Search results
Results: 150
Number of items: 150
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Chen, X., Dhaene, J., Goovaerts, M., & Vanduffel, S. (2005). A liability driven approach to asset allocation. Belgian Actuarial Bulletin, 5(1), 52-56. http://www.belgianactuarialbulletin.be/articles/vol05/09-Chen.pdf
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Dhaene, J., Goovaerts, M., Lundin, M., & Vanduffel, S. (2005). Aggregating economic capital. Belgian Actuarial Bulletin, 5(1), 14-25. http://www.belgianactuarialbulletin.be/articles/vol05/04-Dhaene.pdf
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Vyncke, D., Goovaerts, M. J., Dhaene, J. L. M., & Vanduffel, S. (2005). Optimal portfolio selection for cashflows with bounded capital at risk. Tijdschrift voor economie en management, 50(1), 103-114. http://www.econ.kuleuven.be/tem/jaargangen/2001-2010/2005/TEM%202005-1/TEM_2005-1_10_Vyncke.pdf
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Goovaerts, M., De Schepper, A., & Decamps, M. (2004). Closed form approximations for diffusion densities: a path integral approach. Journal of Computational and Applied Mathematics, 164-165, 337-364. https://doi.org/10.1016/j.cam.2003.09.006
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Goovaerts, M. J. (2004). Collective risk models. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol I. (pp. 290-292). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Goovaerts, M. J. (2004). Insurance, mathematics and economics. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, vol II. (pp. 908-908). Wiley. https://doi.org/10.1002/9780470012505
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Dhaene, J., Vanduffel, S., Tang, Q., Goovaerts, M., Kaas, R., & Vyncke, D. (2004). Capital requirements, risk measures and comonotonicity. Belgian Actuarial Bulletin, 4(1), 53-61. http://www.belgianactuarialbulletin.be/articles/vol04/07-Dhaene.pdf
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Kaas, R., Goovaerts, M., & Tang, Q. (2004). Some useful counterexamples regarding comonotonicity. Belgian Actuarial Bulletin, 4(1), 1-4. http://www.belgianactuarialbulletin.be/articles/vol04/01-Kaas.pdf
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