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Dhaene, Jan
28
Dhaene, J.
27
Schoutens, Wim
23
Albrecher, Hansjörg
21
Goovaerts, Marc
19
Goovaerts, M.J.
18
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16
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12
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Insurance / Mathematics & economics
78
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
16
Astin bulletin : the journal of the International Actuarial Association
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
6
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4
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3
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2
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2
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1
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1
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1
Finance and stochastics
1
Financial markets, institutions & instruments
1
Het Verzekerings-archief : wetenschappelijk orgaan van de Bedrijfsgroep Levensverzekering
1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
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Risk : managing risk in the world's financial markets
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Static Hedging of Asian Options under Lévy Models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc
; …
- In:
The journal of derivatives : the official publication …
12
(
2005
)
3
,
pp. 63
Persistent link: https://www.econbiz.de/10005923133
Saved in:
2
Implied liquidity: Model sensitivity
Albrecher, Hansjoerg
;
Guillaume, Florence
;
Schoutens, Wim
- In:
Journal of empirical finance
23
(
2013
),
pp. 48-67
Persistent link: https://www.econbiz.de/10010165910
Saved in:
3
Comonotonic Approximations for Optimal Portfolio Selection Problems
Dhaene, J.
;
Vanduffel, S.
;
Goovaerts, M.J.
;
Kaas, R.
; …
- In:
The journal of risk and insurance : the journal of the …
72
(
2005
)
2
,
pp. 253-301
Persistent link: https://www.econbiz.de/10006161578
Saved in:
4
On the Distribution of Cash Flows Using Esscher Transforms
Vyncke, D.
;
Goovaerts, M.J.
;
Schepper, A.De
;
Kaas, R.
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563
Persistent link: https://www.econbiz.de/10006168767
Saved in:
5
The concept of comonotonicity in actuarial science and finance: applications
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M.J.
;
Kaas, R.
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
2
,
pp. 133-162
Persistent link: https://www.econbiz.de/10006893342
Saved in:
6
The concept of comonotonicity in actuarial science and finance: theory
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M.J.
;
Kaas, R.
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
1
,
pp. 3-34
Persistent link: https://www.econbiz.de/10006893487
Saved in:
7
An easy computable upper bound for the price of an arithmetic Asian option
Simon, S.
;
Goovaerts, M.J.
;
Dhaene, J.
- In:
Insurance / Mathematics & economics
26
(
2000
)
2-3
,
pp. 175-184
Persistent link: https://www.econbiz.de/10006905193
Saved in:
8
Supermodular ordering and stochastic annuities
Goovaerts, M.J.
;
Dhaene, J.
- In:
Insurance / Mathematics & economics
24
(
1999
)
3
,
pp. 281-290
Persistent link: https://www.econbiz.de/10006913340
Saved in:
9
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
Vanneste, M.
;
Goovaerts, M.J.
;
Schepper, A.De
;
Dhaene, J.
- In:
Insurance / Mathematics & economics
20
(
1997
)
1
,
pp. 35-42
Persistent link: https://www.econbiz.de/10006924135
Saved in:
10
The compound Poisson approximation for a portfolio of dependent risks
Goovaerts, M.J.
;
Dhaene, J.
- In:
Insurance / Mathematics & economics
18
(
1996
)
1
,
pp. 81-86
Persistent link: https://www.econbiz.de/10006927826
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