Browsing All of EconStor by Author Dhaene, Jan
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2014 | Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts | Christiansen, Marcus C.; Denuit, Michel M.; Dhaene, Jan |
2014 | The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks | Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel |
2015 | Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets | Linders, Daniƫl; Dhaene, Jan; Schoutens, Wim |
2015 | Tail Mutual Exclusivity and Tail-Var Lower Bounds | Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan |
2015 | Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior | Feng, Runhuan; Jing, Xiaochen; Dhaene, Jan |