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Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg; Dhaene, Jan; Goovaerts, Marc J.; … - 2003
Persistent link: https://www.econbiz.de/10001938553
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Editorial: The impact factor of IME
Kaas, R.; Gerber, Hans U.; Goovaerts, Marc J.; Shiu, … - In: Insurance / Mathematics & economics 62 (2015), pp. 1-4
Persistent link: https://www.econbiz.de/10011312094
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Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126884
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Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - 2009
Persistent link: https://www.econbiz.de/10009126893
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Confidence bounds for discounted loss reserves
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; … - 2002
Persistent link: https://www.econbiz.de/10001732816
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An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David; Goovaerts, Marc J.; Dhaene, Jan - 2003
Persistent link: https://www.econbiz.de/10001769796
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Claims reserving using generalized linear models
Hoedemakers, Tom; Beirlant, Jan; Goovaerts, Marc J.; … - 2003
Persistent link: https://www.econbiz.de/10001820126
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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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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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Some remarks on IBNR evaluation techniques
Goovaerts, Marc J.; Dhaene, Jan; VanDenBorre, Eddy; … - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 525-532
Persistent link: https://www.econbiz.de/10001710394