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Results: 112
Number of items: 112
  • 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
  • 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
  • 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
  • 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
  • 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
  • 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
  • Open Access
    Vanduffel, S. (2005). Comonotonicity: from risk measurement to risk management. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Ahcan, A., Darkiewicz, G., Dhaene, J. L. M., Goovaerts, M. J., & Hoedemakers, T. (2004). Optimal portfolio selection: applications in insurance business. In Proceedings of the 8th International Insurance Mathematics and Economics Conference (pp. 1-41)
  • Darkiewicz, G., Deelstra, G., Dhaene, J. L. M., Hoedemakers, T., & Vanmaele, M. (2004). Bounds for stoploss premiums of life annuities with random interest rates. In Proceedings of the 8th International Insurance Mathematics and Economics Conference
  • Darkiewicz, G., Hoedemakers, T., Ahcan, A., Dhaene, J. L. M., & Goovaerts, M. J. (2004). Multi-period portfolio selection for stochastic liabilities. In Proceedings of the 3rd conference in Actuarial Science and Finance
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