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1
The concept of comonotonicity in actuarial science and finance: applications
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M.J.
;
Kaas, R.
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
2
,
pp. 133-162
Persistent link: https://www.econbiz.de/10006893342
Saved in:
2
The concept of comonotonicity in actuarial science and finance: theory
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M.J.
;
Kaas, R.
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
1
,
pp. 3-34
Persistent link: https://www.econbiz.de/10006893487
Saved in:
3
The Herd Behavior Index : a new measure for the implied degree of co-movement in stock markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
- In:
Insurance / Mathematics & economics
50
(
2012
)
3
,
pp. 357-370
Persistent link: https://www.econbiz.de/10009544167
Saved in:
4
Editorial: The impact factor of IME
Kaas, R.
;
Gerber, Hans U.
;
Goovaerts, Marc J.
;
Shiu, …
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 1-4
Persistent link: https://www.econbiz.de/10011312094
Saved in:
5
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:
6
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
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7
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
Saved in:
8
The hurdle-race problem
Vanduffel, S.
;
Dhaene, J.
;
Goovaerts, M.
;
Kaas, R.
- In:
Insurance / Mathematics & economics
33
(
2003
)
2
,
pp. 405-414
Persistent link: https://www.econbiz.de/10006885587
Saved in:
9
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:
10
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
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