Person:452291

Available identifiers

zbMath Open de-schepper.annMaRDI QIDQ452291

List of research outcomes

Publication	Date of Publication	Type
How to improve the fit of Archimedean copulas by means of transforms	2012-09-20	Paper
A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function	2011-07-20	Paper
Measuring Comonotonicity in M-Dimensional Vectors	2011-06-15	Paper
How to estimate the value at risk under incomplete information	2010-02-12	Paper
https://portal.mardi4nfdi.de/entity/Q3183816	2009-10-21	Paper
Spectral decomposition of optimal asset-liability management	2009-08-07	Paper
Distribution-free option pricing	2007-09-03	Paper
A note on some new perpetuities	2007-05-29	Paper
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates	2007-05-23	Paper
Stable Laws and the Present Value of Fixed Cash Flows	2006-01-05	Paper
Closed-form approximations for diffusion densities: A path integral approach.	2004-03-15	Paper
Bounds for present value functions with stochastic interest rates and stochastic volatility.	2003-06-25	Paper
A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results	1999-10-06	Paper
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall	1999-09-14	Paper
The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean	1999-08-16	Paper
IBNR reserves under stochastic interest rates	1999-05-05	Paper
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate	1998-05-04	Paper
General restrictions on tail probabilities	1996-11-17	Paper
Interest randomness and differential equations	1995-01-31	Paper
An analytical inversion of a Laplace transform related to annuities certain	1994-07-04	Paper
Interest randomness in annuities certain	1993-05-16	Paper
Some further results on annuities certain with random interest	1993-05-16	Paper
The Laplace transform of annuities certain with exponential time distribution	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q3203897	1990-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Ann De Schepper