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Results: 150
Number of items: 150
  • Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). Decision principles derived from risk measures. Insurance: Mathematics & Economics, 47(3), 294-302. https://doi.org/10.1016/j.insmatheco.2010.07.004
  • van Weert, K., Dhaene, J., & Goovaerts, M. (2009). Optimal portfolio selection for general provisioning and terminal wealth problems. Faculteit Economie en Bedrijfskunde.
  • Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2009). On risk measures and decisions in insurance and finance. Faculteit Economie en Bedrijfskunde.
  • Decamps, M., de Schepper, A., & Goovaerts, M. (2009). Spectral decomposition of optimal asset-liability management. Journal of Economic Dynamics & Control, 33(3), 710-724. https://doi.org/10.1016/j.jedc.2008.09.002
  • Vanduffel, S., Chen, X., Dhaene, J., Goovaerts, M., Henrard, L., & Kaas, R. (2008). Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Journal of Computational and Applied Mathematics, 221(1), 202-218. https://doi.org/10.1016/j.cam.2007.10.050
  • Laeven, R. J. A., & Goovaerts, M. J. (2008). Premium calculation and insurance pricing. In E. L. Melnick, & B. S. Everitt (Eds.), Encyclopedia of quantitative risk analysis and assessment. - Vol. 3 (pp. 1302-1314). Wiley.
  • Dhaene, J., Vanduffel, S., & Goovaerts, M. J. (2008). Comonotonicity. In E. L. Melnick, & B. S. Everitt (Eds.), Encyclopedia of quantitative risk analysis and assessment. - Vol. 1 (pp. 274-279). Wiley.
  • Dhaene, J., Goovaerts, M., & Weert, K. (2008). Some comments on QIS3. Zavarovalniški Horizonti, 3, 73-87.
  • Kaas, R., Goovaerts, M. J., Shiu, E. S. W., Gerber, H. U., & Vyncke, D. (2008). Editorial: The 10th IME conference in Leuven, 2006. Insurance: Mathematics & Economics, 42(2), 467. https://doi.org/10.1016/S0167-6687(08)00025-5
  • Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2008). Can a coherent risk measure be too subadditive? The Journal of Risk and Insurance, 75(2), 365-386. https://doi.org/10.1111/j.1539-6975.2008.00264.x
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