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Comonotonicity
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J. - In: Tijdschrift voor economie en management 52 (2007) 2, pp. 265-278
Persistent link: https://www.econbiz.de/10003503081
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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
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Pricing exotic options under local volatility
Decamps, Marc; Goovaerts, Marc J.; De Schepper, Ann - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
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Some remarks on IBNR evaluation techniques
Goovaerts, Marc J.; Dhaene, Jan; VanDenBorre, Eddy; … - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 525-532
Persistent link: https://www.econbiz.de/10001710394
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How to determinie the capital requirement for a portfolio of annuity liabilities
Dhaene, Jan; Goovaerts, Marc J.; Vanduffel, Steven; … - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 533-544
Persistent link: https://www.econbiz.de/10001710404
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Risk measures, measures for insolvency risk and economical capital allocation
Goovaerts, Marc J.; Dhaene, Jan; Kaas, R. - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 545-559
Persistent link: https://www.econbiz.de/10001710410