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Extreme values of tail probabilities
De Schepper, Ann; Heijnen, Bart - 1991
Persistent link: https://www.econbiz.de/10000880750
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Risk management under incomplete information : exact upper and lower bounds for the probability to reach extreme values
De Schepper, Ann (contributor); Heijnen, Bart (contributor) - 2006
Persistent link: https://www.econbiz.de/10003388767
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Risk management under incomplete information : exact upper and lower bounds for the value at risk
De Schepper, Ann (contributor); Heijnen, Bart (contributor) - 2006
Persistent link: https://www.econbiz.de/10003388775
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An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge; De Schepper, Ann - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10003755755