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Spectral decomposition of opti...
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77
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65
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51
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29
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28
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Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen, [Rapporten], 1982, 07
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ECONIS (ZBW)
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RePEc
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41
Extreme values of tail probabilities
De Schepper, Ann
;
Heijnen, Bart
-
1991
Persistent link: https://www.econbiz.de/10000880750
Saved in:
42
Stochastic interest rates and the probabilistic behaviour of actuarial functions
De Schepper, Ann
-
1995
Persistent link: https://www.econbiz.de/10000955233
Saved in:
43
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
Saved in:
44
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
Saved in:
45
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
Saved in:
46
A new graphical tool for copula selection
Michiels, Frederik
;
De Schepper, Ann
-
2010
Persistent link: https://www.econbiz.de/10003996145
Saved in:
47
Optimal moment bounds under multiple shape constraints
Wouters, Geert
;
De Schepper, Ann
-
2009
Persistent link: https://www.econbiz.de/10003996772
Saved in:
48
Understanding copula transforms : a review of dependence properties
Michiels, Frederik
;
De Schepper, Ann
-
2009
Persistent link: https://www.econbiz.de/10003996828
Saved in:
49
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
Saved in:
50
Risk management under incomplete information : exact upper and lower bounds for the value at risk
De Schepper, Ann
(
contributor
);
Heijnen, Bart
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003388775
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