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Results: 112
Number of items: 112
  • 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.
  • Dhaene, J. L. M., & Verlinden, A. (2000). Actuariële aspecten van aanvullende pensioenen. In M. J. Goovaerts, & T. Bauwelinckx (Eds.), Praktijkgids Aanvullende Bedrijfspensioenen (pp. 161-216). Ced-Samson, Wolters Kluwer.
  • Dhaene, J. L. M., Vanneste, M., & Wolthuis, H. (2000). A note on dependencies in multiple life statuses. Mitteilungen der schweiz, 19-34.
  • Goovaerts, M. J., Dhaene, J. L. M., & de Schepper, A. (2000). Stochastic upper bounds for present value functions. The Journal of Risk and Insurance, 67, 1-15. https://doi.org/10.2307/253674
  • Kaas, R., Dhaene, J. L. M., & Goovaerts, M. J. (2000). Upper and lower bounds or sum of random variables. Insurance: Mathematics & Economics, 27, 151-168. https://doi.org/10.1016/S0167-6687(00)00060-3
  • Simons, S., Dhaene, J. L. M., & Goovaerts, M. J. (2000). An easy computable upper bound for the price of an arithmatic Asian Option. Insurance: Mathematics & Economics, 26, 175-183. https://doi.org/10.1016/S0167-6687(99)00051-7
  • Cossette, H., Denuit, M., Dhaene, J. L. M., & Marceau, E. (2000). Stochastic approximations of present value functions. Research Report, 0001.
  • Denuit, M., & Dhaene, J. L. M. (2000). Dependence notions in actuarial sciences. In Proceedings 4th International Congress on Insurance: Mathematics and Economics
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