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Optimal allocation of policy deductibles for exchangeable risks
Manesh, Sirous Fathi; Khaledi, Baha-Eldin; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10011418725
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Basel II : capital requirements for equity investment portfolios
Suarez, Fabian; Dhaene, Jan; Henrard, Luc; Vanduffel, Steven - 2006
Persistent link: https://www.econbiz.de/10003610788
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A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven; Chen, X.; Dhaene, Jan; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003610847
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Some results on Denault's capital allocation rule
Vanduffel, Steven (contributor); Dhaene, Jan (contributor) - 2006
Persistent link: https://www.econbiz.de/10003572198
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FIX: the fear index : measuring market fear
Dhaene, Jan; Dony, Julia; Forys, Monika B.; Linders, Daniel - 2011
Persistent link: https://www.econbiz.de/10009428158
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The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan; Linders, Daniël; Schoutens, Wim; Vyncke, David - 2011
Persistent link: https://www.econbiz.de/10009485835
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On partial hedging and counter-monotonic sums
Cheung, Ka Chun; Dhaene, Jan; Tang, Qihe - 2011
Persistent link: https://www.econbiz.de/10009485837
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On an optimization problem related to static super-replicating strategies
Chen, Xinliang; Deelstra, Griselda; Dhaene, Jan; … - 2014
Persistent link: https://www.econbiz.de/10011418704
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Option prices and model-free measurement of implied herd behavior in stock markets
Linders, Daniël; Dhaene, Jan; Schoutens, Wim - 2015 - Version: December 19, 2014
Persistent link: https://www.econbiz.de/10011418887
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Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior
Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10011418916