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Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - In: The journal of risk and insurance : the journal of the … 72 (2005) 2, pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
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On the distribution of cash flows using Esscher transforms
Vyncke, David; Goovaerts, Marc J.; De Schepper, Ann; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 3, pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
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Can a coherent risk measure be too subadditive?
Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10003713544
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Stochastic upper bounds for present value functions
Goovaerts, Marc J.; Dhaene, Jan; De Schepper, Ann - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001534101
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Securitization of longevity risk : pricing survivor bonds with Wang transform in the Lee-Carter framework
Denuit, Michel; Devolder, Pierre; Goderniaux, Anne-Cécile - In: The journal of risk and insurance : the journal of the … 74 (2007) 1, pp. 87-113
Persistent link: https://www.econbiz.de/10003454711
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Multi-event bonus-malus scales
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François - In: The journal of risk and insurance : the journal of the … 73 (2006) 3, pp. 517-528
Persistent link: https://www.econbiz.de/10003378484
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Number of accidents or number of claims? : an approach with zero-inflated Poisson models for panel data
Boucher, Jean-Philippe; Denuit, Michel; Guillén, Montserrat - In: The journal of risk and insurance : the journal of the … 76 (2009) 4, pp. 821-846
Persistent link: https://www.econbiz.de/10003916502
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Bonus-malus scales in segmented tariffs with stochastic migration between segments
Brouhns, Natacha; Guillén, Montserrat; Denuit, Michel; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 4, pp. 577-599
Persistent link: https://www.econbiz.de/10001856883
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Multi-Event Bonus-Malus Scales
Pitrebois, Sandra; Denuit, Michel; Walhin, Jean-François - In: The journal of risk and insurance : the journal of the … 73 (2006) 3, pp. 517-528
Persistent link: https://www.econbiz.de/10007279251
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Bonus-Malus Scales in Segmented Tariffs With Stochastic Migration Between Segments
Brouhns, Natacha; Guillén, Montserrat; Denuit, Michel; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 4, pp. 577-600
Persistent link: https://www.econbiz.de/10006167556