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Results: 112
Number of items: 112
  • Dhaene, J. L. M., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2004). Can a cohorent risk measure be too subadditive? In Proceedings of the 14th International AFIR Conference
  • Dhaene, J. L. M., Goovaerts, M. J., Vanduffel, S., & Vyncke, D. (2004). Comonotonic approximations for optimal portfolio selection problems. In Proceedings of Stochastic Finance
  • Hoedemakers, T., Darkiewicz, G., Dhaene, J. L. M., & Goovaerts, M. J. (2004). On the distribution of life annuities with stochastic interest rates. In Proceedings of the 8th International IME conference
  • Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2004). Some new classes of consistent risk measures. Insurance: Mathematics & Economics, 34(3), 505-516. https://doi.org/10.1016/j.insmatheco.2004.03.003
  • 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
  • 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
  • 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
  • Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2004). Discussion on the paper 'Self Annuitization and Ruin in Retirement'. North American Actuarial Journal, 4, 124-126.
  • Vanduffel, S., Dhaene, J. L. M., & Goovaerts, M. J. (2004). On the evaluation of 'saving-consumption' plans. In Proceedings of the 3rd Conference in Actuarial Science and Finance
  • Dhaene, J., Vanduffel, S., Goovaerts, M., Olieslagers, R., & Koch, R. (2003). On the computation of the capital multiplier in the Fortis Credit Economic Capital model. Belgian Actuarial Bulletin, 3(1), 50-57. http://www.belgianactuarialbulletin.be/articles/vol03/06-Dhaene.pdf
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