Jan Dhaene
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Bounds for the price of a European-style Asian option in a binary tree model
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How to determine the capital requirements for a portfolio of annuity liabilities
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Convex upper and lower bounds for present value functions
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The safest dependence structure among risks.
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Supermodular ordering and stochastic annuities.
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On approximating distributions by approximating their De Pril-transforms
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Some results on moments and cumulants
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Actuariële aspecten van aanvullende pensioenen
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The safest dependence structure among risks. Research Report IS-P 1998-33 (116), Institut de Statistique et de Recherche Operationelle, Université Libre de Bruxelles, 1998.
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On the characterization of Wang's class of premium principles. Transactions of the 26th International Congress of Actuaries, vol. 4, 1998, 121-134.