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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Valuation of Hybrid Financial and Actuarial Products in Life Insurance by a novel 3-Step Method
Deelstra, Griselda - 2020
Financial products are priced using risk-neutral expectations justified by hedging portfolios that (as accurate as possible) match the product's payoff. In insurance, premium calculations are based on a real-world best-estimate value plus a risk premium. The insurance risk premium is typically...
Persistent link: https://www.econbiz.de/10012850542
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Valuation of hybrid financial and actuarial products in life insurance by a novel three-step method
Deelstra, Griselda; Devolder, Pierre; Gnameho, Kossi; … - In: ASTIN bulletin : the journal of the International … 50 (2020) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10012307394
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Approximating the compound negative binomial distribution by the compound Poisson distribution
Dhaene, Jan - 1990
Persistent link: https://www.econbiz.de/10000802618
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Error bounds for collective approximations of stop-loss premiums
Pril, Nelson de; Dhaene, Jan - 1990
Persistent link: https://www.econbiz.de/10000802622
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Optimal premium control in a non-life insurance business
Vandebroek, Martina; Dhaene, Jan - 1989
Persistent link: https://www.econbiz.de/10000767310
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The concept of comonotonicity in actuarial science and finance
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655460
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Risk measures and dependencies of risks
Darkiewicz, Grzegorz; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263800
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Inequalities for the De Pril approximation to the distribution of the number of policies with claims
Vernic, Raluca; Dhaene, Jan; Sundt, Bjørn - 2009
Persistent link: https://www.econbiz.de/10009126897