The following pages link to Marc J. Goovaerts (Q201406):
Displaying 23 items.
- (Q4221327) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (Q4258728) (← links)
- A review of the numerical calculation of ruin probabilities by means of recursions (Q4299580) (← links)
- Interest randomness and differential equations (Q4320525) (← links)
- Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian (Q4320527) (← links)
- Double boundary crossing result for the brownian motion (Q4322969) (← links)
- (Q4368721) (← links)
- Some problems in actuarial finance involving sums of dependent risks (Q4469561) (← links)
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum (Q4661650) (← links)
- A Unified Approach to Generate Risk Measures (Q4661679) (← links)
- A stochastic approach to catastrophic risks (Q4715561) (← links)
- (Q4723114) (← links)
- (Q4729219) (← links)
- On the distribution of discounted loss reserves using generalized linear models (Q5430550) (← links)
- The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance (Q5430560) (← links)
- (Q5461830) (← links)
- Economic Capital Allocation Derived from Risk Measures (Q5715911) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)
- “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 (Q5715939) (← links)
- “Risk and Discounted Loss Reserves,” Greg Taylor, January 2004 (Q5716002) (← links)
- Ordering of risks and ruin probabilities (Q5903085) (← links)
- Upper and lower bounds for sums of random variables (Q5942774) (← links)
