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125
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Laeven, Roger J.A.
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18
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15
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91
On the evaluation of "saving-consumption" plans
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263824
Saved in:
92
Modern actuarial risk theory : using R
Kaas, R.
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Denuit, Michel
-
2009
-
2nd ed., corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870922
Saved in:
93
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
Saved in:
94
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
Saved in:
95
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
47
(
2010
)
2
,
pp. 187-189
Persistent link: https://www.econbiz.de/10008654259
Saved in:
96
Convex order approximations in the case of cash flows of mixed signs
Dhaene, Jan
;
Goovaerts, Marc J.
;
Vanmaele, Michèle
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 249-256
Persistent link: https://www.econbiz.de/10009668361
Saved in:
97
On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
Goovaerts, Marc J.
;
Linders, Danie͏̈l
;
Van Weert, Koen
; …
- In:
Insurance / Mathematics & economics
51
(
2012
)
1
,
pp. 10-18
Persistent link: https://www.econbiz.de/10009557646
Saved in:
98
Comonotonic approximations for the probability of lifetime ruin
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Journal of pension economics and finance
11
(
2012
)
2
,
pp. 285-309
Persistent link: https://www.econbiz.de/10009540744
Saved in:
99
Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.
;
Laeven, Roger
;
Shang, Zhaoning
- In:
The journal of computational finance
16
(
2012/13
)
1
,
pp. 47-81
Persistent link: https://www.econbiz.de/10009631863
Saved in:
100
Worst case risk measurement : back to the future?
Goovaerts, Marc J.
;
Kaas, R.
;
Laeven, Roger J. A.
- In:
Insurance / Mathematics & economics
49
(
2011
)
3
,
pp. 380-392
Persistent link: https://www.econbiz.de/10009404700
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