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Results: 150
Number of items: 150
  • Dhaene, J. L. M., Goovaerts, M. J., Vanduffel, S., & Vyncke, D. (2004). Comonotonic approximations for optimal portfolio selection problems. In Proceedings of Stochastic Finance
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 3rd conference in Actuarial Science and Finance
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 8th International IME conference
  • Goovaerts, M. J., van den Borre, E., & Laeven, R. J. A. (2004). Managing economic and virtual economic capital within financial conglomerates. In Proceedings of the 35th International ASTIN Conference
  • Hoedemakers, T., Darkiewicz, G., Dhaene, J. L. M., & Goovaerts, M. J. (2004). On the distribution of life annuities with stochastic interest rates. In Proceedings of the 8th International IME conference
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A Comonotonic Image of Independence for Additive Risk Measures. Insurance: Mathematics & Economics, 35(3), 581-594. https://doi.org/10.1016/j.insmatheco.2004.07.005
  • Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2004). Some new classes of consistent risk measures. Insurance: Mathematics & Economics, 34(3), 505-516. https://doi.org/10.1016/j.insmatheco.2004.03.003
  • Laeven, R. J. A., & Goovaerts, M. J. (2004). An Optimization Approach to the Dynamic Allocation of Economic Capital. Insurance: Mathematics & Economics, 35(2), 299-319. https://doi.org/10.1016/j.insmatheco.2004.04.002
  • Laeven, R. J. A., Goovaerts, M. J., & Hoedemakers, T. (2004). Some asymptotic results for sums of depedant random variables with actuarial applications. In Proceedings of the 8th International IME conference
  • Goovaerts, M., De Schepper, A., & Decamps, M. (2004). Closed form approximations for diffusion densities: a path integral approach. Journal of Computational and Applied Mathematics, 164-165, 337-364. https://doi.org/10.1016/j.cam.2003.09.006
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