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The concept of comonotonicity in actuarial science and finance
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655460
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Actuarial theory for dependent risks : measures, orders and models
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2005
Persistent link: https://www.econbiz.de/10013489994
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The model with uncertainty zones for ultra high frequency prices and durations : applications to statistical estimation and mathematical finance
Robert, Christian Yann; Rosenbaum, Mathieu - In: Econophysics of Order-driven Markets : proceedings of …, (pp. 203-224). 2011
Persistent link: https://www.econbiz.de/10009349684
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Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
Courtois, Cindy; Denuit, Michel - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 95-100
Persistent link: https://www.econbiz.de/10003681611
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From regulatory life tables to stochastic mortality projections : the exponential decline model
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303
Persistent link: https://www.econbiz.de/10011630848
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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Fair valuation of insurance liability cash-flow streams in continuous time : applications
Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Astin bulletin : the journal of the International … 49 (2019) 2, pp. 299-333
Persistent link: https://www.econbiz.de/10012056592
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Fair valuation of insurance liability cash-flow streams in continuous time : theory
Delong, Łukasz; Dhaene, Jan; Barigou, Karim - In: Insurance / Mathematics & economics 88 (2019), pp. 196-208
Persistent link: https://www.econbiz.de/10012105568
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Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting
Barigou, Karim; Dhaene, Jan - In: Scandinavian actuarial journal 2019 (2019) 2, pp. 163-187
Persistent link: https://www.econbiz.de/10012194944
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Fair valuation of insurance liabilities : merging actuarial judgement and market-consistency
Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël - In: Insurance / Mathematics & economics 76 (2017), pp. 14-27
Persistent link: https://www.econbiz.de/10011774764