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Estimation de la variance, dans un modèle classique, si les coefficients d'aplatissement des variables sont connus
DeVylder, Floriaen E. - In: Revue de statistique appliquée 41 (1993) 3, pp. 5-20
Persistent link: https://www.econbiz.de/10001157906
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Some remarks on IBNR evaluation techniques
Goovaerts, Marc J.; Dhaene, Jan; VanDenBorre, Eddy; … - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 525-532
Persistent link: https://www.econbiz.de/10001710394
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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
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Risk measures, measures for insolvency risk and economical capital allocation
Goovaerts, Marc J.; Dhaene, Jan; Kaas, R. - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 545-559
Persistent link: https://www.econbiz.de/10001710410
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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
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Pricing exotic options under local volatility
Decamps, Marc; Goovaerts, Marc J.; De Schepper, Ann - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 49-67
Persistent link: https://www.econbiz.de/10002749078
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Static hedging of Asian options under Lévy models
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - In: The journal of derivatives : the official publication … 12 (2004) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 90-97
Persistent link: https://www.econbiz.de/10003985403
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Decision principles derived from risk measures
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 3, pp. 294-302
Persistent link: https://www.econbiz.de/10008747061
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A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 187-189
Persistent link: https://www.econbiz.de/10008654259