Upper and lower bounds for sums of random variables
Kaas, Rob, Dhaene, Jan, Goovaerts, Marc J.
Published in Insurance, mathematics & economics (01.10.2000)
Published in Insurance, mathematics & economics (01.10.2000)
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Journal Article
Decision principles derived from risk measures
Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A.
Published in Insurance, mathematics & economics (01.12.2010)
Published in Insurance, mathematics & economics (01.12.2010)
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Journal Article
Worst case risk measurement: Back to the future?
Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A.
Published in Insurance, mathematics & economics (01.11.2011)
Published in Insurance, mathematics & economics (01.11.2011)
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Journal Article
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A., Tang, Qihe, Vernic, Raluca
Published in Scandinavian actuarial journal (01.11.2005)
Published in Scandinavian actuarial journal (01.11.2005)
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Journal Article
A note on additive risk measures in rank-dependent utility
Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A.
Published in Insurance, mathematics & economics (01.10.2010)
Published in Insurance, mathematics & economics (01.10.2010)
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Journal Article
Some new classes of consistent risk measures
Goovaerts, Marc J., Kaas, Rob, Dhaene, Jan, Tang, Qihe
Published in Insurance, mathematics & economics (18.06.2004)
Published in Insurance, mathematics & economics (18.06.2004)
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Journal Article
A comonotonic image of independence for additive risk measures
Goovaerts, Marc J., Kaas, Rob, Laeven, Roger J.A., Tang, Qihe
Published in Insurance, mathematics & economics (06.12.2004)
Published in Insurance, mathematics & economics (06.12.2004)
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Journal Article
Transform analysis and asset pricing for diffusion processes: a recursive approach
Goovaerts, Marc J, Laeven, Roger J A, Shang, Zhaoning
Published in The journal of computational finance (01.10.2012)
Published in The journal of computational finance (01.10.2012)
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Journal Article
Some asymptotic results for sums of dependent random variables, with actuarial applications
Laeven, Roger J.A., Goovaerts, Marc J., Hoedemakers, Tom
Published in Insurance, mathematics & economics (18.10.2005)
Published in Insurance, mathematics & economics (18.10.2005)
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Journal Article
Managing Economic and Virtual Economic Capital Within Financial Conglomerates
Goovaerts, Marc J., Van den Borre, Eddy, Laeven, Roger J. A.
Published in North American actuarial journal (01.07.2005)
Published in North American actuarial journal (01.07.2005)
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Journal Article
On the distribution of discounted loss reserves using generalized linear models
Hoedemakers, Tom, Beirlant, Jan, Goovaerts, Marc J., Dhaene, Jan
Published in Scandinavian actuarial journal (01.01.2005)
Published in Scandinavian actuarial journal (01.01.2005)
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Journal Article
Stochastic Upper Bounds for Present Value Functions
Goovaerts, Marc J., Dhaene, Jan, de Schepper, Ann
Published in The Journal of risk and insurance (01.03.2000)
Published in The Journal of risk and insurance (01.03.2000)
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Journal Article
Confidence bounds for discounted loss reserves
Hoedemakers, Tom, Beirlant, Jan, Goovaerts, Marc J, Dhaene, Jan
Published in Insurance, mathematics & economics (20.10.2003)
Published in Insurance, mathematics & economics (20.10.2003)
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Journal Article
Stable Laws and the Present Value of Fixed Cash Flows
Goovaerts, Marc J., De Schepper, Ann, Vyncke, David, Dhaene, Jan, Kaas, Rob
Published in North American actuarial journal (01.10.2003)
Published in North American actuarial journal (01.10.2003)
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Journal Article
Explicit finite-time and infinite-time ruin probabilities in the continuous case
De Vylder, F.Etienne, Goovaerts, Marc J.
Published in Insurance, mathematics & economics (28.05.1999)
Published in Insurance, mathematics & economics (28.05.1999)
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Journal Article