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ASTIN BULLETIN -Vol.33 - No.2 - 2003; 173-191
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ASTIN BULLETIN ; Vol. 32 - No. 1 - 2002, 71-80
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Institut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, Rapporten. 1980, 09
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1
Transition probabilities for diffusion equations by means of path integrals
Goovaerts, Marc J.
;
De Schepper, Ann
;
Decamps, Marc
-
2002
Persistent link: https://www.econbiz.de/10001696849
Saved in:
2
Path integrals as a tool for pricing interest rate contingent claims : the case of reflecting and absorbing boundaries
Decamps, Marc
(
contributor
);
De Schepper, Ann
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001950835
Saved in:
3
Solution of the Fokker-Planck equation with boundary conditions by Feynman-Kac integration
Decamps, Marc
;
Goovaerts, Marc J.
;
De Schepper, Ann
-
2003
Persistent link: https://www.econbiz.de/10001747960
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
Saved in:
8
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:
9
On the use of copulas for calculating the present value of a general cash flow
Goovaerts, Marc J.
;
De Schepper, Ann
;
Hua, Yong
; …
- In:
Tijdschrift voor economie en management
50
(
2005
)
1
,
pp. 69-93
Persistent link: https://www.econbiz.de/10002749736
Saved in:
10
An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J.
;
De Schepper, Ann
;
Hua, Yong
; …
-
2004
Persistent link: https://www.econbiz.de/10002263734
Saved in:
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