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An easy computable upper bound...
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Dhaene, Jan
122
Goovaerts, Marc J.
82
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74
Kaas, R.
59
Dhaene, J.
50
Vanduffel, Steven
29
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25
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20
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15
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14
Goovaerts, M.J.
13
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12
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12
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12
Vyncke, D.
12
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11
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8
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8
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8
Cheung, Ka Chun
7
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7
Hoedemakers, Tom
7
Tang, Qihe
7
Haezendonck, J.
6
Simon, S.
6
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6
Van Weert, Koen
6
Vanmaele, Michèle
6
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5
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5
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5
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5
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5
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5
Laeven, R. J. A.
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5
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4
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4
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4
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43
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31
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26
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1
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41
Confidence bounds for discounted loss reserves
Hoedemakers, Tom
;
Beirlant, Jan
;
Goovaerts, Marc J.
; …
-
2002
Persistent link: https://www.econbiz.de/10001732816
Saved in:
42
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
43
Comonotonic approximations for the probability of lifetime ruin
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
- In:
Journal of pension economics and finance
11
(
2012
)
2
,
pp. 285-309
Persistent link: https://www.econbiz.de/10009540744
Saved in:
44
Comonotic approximations for a generalized provisioning problem with application to optimal portfolio selection
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126884
Saved in:
45
Optimal portfolio selection for general provisioning and terminal wealth problems
Van Weert, Koen
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2009
Persistent link: https://www.econbiz.de/10009126893
Saved in:
46
Supermodular ordering and stochastic annuities
Goovaerts, M. J.
;
Dhaene, J.
- In:
Insurance: Mathematics and Economics
24
(
1999
)
3
,
pp. 281-290
Persistent link: https://www.econbiz.de/10005365494
Saved in:
47
The concept of comonotonicity in actuarial science and finance: theory
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M. J.
;
Kaas, R.
; …
- In:
Insurance: Mathematics and Economics
31
(
2002
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10005374529
Saved in:
48
The compound Poisson approximation for a portfolio of dependent risks
Goovaerts, M. J.
;
Dhaene, J.
- In:
Insurance: Mathematics and Economics
18
(
1996
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10005374721
Saved in:
49
On the dependency of risks in the individual life model
Dhaene, J.
;
Goovaerts, M. J.
- In:
Insurance: Mathematics and Economics
19
(
1997
)
3
,
pp. 243-253
Persistent link: https://www.econbiz.de/10005375325
Saved in:
50
The concept of comonotonicity in actuarial science and finance: applications
Dhaene, J.
;
Denuit, M.
;
Goovaerts, M. J.
;
Kaas, R.
; …
- In:
Insurance: Mathematics and Economics
31
(
2002
)
2
,
pp. 133-161
Persistent link: https://www.econbiz.de/10005380547
Saved in:
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