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A remark on survival probabilities for a weighted poisson process with an infinitely divisible mixing distribution
Goovaerts, M. J. - 1981
Persistent link: https://www.econbiz.de/10002493400
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On the numerical evaluation of numerical probabilities
Santermans, W.; Goovaerts, M. J. - 1980
Persistent link: https://www.econbiz.de/10002741538
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A note on the independence between financial and actuarial risks
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; … - 2012
Persistent link: https://www.econbiz.de/10009731599
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Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan - 2004
Persistent link: https://www.econbiz.de/10002153412
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Comonotonic modification of random vector in its own probability space
Dhaene, Jan; Kukush, Alexander - 2011
Persistent link: https://www.econbiz.de/10009127233
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Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
Hanbali, Hamza; Linders, Daniël; Dhaene, Jan - In: Scandinavian actuarial journal 2023 (2023) 3, pp. 219-243
Persistent link: https://www.econbiz.de/10014336322