Dhaene, Jan; Stassen, Ben; Barigou, Karim; Linders, Daniël; Chen, Ze Fair valuation of insurance liabilities: merging actuarial judgement and market-consistency. (English) Zbl 1395.91249 Insur. Math. Econ. 76, 14-27 (2017). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 76, 14--27 (2017; Zbl 1395.91249) Full Text: DOI
Dhaene, Jan; Stassen, Ben; Devolder, Pierre; Vellekoop, Michel The minimal entropy martingale measure in a market of traded financial and actuarial risks. (English) Zbl 1310.91137 J. Comput. Appl. Math. 282, 111-133 (2015). MSC: 91G20 60G48 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., J. Comput. Appl. Math. 282, 111--133 (2015; Zbl 1310.91137) Full Text: DOI
Dhaene, Jan; Kukush, Alexander; Luciano, Elisa; Schoutens, Wim; Stassen, Ben On the (in-)dependence between financial and actuarial risks. (English) Zbl 1284.91226 Insur. Math. Econ. 52, No. 3, 522-531 (2013). MSC: 91B30 91G99 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 52, No. 3, 522--531 (2013; Zbl 1284.91226) Full Text: DOI