The following pages link to Jan Dhaene (Q201405):
Displaying 50 items.
- Risk measures and dependencies of risks (Q367525) (← links)
- The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- Correlation order, merging and diversification (Q659149) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior (Q730548) (← links)
- Recursions for the individual risk model (Q861402) (← links)
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
- (Q931199) (redirect page) (← links)
- Static super-replicating strategies for a class of exotic options (Q931201) (← links)
- Analytic bounds and approximations for annuities and Asian options (Q931209) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Some results on the CTE-based capital allocation rule (Q998305) (← links)
- Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
- Comonotonicity, correlation order and premium principles (Q1265937) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- On a class of approximative computation methods in the individual risk model (Q1333592) (← links)
- On the dependency of risks in the individual life model (Q1381152) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Does positive dependence between individual risks increase stop-loss premiums? (Q1413265) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Confidence bounds for discounted loss reserves. (Q1423361) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Probabilistic solutions for a class of deterministic optimal allocation problems (Q1696457) (← links)
- Updating mechanism for lifelong insurance contracts subject to medical inflation (Q1707553) (← links)
- An approximation method for risk aggregations and capital allocation rules based on additive risk factor models (Q1742712) (← links)
- Recursions for the individual model (Q1902623) (← links)
- The compound Poisson approximation for a portfolio of dependent risks (Q1921988) (← links)
- Remarks on quantiles and distortion risk measures (Q1936474) (← links)
- The safest dependence structure among risks. (Q1962812) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- The minimal entropy martingale measure in a market of traded financial and actuarial risks (Q2255722) (← links)
- Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
- Fair valuation of insurance liability cash-flow streams in continuous time: theory (Q2273988) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Measuring medical inflation for health insurance portfolios in Belgium (Q2323669) (← links)
- Optimal allocation of policy deductibles for exchangeable risks (Q2374099) (← links)
- Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency (Q2404536) (← links)
- A dynamic equivalence principle for systematic longevity risk management (Q2415975) (← links)
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
- Tail variance premiums for log-elliptical distributions (Q2443222) (← links)
- On the (in-)dependence between financial and actuarial risks (Q2443231) (← links)
- Convex order approximations in the case of cash flows of mixed signs (Q2445338) (← links)
- Convex order and comonotonic conditional mean risk sharing (Q2445340) (← links)
