Search results
Results: 112
Number of items: 112
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Hanbali, H., Dhaene, J., & Linders, D. (2022). Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables. Insurance: Mathematics & Economics, 107, 22-37. https://doi.org/10.1016/j.insmatheco.2022.07.008
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Dhaene, J., Laeven, R. J. A., & Zhang, Y. (2022). Systemic risk: Conditional distortion risk measures. Insurance: Mathematics & Economics, 102, 126-145. https://doi.org/10.1016/j.insmatheco.2021.12.002
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Dhaene, J., Kukush, A., & Linders, D. (2020). Comonotonic asset prices in arbitrage-free markets. Journal of Computational and Applied Mathematics, 364, Article 112310. https://doi.org/10.1016/j.cam.2019.06.026 -
Dhaene, J., Godecharle, E., Antonio, K., Denuit, M., & Hanbali, H. (2017). Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation. ASTIN Bulletin, 47(3), 803-836. https://doi.org/10.1017/asb.2017.13
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Dhaene, J., Stassen, B., Devolder, P., & Vellekoop, M. (2015). The minimal entropy martingale measure in a market of traded financial and actuarial risks. Journal of Computational and Applied Mathematics, 282, 111-133. https://doi.org/10.1016/j.cam.2014.12.004
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Vercruysse, W., Dhaene, J., Denuit, M., Pitacco, E., & Antonio, K. (2013). Premium indexing in lifelong health insurance. (AFI Research report). KU Leuven. http://www.econ.kuleuven.be/insurance/pdfs/IndexingHealthInsurance_13-02-22.pdf
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Vercruysse, W., Dhaene, J., Denuit, M., Pitacco, E., & Antonio, K. (2013). Premium indexing in lifelong health insurance. Far East Journal of Mathematical Sciences, Special Volume(4), 365-384. http://www.pphmj.com/abstract/7855.htm
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Dhaene, J., Goovaerts, M. J., Vanmaele, M., & van Weert, K. (2012). Convex order approximations in case of cash flows of mixed signs. Insurance: Mathematics & Economics, 51(2), 249-256. https://doi.org/10.1016/j.insmatheco.2012.04.003
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van Weert, K., Dhaene, J., & Goovaerts, M. J. (2012). Comonotonic approximations for the probability of lifetime ruin. Journal of Pension Economics and Finance, 11(2), 285-309. https://doi.org/10.1017/S1474747211000217
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Shang, Z., Goovaerts, M., & Dhaene, J. (2011). A recursive approach to mortality-linked derivative pricing. Insurance: Mathematics & Economics, 49(2), 240-248. https://doi.org/10.1016/j.insmatheco.2011.03.003
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