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Optimal Capital Allocation Pri...
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Dhaene, Jan
260
Vanduffel, Steven
181
Tsanakas, Andreas
72
Goovaerts, Marc J.
70
Valdez, Emiliano A.
60
Bernard, Carole
58
Denuit, Michel
54
Dhaene, J.
51
Kaas, R.
47
Valdez, Emiliano
42
Vyncke, David
35
Schoutens, Wim
34
Linders, Daniël
32
Goovaerts, Marc
22
Gan, Guojun
21
Vanduffel, S.
19
Cheung, Ka Chun
18
Rüschendorf, Ludger
18
Kaas, Rob
16
Goovaerts, M.J.
15
Chernih, Andrew
14
Goovaerts, M. J.
14
Henrard, Luc
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Kukush, Alexander
14
Vanmaele, Michèle
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Deelstra, Griselda
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Hoedemakers, Tom
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Landsman, Zinoviy
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Vyncke, D.
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Yao, Jing
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Millossovich, Pietro
12
Shi, Peng
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Tang, Qihe
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De Schepper, Ann
11
Goovaerts, M.
11
Stassen, Ben
11
Van Weert, Koen
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Boudt, Kris
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Maj, Mateusz
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ECONIS (ZBW)
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1
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
-
2009
Persistent link: https://www.econbiz.de/10009126885
Saved in:
2
Optimal capital allocation principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009517734
Saved in:
3
Closed-form approximations for constant continuous annuities
Vanduffel, Steven
;
Dhaene, Jan
;
Valdez, Emiliano
-
2005
Persistent link: https://www.econbiz.de/10002723917
Saved in:
4
Bounds and approximations for sums of dependent log-elliptical random variables
Valdez, Emiliano
;
Dhaene, Jan
;
Maj, Mateusz
;
Vanduffel, …
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 385-397
Persistent link: https://www.econbiz.de/10009517625
Saved in:
5
Optimal Capital Allocation Principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano A.
; …
- In:
Journal of Risk & Insurance
79
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010544000
Saved in:
6
Optimal Capital Allocation Principles
Dhaene, Jan
;
Tsanakas, Andreas
;
Valdez, Emiliano A.
; …
- In:
The journal of risk and insurance : the journal of the …
79
(
2012
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009835389
Saved in:
7
The hurdle-race problem
Vanduffel, Steven
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2002
Persistent link: https://www.econbiz.de/10001708297
Saved in:
8
How to determinie the capital requirement for a portfolio of annuity liabilities
Dhaene, Jan
;
Goovaerts, Marc J.
;
Vanduffel, Steven
; …
- In:
Tijdschrift voor economie en management
46
(
2001
)
4
,
pp. 533-544
Persistent link: https://www.econbiz.de/10001710404
Saved in:
9
Solvency capital, risk measures and cosmonotonicity : a review
Dhaene, Jan
;
Vanduffel, Steven
;
Tang, Qihe
;
Goovaerts, …
-
2004
Persistent link: https://www.econbiz.de/10002153389
Saved in:
10
Comparing approximations for risk measures of sums of non-independent lognormal random variables
Vanduffel, Steven
;
Hoedemakers, Tom
;
Dhaene, Jan
-
2004
Persistent link: https://www.econbiz.de/10002153412
Saved in:
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