Search results
Results: 51
Number of items: 51
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Chen, A., & Vellekoop, M. (2017). Optimal investment and consumption when allowing terminal debt. European Journal of Operational Research, 258(1), 385-397. https://doi.org/10.1016/j.ejor.2016.09.012 -
Commissie Sterfte Onderzoek, & Werkgroep Prognosetafels (2016). Prognosetafel AG2016. Koninklijk Actuarieel Genootschap. https://www.actuarieelgenootschap.nl/kennisbank/prognosetafel-ag2016-1.htm
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Vellekoop, M., & Pelsser, A. (2016). Kansloos en geschokt. Actuaris, 23(6), 50-51. https://www.ag-ai.nl/bibliotheek-1.php?action=view&Content_Id=4277
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van Berkum, F., Antonio, K., & Vellekoop, M. (2016). The impact of multiple structural changes on mortality predictions. Scandinavian Actuarial Journal, 2016(7), 581-603. https://doi.org/10.1080/03461238.2014.987807
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de Kort, J., & Vellekoop, M. H. (2016). Term structure extrapolation and asymptotic forward rates. Insurance: Mathematics & Economics, 67, 107-119. https://doi.org/10.1016/j.insmatheco.2015.11.001
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Dhaene, J., Stassen, B., Devolder, P., & Vellekoop, M. (2015). The minimal entropy martingale measure in a market of traded financial and actuarial risks. Journal of Computational and Applied Mathematics, 282, 111-133. https://doi.org/10.1016/j.cam.2014.12.004
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van Berkum, F., Antonio, K., & Vellekoop, M. (2015). A Bayesian joint model for population and portfolio-specific mortality. (Netspar Discussion Paper Series; No. DP 11/2015-034). Netspar. http://arno.uvt.nl/show.cgi?fid=138383
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Commissie Sterfte Onderzoek, & Werkgroep Prognosetafels (2014). Prognosetafel AG2014. Koninklijk Actuarieel Genootschap. https://www.actuarieelgenootschap.nl/kennisbank/prognosetafel-ag2014.htm
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van Berkum, F., Antonio, K., & Vellekoop, M. (2013). Structural changes in mortality rates: with an application to Dutch and Belgian data. (AFI Research Report; No. AFI_1379). KU Leuven. http://www.econ.kuleuven.be/insurance/pdfs/AFI_1379.pdf
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