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Results: 150
Number of items: 150
  • Bouwelinckx, T., & Goovaerts, M. J. (2001). Aanvullende Bedrijfspensioenen. Kluwer.
  • Goovaerts, M. J., Dhaene, J. L. M., & Kaas, R. (2001). Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation. Tijdschrift voor economie en management, XLVI, 545-562.
  • Goovaerts, M. J., Dhaene, J. L. M., Vanden Borre, E., & Redant, R. (2001). Some remarks on IBNR Evaluation Techniques. Tijdschrift voor economie en management, XLVI, 525-533.
  • Dhaene, J. L. M., Goovaerts, M. J., Vanduffel, S., & Vynke, D. (2001). How to determine the Capital Requirements for a Portfolio of Annuity Liabilities. Tijdschrift voor economie en management, XLVI, 533-544.
  • 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
  • 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.
  • 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
  • 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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