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Dhaene, J.
27
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18
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16
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14
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6
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A Simple Geometric Proof that Comonotonic Risks have the Convex-largest Sum
Kaas, R.
;
Dhaene, J.
;
Vyncke, D.
;
Goovaerts, M.J.
; …
- In:
Astin bulletin : the journal of the International …
32
(
2002
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10008216300
Saved in:
2
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:
3
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:
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
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:
6
A Unified Approach to Generate Risk Measures
Goovaerts, M.J.
;
Kaas, R.
;
Dhaene, J.
;
Tang, Q.
- In:
Astin bulletin : the journal of the International …
33
(
2003
)
2
,
pp. 173-192
Persistent link: https://www.econbiz.de/10008215106
Saved in:
7
Some problems in actuarial finance involving sums of dependent risks
Goovaerts, M.J.
;
Kaas, R.
- In:
Statistica Neerlandica : journal of the Netherlands …
56
(
2002
)
3
,
pp. 253-269
Persistent link: https://www.econbiz.de/10006439853
Saved in:
8
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. Part I. Analytical Results
Schepper, A.De
;
Goovaerts, M.J.
;
Kaas, R.
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
1997
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10005985428
Saved in:
9
A Stochastic Approach to Catastrophic Risks
Vanneste, M.
;
Goovaerts, M.J.
;
Vylder, F.De
;
Kaas, R.
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
1996
)
2
,
pp. 99-108
Persistent link: https://www.econbiz.de/10005991760
Saved in:
10
The hurdle-race problem
Vanduffel, S.
;
Dhaene, J.
;
Goovaerts, M.
;
Kaas, R.
- In:
Insurance / Mathematics & economics
33
(
2003
)
2
,
pp. 405-414
Persistent link: https://www.econbiz.de/10006885587
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