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Correlation order, merging and diversification
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven - In: Insurance / Mathematics & economics 45 (2009) 3, pp. 325-332
Persistent link: https://www.econbiz.de/10009517561
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Optimal capital allocation principles
Dhaene, Jan; Tsanakas, Andreas; Valdez, Emiliano; … - 2009
Persistent link: https://www.econbiz.de/10009126885
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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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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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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