//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A recursive approach to mortal...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
41
Language
All
Undetermined
40
English
1
Author
All
Dhaene, Jan
27
Goovaerts, Marc
18
Kaas, Rob
9
Vanduffel, Steven
7
Goovaerts, Marc J.
5
Valdez, Emiliano A.
5
Denuit, Michel
4
Hoedemakers, Tom
4
Schoutens, Wim
4
Shiu, Elias
4
De Schepper, Ann
3
Decamps, Marc
3
Shang, Zhaoning
3
Van Weert, Koen
3
Vyncke, David
3
Beirlant, Jan
2
Darkiewicz, Grzegorz
2
Deelstra, Griselda
2
Gerber, Hans
2
Henrard, Luc
2
Linders, Daniël
2
Loos, Jeroen
2
Maj, Mateusz
2
Schepper, Ann De
2
Tang, Qihe
2
Vanmaele, Michèle
2
Vernic, Raluca
2
Albrecher, Hansjörg
1
Gerber, Hans U.
1
Goovaerts, Marc J
1
Kling, Bart
1
Kukush, Alexander
1
Laeven, Roger
1
Laeven, Roger J A
1
Landsman, Zinoviy
1
Luciano, Elisa
1
Pat, Nika
1
Reynaerts, Huguette
1
Ribas, Carmen
1
Shiu, Elias S.W.
1
more ...
less ...
Published in...
All
Insurance / Mathematics & economics
25
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
3
Journal of economic dynamics & control
2
European journal of operational research : EJOR
1
Finance : revue de l'Association Française de Finance
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
241
RePEc
49
EconStor
5
USB Cologne (business full texts)
1
USB Cologne (EcoSocSci)
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analytic bounds and approximations for annuities and Asian options
Vanduffel, Steven
;
Shang, Zhaoning
;
Henrard, Luc
; …
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1109-1117
Persistent link: https://www.econbiz.de/10008057641
Saved in:
2
Analytic bounds and approximations for annuities and Asian options
Vanduffel, Steven
;
Shang, Zhaoning
;
Henrard, Luc
; …
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10008893118
Saved in:
3
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:
4
Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann
;
Goovaerts, Marc
;
Dhaene, Jan
;
Kaas, Rob
; …
- In:
Insurance / Mathematics & economics
31
(
2002
)
1
,
pp. 87-104
Persistent link: https://www.econbiz.de/10006893484
Saved in:
5
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc
- In:
Insurance / Mathematics & economics
47
(
2010
)
1
,
pp. 90-98
Persistent link: https://www.econbiz.de/10008422774
Saved in:
6
Convex order approximations in the case of cash flows of mixed signs
Dhaene, Jan
;
Goovaerts, Marc
;
Vanmaele, Michèle
;
Van …
- In:
Insurance / Mathematics & economics
51
(
2012
)
2
,
pp. 249-257
Persistent link: https://www.econbiz.de/10010011606
Saved in:
7
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc
;
Dhaene, Jan
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 121-139
Persistent link: https://www.econbiz.de/10009918894
Saved in:
8
Transform analysis and asset pricing for diffusion processes: A recursive approach
Goovaerts, Marc J
;
Laeven, Roger J A
;
Shang, Zhaoning
- In:
The journal of computational finance
16
(
2012
)
1
,
pp. 47-83
Persistent link: https://www.econbiz.de/10010023518
Saved in:
9
A note on some new perpetuities
Decamps, Marc
;
Schepper, Ann De
;
Goovaerts, Marc
; …
- In:
Scandinavian actuarial journal : Actuarial Society of …
105
(
2005
)
4
,
pp. 261-270
Persistent link: https://www.econbiz.de/10005921690
Saved in:
10
A Note on Compound Generalized Distributions
Kling, Bart
;
Goovaerts, Marc
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
1993
)
1
,
pp. 60-72
Persistent link: https://www.econbiz.de/10006007585
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->