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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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General annuities under truncate stochastic interest rates
Koch, Inge (contributor); De Schepper, Ann (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002212111
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Discrete annuities using truncate stochastic interest rates : the case of a Vasicek and Ho-Lee model
Koch, Inge (contributor); De Schepper, Ann (contributor) - 2005
Persistent link: https://www.econbiz.de/10002707177
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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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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
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Understanding copula transforms : a review of dependence properties
Michiels, Frederik; De Schepper, Ann - 2009
Persistent link: https://www.econbiz.de/10003996828
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Risk management under incomplete information : exact upper and lower bounds for the probability to reach extreme values
De Schepper, Ann (contributor); Heijnen, Bart (contributor) - 2006
Persistent link: https://www.econbiz.de/10003388767