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Results: 150
Number of items: 150
  • 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
  • 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
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 3rd conference in Actuarial Science and Finance
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 8th International IME conference
  • Goovaerts, M. J., van den Borre, E., & Laeven, R. J. A. (2004). Managing economic and virtual economic capital within financial conglomerates. In Proceedings of the 35th International ASTIN Conference
  • 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
  • Open Access
    Antonio, K., Goovaerts, M., & Hoedemakers, T. (2004). On the distribution of Discounted Loss Reserves. Medium Econometrische Toepassingen, 12(3), 12-16.
  • Vyncke, D., Goovaerts, M. J., Kaas, R., & Dhaene, J. L. M. (2003). On the dsitribution of cash-flows using Esscher transforms. The Journal of Risk and Insurance, 70(3), 563-575. https://doi.org/10.1111/1539-6975.t01-1-00065
  • 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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