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Results: 150
Number of items: 150
  • 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
  • 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
  • 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
  • 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
  • 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.
  • Decamps, M., DeSchepper, A., & Goovaerts, M. J. (2004). Applications of delta-functions perturbation to the pricing of derivative securities. Physica A : Statistical Mechanics and its Applications, 342(3-4), 677-692. https://doi.org/10.1016/j.physa.2004.05.035
  • 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
  • Open Access
    Antonio, K., Goovaerts, M., & Hoedemakers, T. (2004). On the distribution of Discounted Loss Reserves. Medium Econometrische Toepassingen, 12(3), 12-16.
  • 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
  • Decamps, M., & Goovaerts, M. J. (2003). Discussion on "Geometric Brownian Motions Models fro Assets and Liabilities: From Pension Funding to Optimal Dividends"by Hans Gerber and Elias Shui. North American Actuarial Journal, 7(3), 18-19.
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