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Some results on the CTE-based capital allocation rule
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 855
Persistent link: https://www.econbiz.de/10007988393
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Some results on the CTE-based capital allocation rule
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; … - In: Insurance / Mathematics & economics 42 (2008) 2, pp. 855-864
Persistent link: https://www.econbiz.de/10008879687
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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
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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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Can a Coherent Risk Measure Be Too Subadditive?
Dhaene, J.; Laeven, R.J.A.; Vanduffel, S.; Darkiewicz, G.; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386
Persistent link: https://www.econbiz.de/10008045507
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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
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ORIGINAL ARTICLES - Recursions for Distribution Functions and Stop-loss Transforms
Dhaene, J.; Willmot, G.; Sundt, B. - In: Scandinavian actuarial journal : Actuarial Society of … (1999) 1, pp. 52-65
Persistent link: https://www.econbiz.de/10005968759
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Some Results on Moments and Cumulants
Sundt, B.; Dhaene, J.; Pril, N.De - In: Scandinavian actuarial journal : Actuarial Society of … (1998) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10005977236
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On Approximating Distributions by Approximating their De Pril Transforms
Dhaene, J.; Sundt, B. - In: Scandinavian actuarial journal : Actuarial Society of … (1998) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10005977237
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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