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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
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Convex order approximations in the case of cash flows of mixed signs
Dhaene, Jan; Goovaerts, Marc J.; Vanmaele, Michèle; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 249-256
Persistent link: https://www.econbiz.de/10009668361
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Comonotonic approximations for the probability of lifetime ruin
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - In: Journal of pension economics and finance 11 (2012) 2, pp. 285-309
Persistent link: https://www.econbiz.de/10009540744
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Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126884
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126893
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On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures
Goovaerts, Marc J.; Linders, Danie͏̈l; Van Weert, Koen; … - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 10-18
Persistent link: https://www.econbiz.de/10009557646