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Results: 112
Number of items: 112
  • van Weert, K., Dhaene, J., & Goovaerts, M. (2011). Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection. Journal of Computational and Applied Mathematics, 235(10), 3245-3256. https://doi.org/10.1016/j.cam.2011.01.012
  • van Weert, K., Dhaene, J., & Goovaerts, M. (2010). Optimal portfolio selection for general provisioning and terminal wealth problems. Insurance: Mathematics & Economics, 47(1), 90-97. https://doi.org/10.1016/j.insmatheco.2010.04.003
  • van Weert, K., Dhaene, J., & Goovaerts, M. (2009). Optimal portfolio selection for general provisioning and terminal wealth problems. Faculteit Economie en Bedrijfskunde.
  • Dhaene, J., Denuit, M., & Vanduffel, S. (2009). Correlation order, merging and diversification. Insurance: Mathematics & Economics, 45(3), 325-332. https://doi.org/10.1016/j.insmatheco.2009.07.007
  • 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
  • Vanduffel, S., Chen, X., Dhaene, J., Goovaerts, M., Henrard, L., & Kaas, R. (2008). Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Journal of Computational and Applied Mathematics, 221(1), 202-218. https://doi.org/10.1016/j.cam.2007.10.050
  • Dhaene, J., Vanduffel, S., & Goovaerts, M. J. (2008). Comonotonicity. In E. L. Melnick, & B. S. Everitt (Eds.), Encyclopedia of quantitative risk analysis and assessment. - Vol. 1 (pp. 274-279). Wiley.
  • Dhaene, J., Goovaerts, M., & Weert, K. (2008). Some comments on QIS3. Zavarovalniški Horizonti, 3, 73-87.
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