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Publication list

Faculty of Economics and Business - 2006

91 to 100 of 285
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91   Article: A path integral approach to asset-liability management
M. Decamps, A. de Schepper, M.J. Goovaerts in: Physica. A : Statistical Mechanics and its Applications, Vol. 363 (2006), p. 404-416
92   Article: Asymmetric skew Bessel processes and their applications to finance
M. Decamps, M.J. Goovaerts, W. Schoutens in: Journal of Computational and Applied Mathematics, Vol. 186 (2006), p. 130-147
93   Article: The role of expectations in monetary policy
M. Demertzis in: International Finance, Vol. 9 (2006), p. 393-412
94   Article: Risk measurement with equivalent utility principles
M. Denuit, J.L.M. Dhaene, M.J. Goovaerts, R. Kaas, R.J.A. Laeven in: Statistics & Decisions, Vol. 24 (2006), p. 1-25
95   Article: Recursions for the individual model
J.L.M. Dhaene, C. Ribas, R.I. Vernic in: Acta Mathematicae Applicatae Sinica, Vol. 22 (2006), p. 631-652
96   Article: Risk measures and comonotonicity: a review
J.L.M. Dhaene, S. Vanduffel, Q. Tang, M.J. Goovaerts, R. Kaas, D. Vyncke in: Stochastic Models, Vol. 22 (2006), p. 573-606
97  download 228343 Report: Bounds for simulation
N.M. van Dijk, E. van der Sluis (2006), p. 7
98   Article: Check-In Computation and Optimization by Stimulation and IP in Combination
N.M. van Dijk, E. van der Sluis in: European Journal of Operational Research, Vol. 171 (2006), p. 1152-1168
99   Article: Monotonicity and Error Bounds for Nonnegative Dynamic Structures. Part I: Discrete Case.
N.M. van Dijk, K. Sladky in: Kybernetika, Vol. 42 (2006), p. 37-56
100   Article: Monotonicity and Error Bounds for Nonnegative Dynamic Structures. Part II: Continuous Case.
N.M. van Dijk, K. Sladky in: Kybernetika, Vol. 42 (2006), p. 161-180