Zobrazeno 1 - 10
of 192
pro vyhledávání: '"Marc Goovaerts"'
Publikováno v:
Metadata and Semantic Research ISBN: 9783030988753
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c780483beade22144348999071c81a29
https://doi.org/10.1007/978-3-030-98876-0_9
https://doi.org/10.1007/978-3-030-98876-0_9
Publikováno v:
Insurance: Mathematics & Economics, 62, 1-4. Elsevier
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a9686742457c16eb5ea06d37f28c0de7
https://doi.org/10.1016/j.insmatheco.2015.01.002
https://doi.org/10.1016/j.insmatheco.2015.01.002
In the usual model of the collective risk theory, we are interested in the severity of ruin, as well as its probability. As a quantitative measure, we propose G(u, y), the probability that for given initial surplus u ruin will occur and that the defi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::496e1ff7a47c594bff7fa25d1d0c9568
http://doc.rero.ch/record/299951/files/S0515036100003639.pdf
http://doc.rero.ch/record/299951/files/S0515036100003639.pdf
The authors present the results of the workshop ‘E-info discovery & management for institutes in the South' organized by Hasselt University Library for VLIR-UOS at Antwerp University. The workshop brought together the practical experience in the So
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::578e8805a903439c2de9baed4a40e8f5
https://doi.org/10.4018/978-1-5225-0474-0.ch001
https://doi.org/10.4018/978-1-5225-0474-0.ch001
Publikováno v:
The Journal of Computational Finance. 16:47-81
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=doi_________::405264ef11cab27842cbc54f3afa0637
https://doi.org/10.21314/jcf.2012.245
https://doi.org/10.21314/jcf.2012.245
Publikováno v:
Insurance: Mathematics & Economics, 49(3), 380-392. Elsevier Science BV
Insurance: Mathematics & Economics, 49(3), 380-392. Elsevier
Insurance: Mathematics & Economics, 49(3), 380-392. Elsevier
This paper studies the problem of finding best-possible upper bounds on a rich class of risk measures, expressible as integrals with respect to measures, under incomplete probabilistic information. Both univariate and multivariate risk measurement pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::239760460aca097147d1d88eafb34e71
https://doi.org/10.1016/j.insmatheco.2011.06.001
https://doi.org/10.1016/j.insmatheco.2011.06.001
Publikováno v:
Insurance: Mathematics & Economics, 49(2), 240-248. Elsevier
In this paper, we develop a recursive method to derive an exact numerical and nearly analytical representation of the Laplace transform of the transition density function with respect to the time variable for time-homogeneous diffusion processes. We
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76eeb70946b98904207cf5a2bc70dbe1
https://doi.org/10.1016/j.insmatheco.2011.03.003
https://doi.org/10.1016/j.insmatheco.2011.03.003
Publikováno v:
Journal of Pension Economics and Finance, 11(2), 285-309. Cambridge University Press
This paper addresses the issue of lifetime ruin, which is defined as running out of money before death. Taking into account the random nature of the remaining lifetime, we discuss how a retiree should invest in order to avoid lifetime ruin. We also d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::463739cd631c0b10904e3dd56fb093a8
https://doi.org/10.1017/s1474747211000217
https://doi.org/10.1017/s1474747211000217
Publikováno v:
Journal of Computational and Applied Mathematics, 235(10), 3245-3256. Elsevier
In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6e1322dbb85882185011c0866a774760
Publikováno v:
Collnet Journal of Scientometrics and Information Management. 2:83-89
The paper investigates into the formulations of the relation between collaboration and production. More precisely for a fixed field or institute, is it possible to prove that, higher the number of papers of an author (calculated in the total way), th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::59e94e6f761aa5034caf87d5a833c737
https://doi.org/10.1080/09737766.2008.10700843
https://doi.org/10.1080/09737766.2008.10700843