Zobrazeno 1 - 10
of 355
pro vyhledávání: '"Goovaerts, M.J."'
Publikováno v:
In Insurance Mathematics and Economics 2002 31(1):3-33
Publikováno v:
In Insurance Mathematics and Economics 2002 31(2):133-161
Publikováno v:
In Insurance Mathematics and Economics 8 May 2000 26(2-3):175-183
Autor:
Goovaerts, M.J.1, Kaas, R.1
Publikováno v:
Statistica Neerlandica. Aug2002, Vol. 56 Issue 3, p253-269. 17p.
Autor:
Goovaerts, M.J. *, Dhaene, J.
Publikováno v:
In Insurance Mathematics and Economics 1999 24(3):281-290
Autor:
De Vylder, F.E. *, Goovaerts, M.J.
Publikováno v:
In Insurance Mathematics and Economics 1999 24(3):249-271
Publikováno v:
Journal of Computational Finance, 16(1), 47-81. Incisive Media Ltd.
Diffusion processes play a major role in continuous-time modeling in economics, particularly in continuous-time finance. In most cases, however, the transition density function of a diffusion process is not available in closed form. Using Feynman-Kac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::18a922fccb31d30bacadfe79765c59e3
https://dare.uva.nl/personal/pure/en/publications/transform-analysis-and-asset-pricing-for-diffusion-processes-a-recursive-approach(729d8bd6-ead8-4661-b2cf-e5b42d207de5).html
https://dare.uva.nl/personal/pure/en/publications/transform-analysis-and-asset-pricing-for-diffusion-processes-a-recursive-approach(729d8bd6-ead8-4661-b2cf-e5b42d207de5).html
In this paper, we argue that a distinction exists between risk measures and decision principles. Though both are functionals assigning a real number to a random variable, we think there is a hierarchy between the two concepts. Risk measures operate o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::13ef8463982474877d0b196ec5b2c354
https://dare.uva.nl/personal/pure/en/publications/on-risk-measures-and-decisions-in-insurance-and-finance(b018b385-adaa-44f0-a026-ff87a8fa003e).html
https://dare.uva.nl/personal/pure/en/publications/on-risk-measures-and-decisions-in-insurance-and-finance(b018b385-adaa-44f0-a026-ff87a8fa003e).html
Publikováno v:
Insurance: Mathematics & Economics, 44(2), 143-145. Elsevier Science BV
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::5accdab806c8e4e25f9779f90516937c
https://research.tilburguniversity.edu/en/publications/df97ece5-b549-4711-a5cd-23c262dfc0f3
https://research.tilburguniversity.edu/en/publications/df97ece5-b549-4711-a5cd-23c262dfc0f3
Publikováno v:
Encyclopedia of Quantitative Risk Analysis and Assessment, 1302-1314
STARTPAGE=1302;ENDPAGE=1314;TITLE=Encyclopedia of Quantitative Risk Analysis and Assessment
STARTPAGE=1302;ENDPAGE=1314;TITLE=Encyclopedia of Quantitative Risk Analysis and Assessment
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=narcis______::6ce22048d8d1e6473e4ff7cf5bcb01df
https://research.tilburguniversity.edu/en/publications/d01aeb92-7d9d-48f9-952e-f4a85b61746d
https://research.tilburguniversity.edu/en/publications/d01aeb92-7d9d-48f9-952e-f4a85b61746d