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Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - 2004
Persistent link: https://www.econbiz.de/10002035167
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The hurdle-race problem
Vanduffel, Steven; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2002
Persistent link: https://www.econbiz.de/10001708297
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Closed-form approximations for constant continuous annuities
Vanduffel, Steven; Dhaene, Jan; Valdez, Emiliano - 2005
Persistent link: https://www.econbiz.de/10002723917
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Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, … - 2004
Persistent link: https://www.econbiz.de/10002153389
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Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan - 2004
Persistent link: https://www.econbiz.de/10002153412
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Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2004
Persistent link: https://www.econbiz.de/10002263701
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On the evaluation of "saving-consumption" plans
Vanduffel, Steven; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263824
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Confidence bounds for discounted loss reserves
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; … - 2002
Persistent link: https://www.econbiz.de/10001732816
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan - 2003
Persistent link: https://www.econbiz.de/10001769796
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Claims reserving using generalized linear models
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; … - 2003
Persistent link: https://www.econbiz.de/10001820126