
4
Does positive dependence between individual risks increase stop-loss premiums?
Denuit, Michel
;
Dhaene, Jan
;
Ribas, Carmen
- In:
Insurance / Mathematics & economics
28
(
2001
)
3
,
pp. 305-308
Persistent link: https://www.econbiz.de/10006901488
Saved in:
5
Bounds for the price of a European-style Asian option in a binary tree model
Reynaerts, Huguette
;
Vanmaele, Michele
;
Dhaene, Jan
; …
- In:
European journal of operational research : EJOR
168
(
2006
)
2
,
pp. 322-332
Persistent link: https://www.econbiz.de/10006641229
Saved in:
6
Upper and lower bounds for sums of random variables
Kaas, Rob
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
27
(
2000
)
2
,
pp. 151-168
Persistent link: https://www.econbiz.de/10006905507
Saved in:
7
Comonotonicity, correlation order and premium principles
Wang, Shaun
;
Dhaene, Jan
- In:
Insurance / Mathematics & economics
22
(
1998
)
3
,
pp. 235-242
Persistent link: https://www.econbiz.de/10006919099
Saved in:
8
FEATURE ARTICLES - Stochastic Upper Bounds for Present Value Functions
Goovaerts, Marc J.
;
Dhaene, Jan
;
Schepper, Ann De
- In:
The journal of risk and insurance : the journal of the …
67
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10006186937
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9
Static Hedging of Asian Options under Lévy Models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc
; …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
3
,
pp. 63
Persistent link: https://www.econbiz.de/10005923133
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10
On the distribution of discounted loss reserves using generalized linear models
Hoedemakers, Tom
;
Beirlant, Jan
;
Goovaerts, Marc J.
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
105
(
2005
)
1
,
pp. 25-45
Persistent link: https://www.econbiz.de/10005923309
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