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Results: 150
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  • Kaas, R., Goovaerts, M., Dhaene, J., & Denuit, M. (2008). Modern actuarial risk theory: using R. Springer Verlag. http://www1.fee.uva.nl/ke/act/people/kaas/ModernART.htm
  • Open Access
    Goovaerts, M. J., & Laeven, R. J. A. (2008). Actuarial risk measures for financial derivative pricing. Insurance: Mathematics & Economics, 42(2), 540-547. https://doi.org/10.1016/j.insmatheco.2007.04.001
  • Decamps, M., Goovaerts, M. J., & Schoutens, W. (2006). Asymmetric skew Bessel processes and their applications to finance. Journal of Computational and Applied Mathematics, 186(1), 130-147. https://doi.org/10.1016/j.cam.2005.03.067
  • Dhaene, J. L. M., Vanduffel, S., Tang, Q., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2006). Risk measures and comonotonicity: a review. Stochastic Models, 22(4), 573-606. https://doi.org/10.1080/15326340600878016
  • Goovaerts, M. J., Vandewalle, S., & Wuytack, L. (2006). Special Issue: Proceedings of the 11th International Congress on Computational and Applied Mathematics. Journal of Computational and Applied Mathematics, 189(1-2), 1-1. https://doi.org/10.1016/j.cam.2006.01.014
  • Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., & Laeven, R. (2006). Risk measurement with equivalent utility principles. Statistics & Decisions, 24(1), 1-25. https://doi.org/10.1524/stnd.2006.24.1.1
  • Ahcan, A., Darkiewicz, G., Goovaerts, M. J., & Hoedemakers, T. (2006). Computation of covex bounds for present value functions with random payments. Journal of Computational and Applied Mathematics, 186, 23-42. https://doi.org/10.1016/j.cam.2005.03.063
  • Decamps, M., de Schepper, A., & Goovaerts, M. J. (2006). A path integral approach to asset-liability management. Physica A : Statistical Mechanics and its Applications, 363(2), 404-416. https://doi.org/10.1016/j.physa.2005.08.059
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., Tang, Q., & Vernic, R. (2005). The tail probability of discounted sums of Pareto-like losses in insurance. Scandinavian Actuarial Journal, 2005(6), 446-461. https://doi.org/10.1080/03461230500361943
  • Hoedemakers, T., Beirlant, J., Goovaerts, M. J., & Dhaene, J. (2005). On the distribution of discounted loss reserves using generalized linear models. Scandinavian Actuarial Journal, 2005(1), 25-45. https://doi.org/10.1080/03461230510009727
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