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Results: 112
Number of items: 112
  • Goovaerts, M. J., de Schepper, A., Vyncke, D., Dhaene, J. L. M., & Kaas, R. (2001). Stable laws and the distribution of cash-flows. In Proceedings AFIR colloquium
  • Denuit, M., Dhaene, J., Le Bailly De Tilleghem, C., & Teghem, S. (2001). Measuring the impact of a dependence among insured life lengths. Belgian Actuarial Bulletin, 1(1), 18-39. http://www.belgianactuarialbulletin.be/articles/vol01/04-Denuit.pdf
  • de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Kaas, R., & Vyncke, D. (2001). Bounds for present value functions with stochastic interest rates and stochastic volatility. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College.
  • Denuit, M., & Dhaene, J. L. M. (2001). Bonus-malus scales using exponential loss functions. Blätter der Deutschen Gesellschaft fur Versicherungsmathematik, 25, 13-27.
  • Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2001). The concept of comonotonicity in Actuarial Science and Finance: Theory. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College.
  • Kaas, R., Goovaerts, M. J., Dhaene, J. L. M., & Denuit, M. (2001). Modern actuarial risk theory. Kluwer Academic Publishers.
  • de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Vyncke, D., & Kaas, R. (2001). The valuation of cash flows for divident paying securities. In Proceedings Astin Colloquium
  • Cossette, H., Denuit, M., Dhaene, J. L. M., & Marceau, E. (2001). Stochastic approximations of present value functions. Mitteilungen der Schweiz Actuarvereinigung, 15-28.
  • Denuit, M., Dhaene, J. L. M., & Ribas, C. (2001). Does positive dependence between individual risks increase stop-loss premiums? Insurance: Mathematics & Economics, 28, 305-308. https://doi.org/10.1016/S0167-6687(00)00079-2
  • Dhaene, J. L. M., Wang, S., Young, V., & Goovaerts, M. J. (2001). Comonotonicity and maximal stop-loss premiums. Mitteilungen der Schweiz Actuarvereinigung, 99-113.
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