Ann De Schepper

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
The Laplace transform of annuities certain with exponential time distribution	1993-05-16	Paper
Interest randomness in annuities certain	1993-05-16	Paper
Some further results on annuities certain with random interest	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q3203897	1990-01-01	Paper

Research outcomes over time

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