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Practical actuarial credibility models

Kaas, R.; Dannenburg, Dennis Ramon; Goovaerts, Marc J. - 1996

Persistent link: https://www.econbiz.de/10000966783

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006

Persistent link: https://www.econbiz.de/10003329677

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386

Persistent link: https://www.econbiz.de/10003713544

Insurance premiums : theory and applications

Goovaerts, Marc J.; Vylder, Florent de; Haezendonck, Jean - 1984

Persistent link: https://www.econbiz.de/10000055726

Insurance and risk theory : [proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, 15 - 25 July, 1985]

Goovaerts, Marc J. (ed.) - 1986

Persistent link: https://www.econbiz.de/10000008435

Premium calculation in insurance : [proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18 - 31, 1983]

Vylder, Florent de (contributor); … - 1984

Persistent link: https://www.econbiz.de/10013355681

Risk-Sharing Rules and Their Properties, With Applications to Peer-to-Peer Insurance

Denuit, Michel; Dhaene, Jan; Robert, Christian - 2022

This paper offers a systematic treatment of risk-sharing rules for insurance losses, based on a list of relevant properties. A number of candidate risk-sharing rules are considered, including the conditional mean risk-sharing rule proposed in Denuit and Dhaene (2012). and the newly introduced...

Persistent link: https://www.econbiz.de/10013492346

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

Financing choices of insurance companies : a summary of the literature

Dhaene, Jan; Saerens, Matthias; Schoubben, Frederiek; … - In: Review of business and economic literature 58 (2013) 4, pp. 286-307

Persistent link: https://www.econbiz.de/10010459320

Is the capital structure logic of corporate finance applicable to insurers? : review and analysis

Dhaene, Jan; Van Hulle, Cynthia M.; Wuyts, Gunther; … - In: Journal of economic surveys 31 (2017) 1, pp. 169-189

Persistent link: https://www.econbiz.de/10011757029