The following pages link to Ann De Schepper (Q452291):
Displayed 27 items.
- How to improve the fit of Archimedean copulas by means of transforms (Q452292) (← links)
- Item:Q452291 (redirect page) (← links)
- How to estimate the value at risk under incomplete information (Q847172) (← links)
- An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates (Q882461) (← links)
- Distribution-free option pricing (Q995496) (← links)
- Item:Q452291 (redirect page) (← links)
- Interest randomness in annuities certain (Q1209481) (← links)
- Some further results on annuities certain with random interest (Q1209482) (← links)
- The Laplace transform of annuities certain with exponential time distribution (Q1209483) (← links)
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- Item:Q452291 (redirect page) (← links)
- An analytical inversion of a Laplace transform related to annuities certain (Q1329411) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- IBNR reserves under stochastic interest rates (Q1381454) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- General restrictions on tail probabilities (Q1917912) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- (Q3008261) (← links)
- A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874) (← links)
- (Q3183816) (← links)
- (Q3203897) (← links)
- A note on some new perpetuities (Q3440862) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall (Q4258728) (← links)
- Interest randomness and differential equations (Q4320525) (← links)
- Stable Laws and the Present Value of Fixed Cash Flows (Q5715935) (← links)