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~subject:"Statistische Verteilung"
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ECONIS (ZBW)
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Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano
;
Dhaene, Jan
;
Maj, Mateusz
;
Vanduffel, …
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 385-397
Persistent link: https://www.econbiz.de/10009517625
Saved in:
2
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
Saved in:
3
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
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4
A new approach to assessing model risk in high dimensions
Bernard, Carole
;
Vanduffel, Steven
- In:
Journal of banking & finance
58
(
2015
),
pp. 166-178
Persistent link: https://www.econbiz.de/10011543968
Saved in:
5
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
6
Range value-at-risk bounds for unimodal distributions under partial information
Bernard, Carole
;
Kazzi, Rodrigue
;
Vanduffel, Steven
- In:
Insurance / Mathematics & economics
94
(
2020
),
pp. 9-24
Persistent link: https://www.econbiz.de/10012419085
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7
A stein type lemma for the multivariate generalized hyperbolic distribution
Vanduffel, Steven
;
Yao, Jing
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 606-612
Persistent link: https://www.econbiz.de/10011738057
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8
Robust distortion risk measures
Bernard, Carole
;
Pesenti, Silvana M.
;
Vanduffel, Steven
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 774-818
Persistent link: https://www.econbiz.de/10014565274
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9
Computation of convex bounds for present value functions of random payments
Ahcan, Ales
;
Darkiewicz, Grzegorz
;
Goovaerts, Marc J.
; …
-
2004
Persistent link: https://www.econbiz.de/10008657063
Saved in:
10
On expansions for densities with divergent moments
Goovaerts, M. J.
;
VanGoethem, P.
-
1977
Persistent link: https://www.econbiz.de/10001500576
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