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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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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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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
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Bivariate stochastic dominance and substitute risk-(in)dependent uilities
Denuit, Michel; Eeckhoudt, Louis R. - In: Decision analysis : a journal of the Institute for … 7 (2010) 3, pp. 302-312
Persistent link: https://www.econbiz.de/10008663475
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Almost expectation and excess dependence notions
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y. - In: Theory and decision : an international journal for … 79 (2015) 3, pp. 375-401
Persistent link: https://www.econbiz.de/10011377445
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Non-differentiable transformations preserving stochastic dominance
Denuit, Michel; Eeckhoudt, Louis R.; Jokung Nguena, Octave - In: Journal of the Operational Research Society : OR 64 (2013) 9, pp. 1441-1446
Persistent link: https://www.econbiz.de/10009788603
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Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance
Denuit, Michel; Liu, Liqun - In: Theory and decision : an international journal for … 76 (2014) 2, pp. 287-295
Persistent link: https://www.econbiz.de/10010345255
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Almost marginal conditional stochastic dominance
Denuit, Michel; Huang, Rachel J.; Tzeng, Larry Y.; … - In: Journal of banking & finance 41 (2014), pp. 57-66
Persistent link: https://www.econbiz.de/10010407994