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Managing economic and virtual economic capital within financial conglomerates
Goovaerts, Marc J.; Van den Borre, Eddy; Laeven, Roger J. A. - 2003
Persistent link: https://www.econbiz.de/10001891652
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Path integrals as a tool for pricing interest rate contingent claims : the case of reflecting and absorbing boundaries
Decamps, Marc (contributor); De Schepper, Ann (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001950835
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Estimation de la variance, dans un modèle classique, si les coefficients d'aplatissement des variables sont connus
DeVylder, Floriaen E. - In: Revue de statistique appliquée 41 (1993) 3, pp. 5-20
Persistent link: https://www.econbiz.de/10001157906
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Upper bounds on stop-loss premiums in case of known moments up to the fourth order
Jansen, K. - In: Insurance / Mathematics & economics 5 (1986) 4, pp. 315-334
Persistent link: https://www.econbiz.de/10001026407
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On an extension of some stop loss inequalities based on convex analysis
Groot, R. de; D'Hooge, L.; Goovaerts, Marc J. - 1979
Persistent link: https://www.econbiz.de/10001451621
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On a partial ordering among risks
Goovaerts, Marc J. - 1979
Persistent link: https://www.econbiz.de/10001451624
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A note on iterative premium calculation principles
Goovaerts, Marc J.; DeVylder, Floriaen E. - 1979
Persistent link: https://www.econbiz.de/10001451627
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A note on additive premium calculation principles
Goovaerts, Marc J.; DeVylder, Floriaen E. - 1979
Persistent link: https://www.econbiz.de/10001451633
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Premium rating under non-exponential utility
Goovaerts, Marc J. - In: Insurance / Mathematics & economics 6 (1987) 4, pp. 245-257
Persistent link: https://www.econbiz.de/10001038070
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On the Interplay between Distortion, Mean Value and Haezendonck-Goovaerts Risk Measures
Goovaerts, Marc - 2012
In actuarial research, distortion-, mean value- and Haezendonck-Goovaerts risk measures are concepts that are usually treated separately. In this paper we indicate and characterize the relation between the different risk measures, as well as their relation to convex risk measures. While it is...
Persistent link: https://www.econbiz.de/10013114380