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Static hedging of Asian option...
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Theorie
178
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177
Option pricing theory
73
Optionspreistheorie
73
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45
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43
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43
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43
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35
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35
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431
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4
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3
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Dhaene, Jan
259
Schoutens, Wim
224
Goovaerts, Marc J.
125
Albrecher, Hansjörg
90
Goovaerts, M. J.
75
Kaas, R.
68
Goovaerts, Marc
66
Madan, Dilip B.
66
Vanduffel, Steven
54
Denuit, Michel
52
Dhaene, J.
51
Goovaerts, M.
47
Kaas, Rob
46
Linders, Daniël
40
Vyncke, David
37
De Schepper, Ann
31
De Spiegeleer, Jan
31
Goovaerts, M.J.
25
De Vylder, F.
23
Tang, Qihe
22
Hoedemakers, Tom
20
Laeven, Roger J.A.
20
Decamps, Marc
17
Guillaume, Florence
17
Vanduffel, S.
17
Cheung, Ka Chun
16
Jönsson, Henrik
16
Beirlant, Jan
15
Van Weert, Koen
15
Darkiewicz, Grzegorz
14
Kukush, Alexander
14
Laeven, Roger J. A.
14
Vanmaele, Michèle
14
Vyncke, D.
13
Denuit, M.
12
Corcuera, José Manuel
11
Deelstra, Griselda
11
Höcht, Stephan
11
Stassen, Ben
11
Albrecher, Hansjoerg
10
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Tinbergen Instituut
6
Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
4
HAL
3
Advanced Study Institute on Insurance and Risk Theory <1985, Maratea>
2
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
2
Advanced Study Institute on Insurance Premiums <1983, Löwen>
1
Barcelona Workshop on Mathematical Finance <2017, Barcelona>
1
Collegio Carlo Alberto, Università degli Studi di Torino
1
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1
Facultat d'Economia i Empresa, Universitat de Barcelona
1
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1
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1
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1
Joanneum Research Forschungsgesellschaft
1
Springer-Verlag
1
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1
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1
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1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
arXiv.org
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Insurance / Mathematics & economics
122
Insurance: Mathematics and Economics
113
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
31
AFI
29
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
16
International journal of theoretical and applied finance
12
Robert H. Smith School Research Paper
12
The journal of risk and insurance : the journal of the American Risk and Insurance Association
12
Review of Business and Economics
11
Astin bulletin : the journal of the International Actuarial Association
10
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen
9
Tijdschrift voor economie en management
8
Applied mathematical finance
7
Discussion paper / Tinbergen Institute
7
Risks
7
Scandinavian actuarial journal
7
Tinbergen Institute Discussion Papers
7
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
6
International Journal of Theoretical and Applied Finance (IJTAF)
6
Quantitative Finance
6
Review of derivatives research
6
The journal of computational finance
6
Tinbergen Institute Discussion Paper
6
Journal of Risk & Insurance
5
Research paper series / Swiss Finance Institute
5
Risks : open access journal
5
Annals of finance
4
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universsiteit te Leuvren, [Rapporten]
4
International journal of financial engineering
4
International journal of financial research
4
Quantitative finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
Working Papers / Faculteit Toegepaste Economische Wetenschappen, Universiteit Antwerpen
4
Applied Mathematical Finance
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen, [Rapporten]
3
Mathematics and financial economics
3
Onderzoeksrapport / Katholieke Universiteit Leuven, Departement voor Toegepaste Economische Wetenschappen
3
Review of Derivatives Research
3
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Source
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ECONIS (ZBW)
460
RePEc
189
OLC EcoSci
137
EconStor
13
USB Cologne (EcoSocSci)
11
BASE
9
Other ZBW resources
4
USB Cologne (business full texts)
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31
The hurdle-race problem
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001708297
Saved in:
32
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
Saved in:
33
How to determinie the capital requirement for a portfolio of annuity liabilities
Dhaene, Jan
;
Goovaerts, Marc J.
;
Vanduffel, Steven
; …
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 533-544
Persistent link: https://www.econbiz.de/10001710404
Saved in:
34
Risk measures, measures for insolvency risk and economical capital allocation
Goovaerts, Marc J.
;
Dhaene, Jan
;
Kaas, R.
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 545-559
Persistent link: https://www.econbiz.de/10001710410
Saved in:
35
On the distribution of cash flows using Esscher transforms
Vyncke, David
;
Goovaerts, Marc J.
;
De Schepper, Ann
; …
- In:
The journal of risk and insurance : the journal of the …
70
(
2003
)
3
,
pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
Saved in:
36
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
Saved in:
37
Stable laws and the distribution of cash-flows
Goovaerts, Marc J.
;
De Schepper, Ann
;
Vyncke, David
; …
-
2001
Persistent link: https://www.econbiz.de/10001633701
Saved in:
38
Claims reserving using generalized linear models
Hoedemakers, Tom
;
Beirlant, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001820126
Saved in:
39
Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan
;
Vanduffel, Steven
;
Goovaerts, Marc J.
;
Kaas, R.
-
2004
Persistent link: https://www.econbiz.de/10002035167
Saved in:
40
Confidence bounds for discounted loss reserves
Hoedemakers, Tom
;
Beirlant, Jan
;
Goovaerts, Marc J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001732816
Saved in:
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