Search results
Results: 112
Number of items: 112
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Hoedemakers, T., Beirlant, J., Goovaerts, M. J., & Dhaene, J. (2005). On the distribution of discounted loss reserves using generalized linear models. Scandinavian Actuarial Journal, 2005(1), 25-45. https://doi.org/10.1080/03461230510009727
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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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Suarez, F., Dhaene, J., Henrard, L., & Vanduffel, S. (2005). Basel II: Capital requirements for equity investment portfolios. Belgian Actuarial Bulletin, 5(1), 37-45. http://www.belgianactuarialbulletin.be/articles/vol05/06-Suarez.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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Dhaene, J., & Vanduffel, S. (2005). Is het discrimineren van verzekerden discriminatie? Belgian Actuarial Bulletin, 5(1), 57-58. http://www.belgianactuarialbulletin.be/articles/vol05/10-Dhaene.pdf
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Denuit, M., & Dhaene, J. L. M. (2004). Dependent Risks. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol. I. (pp. 464-471). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Dhaene, J. L. M., & Vyncke, D. (2004). The individual risk model. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol. I. (pp. 871-875). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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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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