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Results: 6
Does positive dependence between individual risks increase stop-loss premiums?
Authors:
Denuit, M Dhaene, J Ribas, C
Citation:
M. Denuit et al., Does positive dependence between individual risks increase stop-loss premiums?, INSUR MATH, 28(3), 2001, pp. 305-308
Upper and lower bounds for sums of random variables
Authors:
Kaas, R Dhaene, J Goovaerts, MJ
Citation:
R. Kaas et al., Upper and lower bounds for sums of random variables, INSUR MATH, 27(2), 2000, pp. 151-168
An easy computable upper bound for the price of an arithmetic Asian option
Authors:
Simon, S Goovaerts, MJ Dhaene, J
Citation:
S. Simon et al., An easy computable upper bound for the price of an arithmetic Asian option, INSUR MATH, 26(2-3), 2000, pp. 175-183
Stochastic upper bounds for present value functions
Authors:
Goovaerts, MJ Dhaene, J De Schepper, A
Citation:
Mj. Goovaerts et al., Stochastic upper bounds for present value functions, J RISK INS, 67(1), 2000, pp. 1-14
The safest dependence structure among risks
Authors:
Dhaene, J Denuit, M
Citation:
J. Dhaene et M. Denuit, The safest dependence structure among risks, INSUR MATH, 25(1), 1999, pp. 11-21
Supermodular ordering and stochastic annuities
Authors:
Goovaerts, MJ Dhaene, J
Citation:
Mj. Goovaerts et J. Dhaene, Supermodular ordering and stochastic annuities, INSUR MATH, 24(3), 1999, pp. 281-290
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