Authors: Dhaene, Jan, Goovaerts, Marc, Vanmaele, Michèle, Van Weert, Koen
Superior Title: INSURANCE MATHEMATICS & ECONOMICS ; ISSN: 0167-6687
Subject Terms: Mathematics and Statistics, Comonotonicity, Cash flows of mixed signs, Convex order approximations, Terminal wealth, Provisioning, ACTUARIAL SCIENCE, FINANCE
File Description: application/pdf
Relation: https://biblio.ugent.be/publication/3095045; http://hdl.handle.net/1854/LU-3095045; http://dx.doi.org/10.1016/j.insmatheco.2012.04.003; https://biblio.ugent.be/publication/3095045/file/3095101
Authors: Dhaene, Jan, Linders, Daniel, Schoutens, Wim, Vyncke, David
Superior Title: INSURANCE MATHEMATICS & ECONOMICS ; ISSN: 0167-6687
Subject Terms: Mathematics and Statistics, options, ACTUARIAL SCIENCE, upper bounds, finance, comonotonicity, UPPER-BOUNDS
File Description: application/pdf
Relation: https://biblio.ugent.be/publication/3099691; http://hdl.handle.net/1854/LU-3099691; http://dx.doi.org/10.1016/j.insmatheco.2012.01.005; https://biblio.ugent.be/publication/3099691/file/3106527
Authors: Chen, Xinliang, Deelstra, Griselda, Dhaene, Jan, Vanmaele, Michèle
Superior Title: INSURANCE MATHEMATICS & ECONOMICS ; ISSN: 0167-6687
Subject Terms: Mathematics and Statistics, static super-replicating strategies, stochastic ordering, comonotonicity, exotic options, ACTUARIAL SCIENCE, CONTINGENT CLAIMS, ASIAN OPTIONS, UPPER-BOUNDS, PRICE, FINANCE, ORDER
Relation: https://biblio.ugent.be/publication/434256; http://hdl.handle.net/1854/LU-434256; http://dx.doi.org/10.1016/j.insmatheco.2008.01.002
Authors: Deelstra, Griselda, Liinev, Jan, Vanmaele, Michèle
Superior Title: INSURANCE MATHEMATICS & ECONOMICS ; ISSN: 0167-6687
Subject Terms: Mathematics and Statistics, basket option, comonotonicity, analytical bounds, moment matching, Asian basket option, Black and Scholes model, ACTUARIAL SCIENCE, ASIAN OPTION, FINANCE
Relation: https://biblio.ugent.be/publication/214573; http://hdl.handle.net/1854/LU-214573; http://dx.doi.org/10.1016/j.insmatheco.2003.11.002
Authors: Vanmaele, Michèle, Deelstra, Griselda, Liinev, Jan
Superior Title: INSURANCE MATHEMATICS & ECONOMICS ; ISSN: 0167-6687
Subject Terms: Mathematics and Statistics, conditional expectation, stop-loss premiums, sum of dependent random variables, basket options, ACTUARIAL SCIENCE, OPTIONS, COMONOTONICITY, FINANCE
Relation: https://biblio.ugent.be/publication/297009; http://hdl.handle.net/1854/LU-297009; http://dx.doi.org/10.1016/j.insmatheco.2004.06.001