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Premium indexing in lifelong health insurance
Vercruysse, W.; Dhaene, Jan; Denuit, Michel; Pitacco, … - 2012
Persistent link: https://www.econbiz.de/10009731600
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Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2013
Persistent link: https://www.econbiz.de/10010358048
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Tail mutual exclusivity and tail-var lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015
Persistent link: https://www.econbiz.de/10010486345
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On the transferability of reserves in lifelong health insurance contracts
Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - 2015
Persistent link: https://www.econbiz.de/10011291441
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Individual loss reserving with the multivariate skew normal model
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - 2012
Persistent link: https://www.econbiz.de/10009485776
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Individual loss reserving using paid-incurred data
Pigeon, Mathieu; Antonio, Katrien; Denuit, Michel - 2014
Persistent link: https://www.econbiz.de/10010357817
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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