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Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - 2004
Persistent link: https://www.econbiz.de/10002035167
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Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - In: The journal of risk and insurance : the journal of the … 72 (2005) 2, pp. 253-300
Persistent link: https://www.econbiz.de/10002968418
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Financial bounds for insurance claims
Bernard, Carole; Vanduffel, Steven - In: The journal of risk and insurance : the journal of the … 81 (2014) 1, pp. 27-56
Persistent link: https://www.econbiz.de/10010340238
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A note on the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven; Chernih, Andrew; Maj, Matheusz; … - In: Applied mathematical finance 16 (2009) 3/4, pp. 315-330
Persistent link: https://www.econbiz.de/10003916188
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On the suboptimality of path-dependent pay-offs in Lévy markets
Vanduffel, Steven; Chernih, Andrew; Schoutens, Wim - 2007
Persistent link: https://www.econbiz.de/10003613733
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan - 2003
Persistent link: https://www.econbiz.de/10001769796
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Optimal portfolio selection for cash-flows with bounded capital at risk
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan; Van … - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 103-114
Persistent link: https://www.econbiz.de/10002749749