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Results: 150
Number of items: 150
  • Goovaerts, M. J., Dhaene, J. L. M., & Kaas, R. (2001). Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation. Tijdschrift voor economie en management, XLVI, 545-562.
  • Goovaerts, M. J., Dhaene, J. L. M., Vanden Borre, E., & Redant, R. (2001). Some remarks on IBNR Evaluation Techniques. Tijdschrift voor economie en management, XLVI, 525-533.
  • Dhaene, J. L. M., Goovaerts, M. J., Vanduffel, S., & Vynke, D. (2001). How to determine the Capital Requirements for a Portfolio of Annuity Liabilities. Tijdschrift voor economie en management, XLVI, 533-544.
  • Bouwelinckx, T., & Goovaerts, M. J. (2001). Aanvullende Bedrijfspensioenen. Kluwer.
  • Goovaerts, M. J., de Schepper, A., Vyncke, D., Dhaene, J. L. M., & Kaas, R. (2001). Stable laws and the distribution of cash-flows. In Proceedings AFIR colloquium
  • Dhaene, J. L. M., Wang, S., Young, V., & Goovaerts, M. J. (2001). Comonotonicity and maximal stop-loss premiums. Mitteilungen der Schweiz Actuarvereinigung, 99-113.
  • Goovaerts, M. J., Dhaene, J., Vanden Borre, E., & Redant, R. (2001). Some remarks on IBNR evaluation techniques. Belgian Actuarial Bulletin, 1(1), 58-60. http://www.belgianactuarialbulletin.be/articles/vol01/06-Goovaerts.pdf
  • Vyncke, D., Goovaerts, M. J., & Dhaene, J. L. M. (2001). Convex upper and lower bounds for present value functions. Applied Stochastic Models in Business and Industry, 17, 149-164. https://doi.org/10.1002/asmb.437
  • Vyncke, D., Goovaerts, M. J., de Schepper, A., Kaas, R., & Dhaene, J. L. M. (2001). On the distribution of cash-flows using Esscher transforms. In Proceedings of the Fifth International Congress on Insurance: Mathematics and Economics State College.
  • de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Kaas, R., & Vyncke, D. (2001). Bounds for present value functions with stochastic interest rates and stochastic volatility. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College.
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