Dhaene, Jan
Dhaene, Jan, 19..-....
Jan Dhaene
VIAF ID: 292272325 ( Personal )
Permalink: http://viaf.org/viaf/292272325
Preferred Forms
- 100 1 _ ‡a Dhaene, Jan
-
-
- 100 1 _ ‡a Dhaene, Jan
- 100 1 _ ‡a Dhaene, Jan, ‡d 19..-....
- 100 0 _ ‡a Jan Dhaene
4xx's: Alternate Name Forms (5)
Works
Title | Sources |
---|---|
Actuarial applications of financial models | |
Approximating the compound negative binomial distribution by the compound poisson distribution | |
Can a coherent risk measure be too subadditive? | |
Closed-form approximations for constant continuous annuities | |
Comonotonic approximations for optimal portfolio selection problems | |
The compound poisson approximation for a portfolio of dependent risks | |
Error bounds for collective approximatons of stop-loss premiums | |
Modern actuarial risk theory : using R | |
On a class of approximative computation methods in the individual risk model | |
On approximating distributions by approximating their De Pril transforms | |
On error bounds for approximations to aggregate claims distributions | |
On the evaluation of 'saving-consumption' plans | |
Recursions for distribution functions and stop-loss transforms | |
Recursions for the individual model | |
Risk measures and dependencies of risks | |
Solvency capital, risk measures and comonotonicity : a review | |
Some moment relations for the Hipp approximation | |
Some remarks on the definition of the basic building blocks of modern life insurance mathematics | |
Some results on moments and cumulants | |
Verdelingsfuncties, benaderingen en foutengrenzen van stochastische grootheden geassocieerd aan verzekeringspolissen en -portefeuilles |