30 results on '"Dhaene, Jan"'
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2. Systemic risk: Conditional distortion risk measures
3. Fair dynamic valuation of insurance liabilities via convex hedging
4. Fair valuation of insurance liability cash-flow streams in continuous time: Theory
5. Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency
6. A dynamic equivalence principle for systematic longevity risk management
7. An approximation method for risk aggregations and capital allocation rules based on additive risk factor models
8. Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency
9. Optimal allocation of policy deductibles for exchangeable risks
10. Reserve-dependent benefits and costs in life and health insurance contracts
11. Reducing risk by merging counter-monotonic risks
12. Tail Variance premiums for log-elliptical distributions
13. On the (in-)dependence between financial and actuarial risks
14. Convex order and comonotonic conditional mean risk sharing
15. Convex order approximations in the case of cash flows of mixed signs
16. The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
17. A recursive approach to mortality-linked derivative pricing
18. Optimal portfolio selection for general provisioning and terminal wealth problems
19. Correlation order, merging and diversification
20. Bounds and approximations for sums of dependent log-elliptical random variables
21. Analytic bounds and approximations for annuities and Asian options
22. Some new classes of consistent risk measures
23. Confidence bounds for discounted loss reserves
24. Bounds for present value functions with stochastic interest rates and stochastic volatility
25. Does positive dependence between individual risks increase stop-loss premiums?
26. Upper and lower bounds for sums of random variables
27. The safest dependence structure among risks
28. Comonotonicity, correlation order and premium principles
29. Recursions for the individual model
30. On a class of approximative computation methods in the individual risk model
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