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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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Theory
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655663
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Applications
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655664
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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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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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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
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Managing economic and virtual economic capital within financial conglomerates
Goovaerts, Marc J.; Van den Borre, Eddy; Laeven, Roger J. A. - 2003
Persistent link: https://www.econbiz.de/10001891652
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Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126884
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126893