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Results: 150
Number of items: 150
  • Goovaerts, M. J., De Schepper, A., & Decamps, M. (2002). Transition probabilities for diffusion processes by means of path-integrals. In Proceedings 6th International Congress on Insurance: Mathematics and Economics
  • Hoedemakers, T., Beirlant, J., Goovaerts, M. J., & Dhaene, J. L. M. (2002). Confidence Bounds for discounted Loss Reserves. In Proceedings 6th International Congress on Insurance: Mathematics and Economics
  • de Boeck, P., Goovaerts, M. J., Piessens, R., & Wuytack, L. (2002). Preface Proceedings van het 9e ICCAM. Juli 2000. Journal of Computational and Applied Mathematics, 140(1-2), xi-xii. https://doi.org/10.1016/S0377-0427(01)00597-0
  • Kaas, R., Goovaerts, M. J., Dhaene, J. L. M., & Denuit, M. (2002). Modern actuarial risk theory. 2nd edition. Kluwer Academic Publishers.
  • Goovaerts, M. J., & Bauwelinckx, T. (2002). Praktijkgids 2002 Aanvullende bedrijfspensioenen. Kluwer.
  • Brender, A., van Broekhoven, H., Dhaene, J. L. M., Goovaerts, M. J., Monnik, T., Meyers, G., Panjer, H., Sandberg, O., Shoeman, H., van Veurne, S., Wason, S., & Waszink, H. (2002). Report on Solvency working party. IAA-report, 95, 1-95.
  • de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Vynke, D., & Kaas, R. (2002). Bounds for present value functions with stochastic interest raes and stochastic volatility. Insurance: Mathematics & Economics, 31, 87-103. https://doi.org/10.1016/S0167-6687(02)00126-9
  • Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vynke, D. (2002). The concept of comonotonicity an Actuarial Science and Finance: Theory. Insurance: Mathematics & Economics, 31, 3-33. https://doi.org/10.1016/S0167-6687(02)00134-8
  • Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vynke, D. (2002). The concept of comonotonicity an Actuarial Science and Finance: Applications. Insurance: Mathematics & Economics, 31, 133-161. https://doi.org/10.1016/S0167-6687(02)00135-X
  • Kaas, R., Dhaene, J. L. M., Vyncke, D., Goovaerts, M. J., & Denuit, M. (2001). A simple geometric proof that comonotonic risks have the convex-largest sum. (Research report; No. 119). Katholieke Universiteit Leuven, Departement Toegepaste Economische Wetenschappen.
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