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Approximating the compound negative binomial distribution by the compound Poisson distribution
Dhaene, Jan - 1990
Persistent link: https://www.econbiz.de/10000802618
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Error bounds for collective approximations of stop-loss premiums
Pril, Nelson de; Dhaene, Jan - 1990
Persistent link: https://www.econbiz.de/10000802622
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Optimal premium control in a non-life insurance business
Vandebroek, Martina; Dhaene, Jan - 1989
Persistent link: https://www.econbiz.de/10000767310
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Modern actuarial risk theory : using R
Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10003726725
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Modern actuarial risk theory : using R
Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2nd ed., corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870922
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An overview of comonotonicity and its applications in finance and insurance
Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle - In: Advanced mathematical methods for finance, (pp. 155-179). 2011
Persistent link: https://www.econbiz.de/10008991312
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Risk measures and dependencies of risks
Darkiewicz, Grzegorz; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263800
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The concept of comonotonicity in actuarial science and finance
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655460
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Fair Dynamic Valuation of Insurance Liabilities : Merging Actuarial Judgement With Market- and Time-Consistency
Barigou, Karim - 2020
In this paper, we investigate the fair valuation of insurance liabilities in a dynamic multi-period setting. We define a fair dynamic valuation as a valuation which is actuarial (mark-to-model for claims independent of financial market evolutions), market-consistent (mark-to-market for any...
Persistent link: https://www.econbiz.de/10012850749