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Results: 51
Number of items: 51
  • Commissie Sterfte Onderzoek, & Werkgroep Prognosetafels (2020). Prognosetafel AG2020. Koninklijk Actuarieel Genootschap. https://www.actuarieelgenootschap.nl/kennisbank/prognosetafel-ag2020-1.htm
  • Open Access
    Li, Z. M., Laeven, R. J. A., & Vellekoop, M. H. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data. Journal of Econometrics, 215(2), 536-558. https://doi.org/10.1016/j.jeconom.2019.10.004
  • Open Access
    Li, Z. (2019). Econometric analysis of high-frequency market microstructure. [Thesis, fully internal, Universiteit van Amsterdam].
  • De Waegenaere, A., Janssen, P., Joseph, A., & Vellekoop, M. (2018). Langer zullen we delen. Actuaris, 25(6), 28-29. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=4742
  • Commissie Sterfte Onderzoek, & Werkgroep Prognosetafels (2018). Prognosetafel AG2018. Koninklijk Actuarieel Genootschap. https://www.actuarieelgenootschap.nl/kennisbank/prognosetafel-ag2018-1.htm
  • Open Access
    Petrov, M. (2018). Essays on derivatives pricing. [Thesis, externally prepared, Universiteit van Amsterdam, Universidade Nova de Lisboa].
  • Open Access
    van Berkum, F. (2018). Models for population-wide and portfolio-specific mortality. [Thesis, fully internal, Universiteit van Amsterdam].
  • de Kort, J., & Vellekoop, M. H. (2017). Existence of optimal consumption strategies in markets with longevity risk. Insurance: Mathematics & Economics, 72, 107-121. https://doi.org/10.1016/j.insmatheco.2016.10.013
  • Open Access
    van Berkum, F., Antonio, K., & Vellekoop, M. (2017). A Bayesian joint model for population and portfolio-specific mortality. ASTIN Bulletin, 47(3), 681-713. https://doi.org/10.1017/asb.2017.17
  • Open Access
    Antonio, K., Devriendt, S., de Boer, W., de Vries, R., De Waegenaere, A., Kan, H.-K., Kromme, E., Ouburg, W., Schulteis, T., Slagter, E., van der Winden, M., van Iersel, C., & Vellekoop, M. (2017). Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard. European Actuarial Journal, 7(2), 297-336. https://doi.org/10.1007/s13385-017-0159-x
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