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Risk measures and comonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Q.; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003329684
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A note on optimal lower bound approximations for risk measures of sums of lognormals
Vanduffel, Steven; Chen, X.; Dhaene, Jan; Goovaerts, Marc J. - 2006
Persistent link: https://www.econbiz.de/10003610847
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Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan; Vanduffel, Steven; Tang, Qihe; Goovaerts, … - 2004
Persistent link: https://www.econbiz.de/10002153389
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The hurdle-race problem
Vanduffel, Steven; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2002
Persistent link: https://www.econbiz.de/10001708297
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Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - 2004
Persistent link: https://www.econbiz.de/10002035167
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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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Risk measurement with the equivalent utility principles
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R.; … - 2005
Persistent link: https://www.econbiz.de/10003267099
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Upper and lower bounds for sums of random variables
Kaas, R.; Dhaene, Jan; Goovaerts, Marc J. - 2000
Persistent link: https://www.econbiz.de/10001593693
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A simple geometric proof that comonotonic risks have the convex-largest sum
Kaas, R.; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; … - 2001
Persistent link: https://www.econbiz.de/10001594219