Search results
Results: 112
Number of items: 112
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Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2008). Can a coherent risk measure be too subadditive? The Journal of Risk and Insurance, 75(2), 365-386. https://doi.org/10.1111/j.1539-6975.2008.00264.x
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Kaas, R., Goovaerts, M., Dhaene, J., & Denuit, M. (2008). Modern actuarial risk theory: using R. Springer Verlag. http://www1.fee.uva.nl/ke/act/people/kaas/ModernART.htm
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Chen, X., Deelstra, G., Dhaene, J., & Vanmaele, M. (2008). Static super-replicating strategies for a class of exotic options. Insurance: Mathematics & Economics, 42(3), 1067-1085. https://doi.org/10.1016/j.insmatheco.2008.01.002 -
Vanduffel, S., Shang, Z., Henrard, L., Dhaene, J., & Valdez, E. A. (2008). Analytic bounds and approximations for annuities and Asian options. Insurance: Mathematics & Economics, 42(3), 1109-1117. https://doi.org/10.1016/j.insmatheco.2008.02.004
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Denuit, M., & Dhaene, J. L. M. (2007). Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projection. Journal of Computational and Applied Mathematics, 203(1), 169-176. https://doi.org/10.1016/j.cam.2006.03.015
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Dhaene, J. L. M., Vanduffel, S., Tang, Q., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2006). Risk measures and comonotonicity: a review. Stochastic Models, 22(4), 573-606. https://doi.org/10.1080/15326340600878016
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Reynaerts, H., Vanmaele, M., Dhaene, J. L. M., & Deelstra, G. (2006). Bounds for the price of a European-style Asian option in a binary tree model. European Journal of Operational Research, 168(2), 322-332. https://doi.org/10.1016/j.ejor.2004.07.009
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Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., & Laeven, R. (2006). Risk measurement with equivalent utility principles. Statistics & Decisions, 24(1), 1-25. https://doi.org/10.1524/stnd.2006.24.1.1
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Dhaene, J., Ribas, C., & Vernic, R. (2006). Recursions for the Individual Risk Model. Acta Mathematicae Applicatae Sinica. English series, 22(4), 543-564. https://doi.org/10.1007/s10255-006-0329-0
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Dhaene, J., Henrard, L., & Vanduffel, S. (2006). Is one Euro of actuaries worth the same as one Euro of financial economists? Belgian Actuarial Bulletin, 5(1), 59-60. http://www.belgianactuarialbulletin.be/articles/vol05/11-Dhaene.pdf
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