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Theory
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655663
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Applications
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655664
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The hurdle-race problem
Vanduffel, Steven; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2002
Persistent link: https://www.econbiz.de/10001708297
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Risk measures, measures for insolvency risk and economical capital allocation
Goovaerts, Marc J.; Dhaene, Jan; Kaas, R. - In: Tijdschrift voor economie en management 46 (2001) 4, pp. 545-559
Persistent link: https://www.econbiz.de/10001710410
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On the distribution of cash flows using Esscher transforms
Vyncke, David; Goovaerts, Marc J.; De Schepper, Ann; … - In: The journal of risk and insurance : the journal of the … 70 (2003) 3, pp. 563-575
Persistent link: https://www.econbiz.de/10001787185
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Stable laws and the distribution of cash-flows
Goovaerts, Marc J.; De Schepper, Ann; Vyncke, David; … - 2001
Persistent link: https://www.econbiz.de/10001633701
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Comonotonic approximations for optimal portfolio selection problems
Dhaene, Jan; Vanduffel, Steven; Goovaerts, Marc J.; Kaas, R. - 2004
Persistent link: https://www.econbiz.de/10002035167
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Practical actuarial credibility models
Kaas, R.; Dannenburg, Dennis Ramon; Goovaerts, Marc J. - 1996
Persistent link: https://www.econbiz.de/10000966783
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A unified approach to generate risk measures
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe - 2003
The paper derives many existing risk measures and premium principles by minimizing a Markow bound for the tail probability. Our approach involves two exogenous functions v(S) and ... Minimizing a general Markow bound leads to the following unifying equation. [Marc J. Goovaerts, Rob Kaas, Jan...
Persistent link: https://www.econbiz.de/10005847002
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Upper and lower bounds for sums of random variables
Kaas, Rob; Dhaene, Jan; Goovaerts, Marc J. - In: Insurance: Mathematics and Economics 27 (2000) 2, pp. 151-168
Persistent link: https://www.econbiz.de/10005374604