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Prediction of claim numbers based on hazard rates

Spreeuw, Jaap; Goovaerts, Marc - In: Insurance: Mathematics and Economics 23 (1998) 1, pp. 59-69

Persistent link: https://www.econbiz.de/10005375381

Editorial

Gerber, Hans U.; Goovaerts, Marc; Kaas, Rob; Shiu, … - In: Insurance: Mathematics and Economics 35 (2004) 1, pp. 1-1

Persistent link: https://www.econbiz.de/10005375391

IBNR reserves under stochastic interest rates

Goovaerts, Marc; De Schepper, Ann - In: Insurance: Mathematics and Economics 21 (1997) 3, pp. 225-244

Persistent link: https://www.econbiz.de/10005375511

On the distribution of IBNR reserves

Goovaerts, Marc; Redant, Hendrik - In: Insurance: Mathematics and Economics 25 (1999) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10005380744

Spectral decomposition of optimal asset-liability management

Decamps, Marc; De Schepper, Ann; Goovaerts, Marc - In: Journal of Economic Dynamics and Control 33 (2009) 3, pp. 710-724

This paper concerns optimal asset-liability management when the assets and the liabilities are modeled by means of correlated geometric Brownian motions as suggested in Gerber and Shiu [2003. Geometric Brownian motion models for assets and liabilities: from pension funding to optimal dividends....

Persistent link: https://www.econbiz.de/10005205296

A note on some new perpetuities

Decamps, Marc; Schepper, Ann De; Goovaerts, Marc; … - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 4, pp. 261-270

Persistent link: https://www.econbiz.de/10005921690

A Note on Compound Generalized Distributions

Kling, Bart; Goovaerts, Marc - In: Scandinavian actuarial journal : Actuarial Society of … (1993) 1, pp. 60-72

Persistent link: https://www.econbiz.de/10006007585

Double Boundary Crossing Results for the Brownian Motion

Teunen, Marleen; Goovaerts, Marc - In: Scandinavian actuarial journal : Actuarial Society of … (1994) 2, pp. 139-150

Persistent link: https://www.econbiz.de/10006001433

Approximations for life annuity contracts in a stochastic financial environment

Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc - In: Insurance / Mathematics & economics 37 (2005) 2, pp. 239-269

Persistent link: https://www.econbiz.de/10006874802

Editorial

Gerber, Hans U.; Goovaerts, Marc; Kaas, Rob; Shiu, … - In: Insurance / Mathematics & economics 35 (2004) 1, pp. 1-2

Persistent link: https://www.econbiz.de/10006880471