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Spectral decomposition of optimal assetliability management
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc J. - In: Journal of economic dynamics & control 33 (2009) 3, pp. 710-724
Persistent link: https://www.econbiz.de/10003817998
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On the distribution of life annuities with stochastic interest rates
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc J. - 2005
Persistent link: https://www.econbiz.de/10002724614
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Approximation formulae for compound Poisson processes for some kind of claim distributions having a prescribed asymptotic behavior
VanGoethem, P.; Goovaerts, M. J. - 1977
Persistent link: https://www.econbiz.de/10001500659
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Bounds for present value functions with stochastic interest rates and stochastic volatility
De Schepper, Ann; Goovaerts, Marc J.; Dhaene, Jan; Kaas, R. - 2002
Persistent link: https://www.econbiz.de/10001655514
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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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Transform analysis and asset pricing for diffusion processes : a recursive approach
Goovaerts, Marc J.; Laeven, Roger; Shang, Zhaoning - In: The journal of computational finance 16 (2012/13) 1, pp. 47-81
Persistent link: https://www.econbiz.de/10009631863