The following pages link to J. Dhaene (Q201405):
Displaying 50 items.
- Reserve-dependent benefits and costs in life and health insurance contracts (Q2513450) (← links)
- Bounds for the price of a European-style Asian option in a binary tree model (Q2569027) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Systemic risk: conditional distortion risk measures (Q2670112) (← links)
- Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables (Q2682971) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
- A note on the stop-loss preserving property of Wang's premium principle (Q2801339) (← links)
- FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
- The multivariate Black \& Scholes market: conditions for completeness and no-arbitrage (Q2923401) (← links)
- (Q2968268) (← links)
- (Q2968270) (← links)
- (Q2968298) (← links)
- Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)
- Inequalities for the De Pril approximation to the distribution of the number of policies with claims (Q3103208) (← links)
- Optimal Premium Control in a Non-life Insurance Business (Q3352342) (← links)
- Risk measurement with equivalent utility principles (Q3417648) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- (Q3523756) (← links)
- (Q3562639) (← links)
- (Q3562643) (← links)
- (Q3562645) (← links)
- (Q3562647) (← links)
- (Q3566016) (← links)
- (Q3647072) (← links)
- (Q4221327) (← links)
- On approximating distributions by approximating their De Pril transforms (Q4235011) (← links)
- Some results on moments and cumulants (Q4235015) (← links)
- Recursions for Distribution Functions and Stop-Loss Transforms (Q4258732) (← links)
- LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION (Q4563815) (← links)
- Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650) (← links)
- A Unified Approach to Generate Risk Measures (Q4661679) (← links)
- (Q4817773) (← links)
- A Robustification of the Chain-Ladder Method (Q5029068) (← links)
- Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages (Q5096014) (← links)
- Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach (Q5140651) (← links)
- An Overview of Comonotonicity and Its Applications in Finance and Insurance (Q5198559) (← links)
- FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS (Q5379410) (← links)
- Bonus-Malus scales using exponential loss functions (Q5422771) (← links)
- On the distribution of discounted loss reserves using generalized linear models (Q5430550) (← links)
- (Q5430685) (← links)
- (Q5461830) (← links)
- Economic Capital Allocation Derived from Risk Measures (Q5715911) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)
- Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting (Q5743536) (← links)
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables (Q5887316) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
- On the causality-preservation capabilities of generative modelling (Q6653565) (← links)
- Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?} (Q6665603) (← links)
