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A Simple Geometric Proof that...
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116
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107
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90
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82
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50
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25
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24
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24
Vyncke, David
22
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21
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17
Trufin, Julien
16
Schoutens, Wim
14
Goovaerts, M.
13
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12
Linders, Daniël
12
Vyncke, D.
12
Laeven, Roger J. A.
9
Robert, Christian Yann
9
Cheung, Ka Chun
7
Darkiewicz, Grzegorz
7
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7
Deelstra, Griselda
7
Eeckhoudt, Louis R.
7
Hoedemakers, Tom
7
Scaillet, Olivier
7
Vanmaele, Michèle
7
Sundt, B.
6
Tang, Qihe
6
Van Weert, Koen
6
Antonio, Katrien
5
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5
Chen, X.
5
Darkiewicz, G.
5
Henrard, L.
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5
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5
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4
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16
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8
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8
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2
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2
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ASITIN BULLETIN ;- Vol. 3 - No. 2 - 2001, 275-297
1
ASTIN - Bulletin ; Vol.31 - No.1 - 2001, 213-249
1
ASTIN BULLETIN
1
ASTIN BULLETIN - Vol.33 - No.1 - 2003; 1-10
1
ASTIN BULLETIN - Vol.33 - No.1 - 2003; 23-40
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ECONIS (ZBW)
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40
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151
How to (and how not to) compute stop-loss premiums in practice
Kaas, R.
-
1993
Persistent link: https://www.econbiz.de/10000886564
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152
A branch and boung algorithm for the acyclic subgraph problem
Kaas, R.
- In:
European journal of operational research : EJOR
8
(
1981
)
4
,
pp. 355-362
Persistent link: https://www.econbiz.de/10003593451
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153
How to (and how not to) compute stop-loss premiums in practice
Kaas, R.
- In:
Insurance / Mathematics & economics
13
(
1993
)
3
,
pp. 241-254
Persistent link: https://www.econbiz.de/10001163875
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154
Minimizing the risk of a financial product using a put option
Deelstra, Griselda
;
Vanmaele, Michèle
;
Vyncke, David
- In:
The journal of risk and insurance : the journal of the …
77
(
2010
)
4
,
pp. 767-800
Persistent link: https://www.econbiz.de/10008798298
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155
Multivariate risk sharing and the derivation of individually rational Pareto optima
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
Mathematical social sciences
74
(
2015
),
pp. 73-78
Persistent link: https://www.econbiz.de/10011438520
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156
Comonotonic Monte Carlo simulation and its applications in option pricing and quantification of risk
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 18-28
Persistent link: https://www.econbiz.de/10011687326
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157
On the calibration of the 3/2 model
Gudmundsson, Hilmar
;
Vyncke, David
- In:
European journal of operational research : EJOR
276
(
2019
)
3
,
pp. 1178-1192
Persistent link: https://www.econbiz.de/10012003744
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158
Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law mortality
Willemse, W. J.
;
Kaas, R.
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 468-484
Persistent link: https://www.econbiz.de/10003755776
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159
Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality
Willemse, W.J.
;
Kaas, R.
-
2007
Persistent link: https://www.econbiz.de/10003482427
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160
Worst VaR scenarios with given marginals and measures of association
Kaas, R.
;
Laeven, Roger J. A.
;
Nelsen, Roger B.
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 146-158
Persistent link: https://www.econbiz.de/10009517648
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