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Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
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On the use of copulas for calculating the present value of a general cash flow
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10002749736
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Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, … - 2004
Persistent link: https://www.econbiz.de/10002153389
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Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2004
Persistent link: https://www.econbiz.de/10002263701
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An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - 2004
Persistent link: https://www.econbiz.de/10002263734
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Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
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Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006
Persistent link: https://www.econbiz.de/10003329677