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A recursive approach to mortality-linked derivative pricing
Shang, Zhaoning; Goovaerts, Marc J.; Dhaene, Jan - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 240-248
Persistent link: https://www.econbiz.de/10009242028
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Analytic bounds and approximations for annuities and Asian options
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; … - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1109-1117
Persistent link: https://www.econbiz.de/10008057641
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Analytic bounds and approximations for annuities and Asian options
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; … - In: Insurance / Mathematics & economics 42 (2008) 3, pp. 1109-1118
Persistent link: https://www.econbiz.de/10008893118
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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
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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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Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann; Goovaerts, Marc; Dhaene, Jan; Kaas, Rob; … - In: Insurance / Mathematics & economics 31 (2002) 1, pp. 87-104
Persistent link: https://www.econbiz.de/10006893484
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 90-98
Persistent link: https://www.econbiz.de/10008422774
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Convex order approximations in the case of cash flows of mixed signs
Dhaene, Jan; Goovaerts, Marc; Vanmaele, Michèle; Van … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 249-257
Persistent link: https://www.econbiz.de/10010011606
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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
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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