Search results
Results: 150
Number of items: 150
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Kaas, R., Gerber, H., Goovaerts, M., Shiu, E., & Albrecher, H. (2015). The impact factor of IME. Insurance: Mathematics & Economics, 62, 1-4. https://doi.org/10.1016/j.insmatheco.2015.01.002
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Goovaerts, M. J., Laeven, R. J. A., & Shang, Z. (2012). Transform analysis and asset pricing for diffusion processes: a recursive approach. Journal of Computational Finance, 16(1), 47-81. http://www.risk.net/digital_assets/5708/jcf_laeven_web.pdf
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Goovaerts, M., Linders, D., Van Weert, K., & Tank, F. (2012). On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. Insurance: Mathematics & Economics, 51(1), 10-18. https://doi.org/10.1016/j.insmatheco.2012.02.012, https://doi.org/10.1016/j.insmatheco.2012.02.012
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Dhaene, J., Goovaerts, M. J., Vanmaele, M., & van Weert, K. (2012). Convex order approximations in case of cash flows of mixed signs. Insurance: Mathematics & Economics, 51(2), 249-256. https://doi.org/10.1016/j.insmatheco.2012.04.003
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van Weert, K., Dhaene, J., & Goovaerts, M. J. (2012). Comonotonic approximations for the probability of lifetime ruin. Journal of Pension Economics and Finance, 11(2), 285-309. https://doi.org/10.1017/S1474747211000217
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Shang, Z., Goovaerts, M., & Dhaene, J. (2011). A recursive approach to mortality-linked derivative pricing. Insurance: Mathematics & Economics, 49(2), 240-248. https://doi.org/10.1016/j.insmatheco.2011.03.003
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Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2011). Worst case risk measurement: back to the future? Insurance: Mathematics & Economics, 49(3), 380-392. https://doi.org/10.1016/j.insmatheco.2011.06.001
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van Weert, K., Dhaene, J., & Goovaerts, M. (2011). Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection. Journal of Computational and Applied Mathematics, 235(10), 3245-3256. https://doi.org/10.1016/j.cam.2011.01.012
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van Weert, K., Dhaene, J., & Goovaerts, M. (2010). Optimal portfolio selection for general provisioning and terminal wealth problems. Insurance: Mathematics & Economics, 47(1), 90-97. https://doi.org/10.1016/j.insmatheco.2010.04.003
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Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2010). A note on additive risk measures in rank-dependent utility. Insurance: Mathematics & Economics, 47(2), 187-189. https://doi.org/10.1016/j.insmatheco.2010.05.003
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