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The hurdle-race problem

Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. - In: Insurance: Mathematics and Economics 33 (2003) 2, pp. 405-413

Persistent link: https://www.econbiz.de/10005380614

The hurdle-race problem

Vanduffel, S.; Dhaene, J.; Goovaerts, M.; Kaas, R. - In: Insurance / Mathematics & economics 33 (2003) 2, pp. 405-414

Persistent link: https://www.econbiz.de/10006885587

Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation

DHaene, J.; Goovaerts, M.; Kaas, R. - In: Review of Business and Economics XLVI (2001) 4, pp. 545-562

In the present paper we consider several measures Ior the risk that is present in all insurance environment. We look for desirable properties for two types of risk measures, the ones reflecting both negative and positive results, and the measures for insolvency risks dealing with aspects of...

Persistent link: https://www.econbiz.de/10008646261

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 365-386

Persistent link: https://www.econbiz.de/10003713544

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2006

Persistent link: https://www.econbiz.de/10003329677

Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J. - In: Tijdschrift voor economie en management 52 (2007) 2, pp. 265-278

Persistent link: https://www.econbiz.de/10003503081

Optimal portfolio selection for general provisioning and terminal wealth problems

Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc J. - In: Insurance / Mathematics & economics 47 (2010) 1, pp. 90-97

Persistent link: https://www.econbiz.de/10003985403

A recursive approach to mortality-linked derivative pricing

Shang, Zhaoning; Goovaerts, Marc J.; Dhaene, Jan - In: Insurance / Mathematics & economics 49 (2011) 2, pp. 240-248

Persistent link: https://www.econbiz.de/10009242028

Convex order approximations in the case of cash flows of mixed signs

Dhaene, Jan; Goovaerts, Marc J.; Vanmaele, Michèle; … - In: Insurance / Mathematics & economics 51 (2012) 2, pp. 249-256

Persistent link: https://www.econbiz.de/10009668361

Can a coherent risk measure be too subadditive?

Dhaene, Jan; Laeven, R. J. A.; Vanduffel, Steven; … - 2004

Persistent link: https://www.econbiz.de/10002263701

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