Shang, Zhaoning; Goovaerts, Marc; Dhaene, Jan A recursive approach to mortality-linked derivative pricing. (English) Zbl 1218.91156 Insur. Math. Econ. 49, No. 2, 240-248 (2011). MSC: 91G20 65R10 44A10 91B30 60J70 60H30 PDF BibTeX XML Cite \textit{Z. Shang} et al., Insur. Math. Econ. 49, No. 2, 240--248 (2011; Zbl 1218.91156) Full Text: DOI OpenURL
Van Weert, Koen; Dhaene, Jan; Goovaerts, Marc Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection. (English) Zbl 1211.91228 J. Comput. Appl. Math. 235, No. 10, 3245-3256 (2011). MSC: 91G10 PDF BibTeX XML Cite \textit{K. Van Weert} et al., J. Comput. Appl. Math. 235, No. 10, 3245--3256 (2011; Zbl 1211.91228) Full Text: DOI OpenURL
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. Decision principles derived from risk measures. (English) Zbl 1231.91191 Insur. Math. Econ. 47, No. 3, 294-302 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 47, No. 3, 294--302 (2010; Zbl 1231.91191) Full Text: DOI OpenURL
van Weert, Koen; Dhaene, Jan; Goovaerts, Marc Optimal portfolio selection for general provisioning and terminal wealth problems. (English) Zbl 1231.91422 Insur. Math. Econ. 47, No. 1, 90-97 (2010). MSC: 91G10 PDF BibTeX XML Cite \textit{K. van Weert} et al., Insur. Math. Econ. 47, No. 1, 90--97 (2010; Zbl 1231.91422) Full Text: DOI OpenURL
Decamps, Marc; De Schepper, Ann; Goovaerts, Marc Spectral decomposition of optimal asset-liability management. (English) Zbl 1170.91376 J. Econ. Dyn. Control 33, No. 3, 710-724 (2009). MSC: 91B28 91B62 93E03 PDF BibTeX XML Cite \textit{M. Decamps} et al., J. Econ. Dyn. Control 33, No. 3, 710--724 (2009; Zbl 1170.91376) Full Text: DOI OpenURL
Vanduffel, S.; Chen, X.; Dhaene, J.; Goovaerts, M.; Henrard, L.; Kaas, R. Optimal approximations for risk measures of sums of lognormals based on conditional expectations. (English) Zbl 1154.91021 J. Comput. Appl. Math. 221, No. 1, 202-218 (2008). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91B26 91B30 60Exx PDF BibTeX XML Cite \textit{S. Vanduffel} et al., J. Comput. Appl. Math. 221, No. 1, 202--218 (2008; Zbl 1154.91021) Full Text: DOI OpenURL
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI OpenURL
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc Approximations for life annuity contracts in a stochastic financial environment. (English) Zbl 1125.91064 Insur. Math. Econ. 37, No. 2, 239-269 (2005). MSC: 91B30 91B28 62P05 PDF BibTeX XML Cite \textit{T. Hoedemakers} et al., Insur. Math. Econ. 37, No. 2, 239--269 (2005; Zbl 1125.91064) Full Text: DOI OpenURL
Laeven, Roger J. A.; Goovaerts, Marc J.; Hoedemakers, Tom Some asymptotic results for sums of dependent random variables, with actuarial applications. (English) Zbl 1099.91068 Insur. Math. Econ. 37, No. 2, 154-172 (2005). Reviewer: Bero Roos (Hamburg) MSC: 91B30 62E20 62P05 PDF BibTeX XML Cite \textit{R. J. A. Laeven} et al., Insur. Math. Econ. 37, No. 2, 154--172 (2005; Zbl 1099.91068) Full Text: DOI OpenURL
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang Qihe Some new classes of consistent risk measures. (English) Zbl 1188.91087 Insur. Math. Econ. 34, No. 3, 505-516 (2004). MSC: 91B30 60E05 60E15 62E10 62P05 91B82 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 34, No. 3, 505--516 (2004; Zbl 1188.91087) Full Text: DOI Link OpenURL
Laeven, Roger J. A.; Goovaerts, Marc J. An optimization approach to the dynamic allocation of economic capital. (English) Zbl 1079.91037 Insur. Math. Econ. 35, No. 2, 299-319 (2004). MSC: 91G70 91B32 91B30 PDF BibTeX XML Cite \textit{R. J. A. Laeven} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 35, No. 2, 299--319 (2004; Zbl 1079.91037) Full Text: DOI OpenURL
Decamps, Marc; Goovaerts, Marc J. “Pricing lookback options and dynamic guarantees” by H.U.Gerber and E.S.W.Shiu (discussion with a reply by the authors). (English) Zbl 1085.91511 N. Am. Actuar. J. 7, No. 4, 94-96 (2003). MSC: 91B28 62P05 60E10 60J65 62E10 PDF BibTeX XML Cite \textit{M. Decamps} and \textit{M. J. Goovaerts}, N. Am. Actuar. J. 7, No. 4, 94--96 (2003; Zbl 1085.91511) Full Text: DOI OpenURL
Dhaene, Jan; Goovaerts, Mark J.; Kaas, Rob Economic capital allocation derived from risk measures. (English) Zbl 1084.91515 N. Am. Actuar. J. 7, No. 2, 44-59 (2003). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Dhaene} et al., N. Am. Actuar. J. 7, No. 2, 44--59 (2003; Zbl 1084.91515) Full Text: DOI Link OpenURL
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe A unified approach to generate risk measures. (English) Zbl 1098.91539 Astin Bull. 33, No. 2, 173-191 (2003). MSC: 91B30 91B28 62P05 62E10 62P20 PDF BibTeX XML Cite \textit{M. J. Goovaerts} et al., ASTIN Bull. 33, No. 2, 173--191 (2003; Zbl 1098.91539) Full Text: DOI OpenURL
De Vylder, F. E.; Goovaerts, M. J. Inequality extensions of Prabhu’s formula in ruin theory. (English) Zbl 0982.91032 Insur. Math. Econ. 24, No. 3, 249-271 (1999). MSC: 91B30 PDF BibTeX XML Cite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 249--271 (1999; Zbl 0982.91032) Full Text: DOI OpenURL