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Results: 13,790
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  • Dhaene, J., Vanduffel, S., Goovaerts, M., Olieslagers, R., & Koch, R. (2003). On the computation of the capital multiplier in the Fortis Credit Economic Capital model. Belgian Actuarial Bulletin, 3(1), 50-57. http://www.belgianactuarialbulletin.be/articles/vol03/06-Dhaene.pdf
  • Decamps, M., & Goovaerts, M. J. (2003). Discussion on "Geometric Brownian Motions Models fro Assets and Liabilities: From Pension Funding to Optimal Dividends"by Hans Gerber and Elias Shui. North American Actuarial Journal, 7(3), 18-19.
  • Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2003). A unified approach to generate risk measures. ASTIN Bulletin, 33(2), 173-191.
  • Decamps, M., & Goovaerts, M. J. (2003). Discussion on "Pricing lookback options and dynamic guarantess" by Hans Herber and Elias Shiu. North American Actuarial Journal, 94-95.
  • Goovaerts, M. J., de Schepper, A., Vyncke, D., Dhaene, J. L. M., & Kaas, R. (2003). Stable laws and the present value of cash-flows. North American Actuarial Journal, 7(4), 32-43.
  • Denuit, M., & Dhaene, J. (2003). Simple characterizations of comontonocity and countermonotonocity by extremal correlations. Belgian Actuarial Bulletin, 3(1), 22-27. http://www.belgianactuarialbulletin.be/articles/vol03/02-Denuit.pdf
  • Hoedemakers, T., Beirlant, J., Goovaerts, M. J., & Dhaene, J. L. M. (2003). Confidence bounds for discounted loss reserves. Insurance: Mathematics & Economics, 33(2), 297-316. https://doi.org/10.1016/S0167-6687(03)00155-0
  • Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2003). Economic capital allocation derived from risk measures. North American Actuarial Journal, 7(2), 44-59.
  • Kaas, R., & Tang, Q. (2003). Note on the tail behavior or random walk maxima with heavy tails and negative drift. North American Actuarial Journal, 7(3), 57-61.
  • Ng, K., Tang, Q., Yan, J., & Yang, H. (2003). Precise large deviations for the prospective-loss process. Journal of Applied Probability, 40(2), 391-400. https://doi.org/10.1017/S0021900200019379
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