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~person:"Dhaene, Jan"
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actuarial valuation
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Dhaene, Jan
Fabozzi, Frank J.
27
Härdle, Wolfgang
26
Velupillai, Kumaraswamy
23
Luderer, Bernd
20
Pflaumer, Peter
18
Tietze, Jürgen
18
Lopez de Prado, Marcos
17
Kruschwitz, Lutz
15
Arrow, Kenneth Joseph
14
Hass, Otto
14
Ihrig, Holger
14
Holland, Heinrich
13
Ziemba, William T.
13
Caprano, Eugen
12
Faro, Clóvis de
12
Heidorn, Thomas
12
Holland, Doris
12
Kobelt, Helmut
12
Schulte, Peter
12
Bosch, Karl
11
Franke, Jürgen
11
Hafner, Christian M.
11
Stambaugh, Robert F.
11
Albrecht, Peter
10
Korn, Ralf
10
Li, Shuanming
10
Pfeifer, Andreas
10
Račev, Svetlozar T.
10
Wilmott, Paul
10
Albrecher, Hansjörg
9
Bennett, Jeff
9
Boivin, Jean
9
Capiński, Marek
9
Elliott, Robert J.
9
Hettich, Günter
9
Jüttler, Helmut
9
Renger, Klaus
9
Schied, Alexander
9
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Boucekkine, Raouf
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Insurance / Mathematics & economics
2
Advanced mathematical methods for finance
1
Astin bulletin : the journal of the International Actuarial Association
1
Research report / Katholieke Univ. Leuven, Dep. Toegepaste Economische Wetenschappen
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Insurance / Mathematics & economics
88
(
2019
),
pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
Saved in:
2
Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim
;
Dhaene, Jan
- In:
Scandinavian actuarial journal
2019
(
2019
)
2
,
pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
Saved in:
3
Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz
;
Dhaene, Jan
;
Barigou, Karim
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
2
,
pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
Saved in:
4
Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan
;
Stassen, Ben
;
Barigou, Karim
;
Linders, Daniël
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011774764
Saved in:
5
An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda
;
Dhaene, Jan
;
Vanmaele, Michèle
- In:
Advanced mathematical methods for finance
,
(pp. 155-179)
.
2011
Persistent link: https://www.econbiz.de/10008991312
Saved in:
6
Actuarial theory for dependent risks : measures, orders and models
Denuit, Michel
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2005
Persistent link: https://www.econbiz.de/10013489994
Saved in:
7
The concept of comonotonicity in actuarial science and finance
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655460
Saved in:
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