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Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan; Van … - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 103-114
Persistent link: https://www.econbiz.de/10002749749
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - 2005
Persistent link: https://www.econbiz.de/10002724001
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On the distribution of life annuities with stochastic interest rates
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc J. - 2005
Persistent link: https://www.econbiz.de/10002724614
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Static hedging of Asian options under Lévy models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
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Bounds for the price of discrete arithmetic Asian options
Vanmaele, M.; Deelstra, Griselda; Liinev, J.; Dhaene, Jan; … - 2004
Persistent link: https://www.econbiz.de/10002341411
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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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On the representation of additive principles of premium calculation
Gerber, Hans U.; Goovaerts, Marc J. - 1980
Persistent link: https://www.econbiz.de/10002243955
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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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Risk measures and dependencies of risks
Darkiewicz, Grzegorz; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263800