Narrow search
Showing 1 - 10 of 18
Cover Image
Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Cover Image
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, … - 2004
Persistent link: https://www.econbiz.de/10002153389
Cover Image
Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2004
Persistent link: https://www.econbiz.de/10002263701
Cover Image
Risk measures and dependencies of risks
Darkiewicz, Grzegorz; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263800
Cover Image
Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - 2005
Persistent link: https://www.econbiz.de/10002724001
Cover Image
On the distribution of life annuities with stochastic interest rates
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc J. - 2005
Persistent link: https://www.econbiz.de/10002724614
Cover Image
Upper and lower bounds for sums of random variables
Kaas, R.; Dhaene, Jan; Goovaerts, Marc J. - 2000
Persistent link: https://www.econbiz.de/10001593693
Cover Image
Some remarks on IBNR evaluation techniques
Goovaerts, Marc J.; Dhaene, Jan; VandenBorre, Eddy; … - 2000
Persistent link: https://www.econbiz.de/10001593727
Cover Image
A simple geometric proof that comonotonic risks have the convex-largest sum
Kaas, R.; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; … - 2001
Persistent link: https://www.econbiz.de/10001594219
Cover Image
Economic capital allocation derived from risk measures
Goovaerts, Marc J.; Dhaene, Jan; Kaas, R. - 2002
Persistent link: https://www.econbiz.de/10001696847