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Linking dividends and capital injections : a probabilistic approach
Albrecher, Hansjörg; Ivanovs, Jevgenijs - In: Scandinavian actuarial journal (2018) 1, pp. 76-83
Persistent link: https://www.econbiz.de/10011880818
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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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Combined tail estimation using censored data and expert information
Bladt, Martin; Albrecher, Hansjörg; Beirlant, Jan - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 503-525
Persistent link: https://www.econbiz.de/10012262751
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Tail mutual exclusivity and Tail-VaR lower bounds
Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - In: Scandinavian actuarial journal (2017) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10011771971
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Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza; Linders, Daniël; Dhaene, Jan - In: Scandinavian actuarial journal 2023 (2023) 3, pp. 219-243
Persistent link: https://www.econbiz.de/10014336322
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Fair dynamic valuation of insurance liabilities : a loss averse convex hedging approach
Chen, Ze; Chen, Bingzheng; Dhaene, Jan - In: Scandinavian actuarial journal 2020 (2020) 9, pp. 792-818
Persistent link: https://www.econbiz.de/10012313738
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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim; Dhaene, Jan - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 163-187
Persistent link: https://www.econbiz.de/10012194944