Narrow search
Showing 1 - 7 of 7
Cover Image
How to determinie the capital requirement for a portfolio of annuity liabilities
Dhaene, Jan; Goovaerts, Marc J.; Vanduffel, Steven; … - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 533-544
Persistent link: https://www.econbiz.de/10001710404
Cover Image
Stable laws and the distribution of cash-flows
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; … - 2001
Persistent link: https://www.econbiz.de/10001633701
Cover Image
On the distribution of cash flows using Esscher transforms
Vyncke, David; Goovaerts, Marc J.; De Schepper, Ann; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 3, pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Cover Image
Stochastic upper bounds for present value functions
Goovaerts, Marc J.; Dhaene, Jan; De Schepper, Ann - In: The journal of risk and insurance : the journal of the … 67 (2000) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10001534101
Cover Image
Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
Cover Image
On the use of copulas for calculating the present value of a general cash flow
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10002749736
Cover Image
An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - 2004
Persistent link: https://www.econbiz.de/10002263734