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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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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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Correlation order, merging and diversification
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
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Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano; Dhaene, Jan; Maj, Mateusz; Vanduffel, … - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10009517625
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Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; … - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 385-397
Persistent link: https://www.econbiz.de/10008244973
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Correlation order, merging and diversification
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 325-332
Persistent link: https://www.econbiz.de/10008332294
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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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Correlation order, merging and diversification
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 325-333
Persistent link: https://www.econbiz.de/10008890272
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Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; … - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 385-398
Persistent link: https://www.econbiz.de/10008892111