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Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - In: International journal of theoretical and applied finance 9 (2006) 7, pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
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Self exciting threshold interest rates models
Decamps, Marc; Goovaerts, Marc J.; Schoutens, Wim - 2005
Persistent link: https://www.econbiz.de/10002724001
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Extreme values of tail probabilities
De Schepper, Ann; Heijnen, Bart - 1991
Persistent link: https://www.econbiz.de/10000880750
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Stochastic interest rates and the probabilistic behaviour of actuarial functions
De Schepper, Ann - 1995
Persistent link: https://www.econbiz.de/10000955233
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An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Koch, Inge; De Schepper, Ann - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 386-402
Persistent link: https://www.econbiz.de/10003755755
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Exploring the lambda copula construction method for Archimedean copulas : discussion of three lambda types
Michiels, Frederik; Koch, Inge; De Schepper, Ann - 2008
Persistent link: https://www.econbiz.de/10003834785
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The comonotonicity coefficient : a new measure of positive dependence in a multivariate setting
Koch, Inge (contributor); De Schepper, Ann (contributor) - 2007
Persistent link: https://www.econbiz.de/10003467239
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A new graphical tool for copula selection
Michiels, Frederik; De Schepper, Ann - 2010
Persistent link: https://www.econbiz.de/10003996145
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Optimal moment bounds under multiple shape constraints
Wouters, Geert; De Schepper, Ann - 2009
Persistent link: https://www.econbiz.de/10003996772