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Goovaerts, Marc
19
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7
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6
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4
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3
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3
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3
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2
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Insurance / Mathematics & economics
11
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
4
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2
Finance : revue de l'Association Française de Finance
1
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OLC EcoSci
ECONIS (ZBW)
183
RePEc
27
EconStor
6
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1
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Entropy Coherent and Entropy Convex Measures of Risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10010116423
Saved in:
2
Pareto utility
Ikefuji, Masako
;
Laeven, Roger J. A.
;
Magnus, Jan R.
; …
- In:
Theory and decision : an international journal for …
75
(
2013
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10010142900
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3
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
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4
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:
5
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:
6
Double Boundary Crossing Results for the Brownian Motion
Teunen, Marleen
;
Goovaerts, Marc
- In:
Scandinavian actuarial journal : Actuarial Society of …
(
1994
)
2
,
pp. 139-150
Persistent link: https://www.econbiz.de/10006001433
Saved in:
7
Approximations for life annuity contracts in a stochastic financial environment
Hoedemakers, Tom
;
Darkiewicz, Grzegorz
;
Goovaerts, Marc
- In:
Insurance / Mathematics & economics
37
(
2005
)
2
,
pp. 239-269
Persistent link: https://www.econbiz.de/10006874802
Saved in:
8
Editorial
Gerber, Hans U.
;
Goovaerts, Marc
;
Kaas, Rob
;
Shiu, …
- In:
Insurance / Mathematics & economics
35
(
2004
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10006880471
Saved in:
9
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:
10
Spectral decomposition of optimal asset–liability management
Decamps, Marc
;
De Schepper, Ann
;
Goovaerts, Marc
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 710-724
Persistent link: https://www.econbiz.de/10008175468
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