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Abcouwer, T., & Smit, B. J. (2009). Back to basics, understanding the choice of supportive technologies. In T. Schambach (Ed.), Proceedings of the AIS SIG-ED IAIM 2009 Conference, Phoenix, USA International Academy for Information Management.
Elzinga, P., Poelmans, J., Viaene, S., & Dedene, G. (2009). Detecting domestic violence: Showcasing a knowledge browser based on formal concept analysis and emergent self organizing maps. In J. Cordeiro, & J. Filipe (Eds.), ICEIS 2009: Proceedings of the 11th International Conference on Enterprise Information Systems, Volume AIDSS: Milan, Italy, May 6-10, 2009 (pp. 11-18) https://lirias.kuleuven.be/handle/123456789/241772
Plat, R. (2009). Stochastic portfolio specific mortality and the quantification of mortality basis risk. Insurance: Mathematics & Economics, 45(1), 123-132. https://doi.org/10.1016/j.insmatheco.2009.05.002
Plat, R. (2009). On stochastic mortality modeling. Insurance: Mathematics & Economics, 45(3), 393-404. https://doi.org/10.1016/j.insmatheco.2009.08.006
Valdez, E. A., Dhaene, J., Maj, M., & Vanduffel, S. (2009). Bounds and approximations for sums of dependent log-elliptical random variables. Insurance: Mathematics & Economics, 44(3), 385-397. https://doi.org/10.1016/j.insmatheco.2008.11.007
Verdonck, T., van Wouwe, M., & Dhaene, J. (2009). A robustification of the chain-ladder method. North American Actuarial Journal, 13(2), 280-298. http://www.soa.org/library/journals/north-american-actuarial-journal/2009/no-02/naaj-2009-vol13-no2-dhaene.pdf
Darkiewicz, G., Deelstra, G., Dhaene, J., Hoedemakers, T., & Vanmaele, M. (2009). Bounds for right tails of deterministic and stochastic sums of random variables. The Journal of Risk and Insurance, 76(4), 847-866. https://doi.org/10.1111/j.1539-6975.2009.01322.x
Doff, R. (2009). Solvency II bij verzekeraars: een analyse van jaarrekeningen. MAB, 83(11), 364-372. http://mab-online.nl/downloaden/727/Solvency-II-bij-verzekeraars-een-analyse-van-jaarrekeningen
Doff, R., Bilderbeek, J., Bruggink, B., & Emmen, P. (2009). Performance management in insurance firms by using transfer pricing. Risk Management and Insurance Review, 12(2), 213-226. https://doi.org/10.1111/j.1540-6296.2009.01164.x
Vellekoop, M., & Nieuwenhuis, H. (2009). A tree-based method to price American options in the Heston model. Journal of Computational Finance, 13(1), 1-21.

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