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Dhaene, Jan
28
Vanduffel, Steven
15
Goovaerts, Marc
6
Goovaerts, Marc J.
5
Schoutens, Wim
5
Valdez, Emiliano A.
5
Denuit, Michel
4
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3
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3
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3
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3
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3
Shang, Zhaoning
3
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3
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2
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2
Ho, Ngoc-Diep
2
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2
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1
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1
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1
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1
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Insurance / Mathematics & economics
21
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
Risk : managing risk in the world's financial markets
3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Applied mathematical finance
2
European journal of operational research : EJOR
2
Finance : revue de l'Association Française de Finance
1
Journal / The Capco Institute : journal of financial transformation
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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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:
2
Correlation order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-332
Persistent link: https://www.econbiz.de/10008332294
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
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:
5
Correlation order, merging and diversification
Dhaene, Jan
;
Denuit, Michel
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 325-333
Persistent link: https://www.econbiz.de/10008890272
Saved in:
6
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:
7
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:
8
Book review - Theory of Financial Risk and Derivatives Pricing, From Statistical Physics to Risk Management
Bouchard, Jean-Philippe
;
Potters, Marc
;
Lundin, Mark
- In:
Risk : managing risk in the world's financial markets
17
(
2004
)
6
,
pp. 68
Persistent link: https://www.econbiz.de/10007027362
Saved in:
9
BOOKS - Risk Budgeting - A New Approach to Investing, reviewed by the author of Fortis Investment Management.
Rahl, Leslie
;
Lundin, Mark
- In:
Risk : managing risk in the world's financial markets
14
(
2001
)
5
,
pp. 85
Persistent link: https://www.econbiz.de/10007042818
Saved in:
10
INVESTMENT MANAGEMENT: THE LONG AND THE SHORT OF IT - How portfolio theory can be generalised to account for long and short positions.
Lundin, Mark
;
Satchell, Stephen
- In:
Risk : managing risk in the world's financial markets
13
(
2000
)
8
,
pp. 94-98
Persistent link: https://www.econbiz.de/10007048333
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