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Optimal Capital Allocation Pri...
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Dhaene, Jan
33
Denuit, Michel
16
Goovaerts, Marc J.
15
Kaas, R.
12
Tsanakas, Andreas
11
Stassen, Ben
6
Vanduffel, Steven
5
Vyncke, David
4
Bignozzi, Valeria
3
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3
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3
Feng, Runhuan
3
Jing, Xiaochen
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3
Luciano, Elisa
3
Schoutens, Wim
3
Vellekoop, Michel
3
Antonio, Katrien
2
Bernard, Carole
2
Pesenti, Silvana M.
2
Redant, H.
2
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2
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1
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1
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6
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5
Insurance / Mathematics & economics
5
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3
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Tijdschrift voor economie en management
3
ASTIN bulletin : the journal of the International Actuarial Association
1
Astin bulletin : the journal of the International Actuarial Association
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1
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The final version of this paper appeared as: Tsanakas A., E. Desli (2005), 'Measurement and pricing of risk in insurance markets', Risk Analysis, 25(6), p.1653-1668
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Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
2
Comonotonicity
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
- In:
Tijdschrift voor economie en management
52
(
2007
)
2
,
pp. 265-278
Persistent link: https://www.econbiz.de/10003503081
Saved in:
3
A multi-year microlevel collective risk model
Oh, Rosy
;
Jeong, Himchan
;
Ahn, Jae Youn
;
Valdez, Emiliano
- In:
Insurance / Mathematics & economics
100
(
2021
),
pp. 309-328
Persistent link: https://www.econbiz.de/10012622396
Saved in:
4
Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products
Hüttner, Amelie Angelika
-
2019
Persistent link: https://www.econbiz.de/10012108528
Saved in:
5
Optimal insurance in the presence of multiple policyholders
Bernard, Carole
;
Liu, Fangda
;
Vanduffel, Steven
- In:
Journal of economic behavior & organization : JEBO
180
(
2020
),
pp. 638-656
Persistent link: https://www.econbiz.de/10012487474
Saved in:
6
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
Saved in:
7
Does positive dependence between individual risks increase stop-loss premiums?
Denuit, Michel
;
Dhaene, Jan
;
Ribas, Carmen
-
2000
Persistent link: https://www.econbiz.de/10001593691
Saved in:
8
Some remarks on IBNR evaluation techniques
Goovaerts, Marc J.
;
Dhaene, Jan
;
VandenBorre, Eddy
; …
-
2000
Persistent link: https://www.econbiz.de/10001593727
Saved in:
9
A simple geometric proof that comonotonic risks have the convex-largest sum
Kaas, R.
;
Dhaene, Jan
;
Vyncke, David
;
Goovaerts, Marc J.
; …
-
2001
Persistent link: https://www.econbiz.de/10001594219
Saved in:
10
Economic capital allocation derived from risk measures
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001696847
Saved in:
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