| Publication | Date of Publication | Type |
|---|
A multi-population approach to forecasting all-cause mortality using cause-of-death mortality data
North American Actuarial Journal | 2021-04-28 | Paper |
A generalization of the Aumann-Shapley value for risk capital allocation problems
European Journal of Operational Research | 2020-01-08 | Paper |
Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard
European Actuarial Journal | 2018-01-12 | Paper |
Intergenerational risk sharing in closing pension funds
Insurance Mathematics & Economics | 2017-05-24 | Paper |
Redistribution of longevity risk: the effect of heterogeneous mortality beliefs
Insurance Mathematics & Economics | 2017-01-31 | Paper |
The choice of sample size for mortality forecasting: a Bayesian learning approach
Insurance Mathematics & Economics | 2015-08-20 | Paper |
When can insurers offer products that dominate delayed old-age pension benefit claiming?
Insurance Mathematics & Economics | 2014-04-15 | Paper |
A breakpoint search approach for convex resource allocation problems with bounded variables
Optimization Letters | 2012-11-30 | Paper |
Excess based allocation of risk capital
Insurance Mathematics & Economics | 2012-04-18 | Paper |
Longevity risk and capital markets: the 2008-2009 update
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Longevity risk in pension annuities with exchange options: the effect of product design
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Dynamic tax depreciation strategies
OR Spectrum | 2011-05-25 | Paper |
On the effects of the degree of discretion in reporting managerial performance
OR Spectrum | 2011-05-25 | Paper |
Deposit games with reinvestment
European Journal of Operational Research | 2009-12-10 | Paper |
Longevity risk in portfolios of pension annuities
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Estimating the term structure of mortality
Insurance Mathematics & Economics | 2009-01-28 | Paper |
Choquet pricing and equilibrium.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
The theory of the new economy firm: A dynamic analysis of human capital investment.
CEJOR. Central European Journal of Operations Research | 2003-11-06 | Paper |
Optimal design of pension funds: a mission impossible?
Economic Theory | 2003-09-21 | Paper |
Optimal dynamic investment policy for different tax depreciation rates and economic depreciation rates
Journal of Optimization Theory and Applications | 2003-08-26 | Paper |
Optimal tax depreciation with uncertain future cash-flows
European Journal of Operational Research | 2003-08-13 | Paper |
Optimal tax depreciation lives and charges under regulatory constraints
OR Spectrum | 2003-05-04 | Paper |
Optimal tax depreciation under a progressive tax system.
Journal of Economic Dynamics and Control | 2003-01-21 | Paper |
Nonmonotonic Choquet integrals
Journal of Mathematical Economics | 2002-05-20 | Paper |
Approximating the finite-time ruin probability under interest force
Insurance Mathematics & Economics | 2002-04-11 | Paper |
Cooperation in capital deposits
OR Spektrum | 2001-10-10 | Paper |
Cooperative games with stochastic payoffs
European Journal of Operational Research | 2001-06-10 | Paper |
Stochastic cooperative games in insurance
Insurance Mathematics & Economics | 1998-12-15 | Paper |
Equilibria in a mixed financial-reinsurance market with constrained trading possibilities
Insurance Mathematics & Economics | 1994-11-06 | Paper |
A dynamic reinsurance theory
Insurance Mathematics & Economics | 1993-01-17 | Paper |
Macro-economic version of a classical formula in risk theory
Insurance Mathematics & Economics | 1990-01-01 | Paper |
Simulation of ruin probabilities
Insurance Mathematics & Economics | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4157183 (Why is no real title available?) | 1989-01-01 | Paper |
