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Results: 150
Number of items: 150
  • Vyncke, D., Goovaerts, M. J., Dhaene, J. L. M., & Vanduffel, S. (2005). Optimal portfolio selection for cashflows with bounded capital at risk. Tijdschrift voor economie en management, 50(1), 103-114. http://www.econ.kuleuven.be/tem/jaargangen/2001-2010/2005/TEM%202005-1/TEM_2005-1_10_Vyncke.pdf
  • Chen, X., Dhaene, J., Goovaerts, M., & Vanduffel, S. (2005). A liability driven approach to asset allocation. Belgian Actuarial Bulletin, 5(1), 52-56. http://www.belgianactuarialbulletin.be/articles/vol05/09-Chen.pdf
  • Dhaene, J., Goovaerts, M., Lundin, M., & Vanduffel, S. (2005). Aggregating economic capital. Belgian Actuarial Bulletin, 5(1), 14-25. http://www.belgianactuarialbulletin.be/articles/vol05/04-Dhaene.pdf
  • Open Access
    Vanduffel, S. (2005). Comonotonicity: from risk measurement to risk management. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Open Access
    Laeven, R. J. A. (2005). Essays on risk measures and stochastic dependence : with applications to insurance and finance. [Thesis, fully internal, Universiteit van Amsterdam]. Thela Thesis.
  • Goovaerts, M. J., & Vyncke, D. (2004). Reinsurance forms. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, vol III. (pp. 1403-1404). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
  • Goovaerts, M. J., & Kaas, R. (2004). Risk utility ranking. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, vol III. (pp. 1513-1515). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
  • Ahcan, A., Darkiewicz, G., Dhaene, J. L. M., Goovaerts, M. J., & Hoedemakers, T. (2004). Optimal portfolio selection: applications in insurance business. In Proceedings of the 8th International Insurance Mathematics and Economics Conference (pp. 1-41)
  • Darkiewicz, G., Hoedemakers, T., Ahcan, A., Dhaene, J. L. M., & Goovaerts, M. J. (2004). Multi-period portfolio selection for stochastic liabilities. In Proceedings of the 3rd conference in Actuarial Science and Finance
  • Dhaene, J. L. M., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., & Goovaerts, M. J. (2004). Can a cohorent risk measure be too subadditive? In Proceedings of the 14th International AFIR Conference
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