prof. dr. David Vyncke
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The individual risk model
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Comonotonicity
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The valuation of cash-flows in the presence of dividend barriers
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Stable laws and the distribution of cash-flows
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On the distribution of cash flows using Esscher transforms
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A simple geometric proof that comonotonic risks have the convex-largest sum
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Bounds for present value functions with stochastic interest rates and stochastic volatility
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The concept of comonotonicity in actuarial science and finance: theory
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The concept of comonotonicity in actuarial science and finance: applications
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How to determine the capital requirements for a portfolio of annuity liabilities