Authors: Denuit, Michel, Dhaene, Jan
Subject Terms: mortality projection, comonotonicity, risk measure, stop-loss order, actuarial science, finance
Relation: Journal of Computational and Applied Mathematics vol:203 issue:1 pages:169-176; https://lirias.kuleuven.be/handle/123456789/98783; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?&GWVersion=2&SrcAuth=INSPEC&SrcApp=PRODUCT_NAME&CKEY=DENU0169070203JM&SrcURL=WOS_RETURN_URL&DestLinkType=FullRecord&DestApp=INSPEC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Ahcan, A, Darkiewicz, G, Goovaerts, Marc, Hoedemakers, Tom
Subject Terms: convex order, comonotonicity, present value functions, black and scholes model, actuarial science, finance
Relation: Journal of computational and applied mathematics vol:186 issue:1 pages:23-42; https://lirias.kuleuven.be/handle/123456789/101384; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=AHCA0023060186JA&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Schoutens, Wim
Subject Terms: levy processes, financial derivatives, exotic options, american options, actuarial science, barrier options, asset returns, asian option, price, simulation, valuation, finance, comonotonicity
Relation: Journal of computational and applied mathematics vol:189 issue:1-2 pages:526-538; https://lirias.kuleuven.be/handle/123456789/38936; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=SCHO0526060189JW&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Dhaene, Jan, Vanduffel, Steven, Goovaerts, Marc, Kaas, R, Vyncke, David
Subject Terms: actuarial science, dual theory, risk, insurance, options, finance, bounds, order
Relation: The Journal of Risk and Insurance vol:72 issue:2 pages:253-300; https://lirias.kuleuven.be/handle/123456789/101239; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=DHAE0253050072JJ&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Decamps, Marc, De Schepper, A, Goovaerts, Marc
Subject Terms: functional integrals, local time, comonotonicity, skew brownian motion, option pricing, delta-function perturbation, actuarial science, volatility, finance, returns
Relation: Physica a-statistical mechanics and its applications vol:342 issue:3-4 pages:677-692; https://lirias.kuleuven.be/handle/123456789/101468; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=DECA0677040342PM&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Goovaerts, Marc, Kaas, R, Dhaene, Jan, Tang, QH
Subject Terms: consistent risk measures, haezendonck risk measure, monotone convergence theorem, yaari's dual theory of choice under risks, actuarial science, dual theory, comonotonicity, utility, finance
Relation: Insurance: Mathematics & Economics vol:34 issue:3 pages:505-516; https://lirias.kuleuven.be/handle/123456789/101315; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=GOOV0505040034IM&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Vanduffel, Steven, Dhaene, Jan, Goovaerts, Marc, Kaas, R
Subject Terms: stochastic provision, optimal investment strategy, solvency, comonotonicity, actuarial science, risks, finance, bounds, order
Relation: Insurance: Mathematics & Economics vol:33 issue:2 pages:405-414; https://lirias.kuleuven.be/handle/123456789/101609; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=VAND0405030033IS&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Hoedemakers, Tom, Beirlant, Jan, Goovaerts, Marc, Dhaene, Jan
Subject Terms: ibnr, confidence bound, comonotonicity, simulation, actuarial science, finance
Relation: Insurance: Mathematics & Economics vol:33 issue:2 pages:297-316; https://lirias.kuleuven.be/handle/123456789/38907; http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=HOED0297030033IT&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Dhaene, Jan, Denuit, M, Goovaerts, Marc, Kaas, Robert, Vyncke, David
Subject Terms: comonotonicity, actuarial science and finance, sums of random variables, option
Relation: Insurance: Mathematics & Economics vol:31 issue:2 pages:133-161; https://lirias.kuleuven.be/handle/123456789/101344; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=DHAE0133020031IJ&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID
Authors: Dhaene, Jan, Denuit, Michel, Goovaerts, Marc, Kaas, Robert, Vyncke, David
Subject Terms: comonotonicity, actuarial science and finance, sums of random variables, dependent risks, asian option, lower bounds, order, sums
Relation: Insurance: Mathematics & Economics vol:31 issue:1 pages:3-33; https://lirias.kuleuven.be/handle/123456789/101105; http://gateway.newisiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=CCC&SrcApp=PRODUCT_NAME&SrcURL=WOS_RETURN_URL&CKEY=DHAE0003020031IJ&DestLinkType=FullRecord&DestApp=CCC&SrcDesc=RETURN_ALT_TEXT&SrcAppSID=APP_SID