Bernard, Carole; Cui, Zhenyu; Vanduffel, Steven Impact of flexible periodic premiums on variable annuity guarantees. (English) Zbl 1414.91165 N. Am. Actuar. J. 21, No. 1, 63-86 (2017). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Bernard} et al., N. Am. Actuar. J. 21, No. 1, 63--86 (2017; Zbl 1414.91165) Full Text: DOI OpenURL
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven [Genest, Christian] Stat trek. An interview with Christian Genest. (English) Zbl 1403.62003 Depend. Model. 4, 109-122 (2016). MSC: 62-03 62H05 01A70 PDF BibTeX XML Cite \textit{F. Durante} et al., Depend. Model. 4, 109--122 (2016; Zbl 1403.62003) Full Text: DOI OpenURL
Bernard, Carole; Vanduffel, Steven Quantile of a mixture with application to model risk assessment. (English) Zbl 1355.60019 Depend. Model. 3, 172-181 (2015). MSC: 60E05 60E15 PDF BibTeX XML Cite \textit{C. Bernard} and \textit{S. Vanduffel}, Depend. Model. 3, 172--181 (2015; Zbl 1355.60019) Full Text: DOI OpenURL
Bernard, Carole; Rüschendorf, Ludger; Vanduffel, Steven Optimal claims with fixed payoff structure. (English) Zbl 1331.91156 J. Appl. Probab. 51A, Spec. Vol., 175-188 (2014). MSC: 91G10 91B16 PDF BibTeX XML Cite \textit{C. Bernard} et al., J. Appl. Probab. 51A, 175--188 (2014; Zbl 1331.91156) Full Text: DOI Euclid OpenURL
Bernard, Carole; Chen, Jit Seng; Vanduffel, Steven Optimal portfolios under worst-case scenarios. (English) Zbl 1308.91136 Quant. Finance 14, No. 4, 657-671 (2014). MSC: 91G10 60H30 62P05 PDF BibTeX XML Cite \textit{C. Bernard} et al., Quant. Finance 14, No. 4, 657--671 (2014; Zbl 1308.91136) Full Text: DOI OpenURL
Deelstra, Griselda; Rayée, Grégory; Vanduffel, Steven; Yao, Jing Using model-independent lower bounds to improve pricing of Asian style options in Lévy markets. (English) Zbl 1290.91159 Astin Bull. 44, No. 2, 237-276 (2014). MSC: 91G20 PDF BibTeX XML Cite \textit{G. Deelstra} et al., ASTIN Bull. 44, No. 2, 237--276 (2014; Zbl 1290.91159) Full Text: DOI Link OpenURL
Vanduffel, S.; Yao, Jing Discussion on: “Asymptotic analysis of multivariate tail conditional expectations”. (English) Zbl 1412.60076 N. Am. Actuar. J. 17, No. 1, 98-100 (2013). MSC: 60G70 91B30 PDF BibTeX XML Cite \textit{S. Vanduffel} and \textit{J. Yao}, N. Am. Actuar. J. 17, No. 1, 98--100 (2013; Zbl 1412.60076) Full Text: DOI OpenURL
Landsman, Zinoviy; Vanduffel, Steven; Yao, Jing A note on Stein’s lemma for multivariate elliptical distributions. (English) Zbl 1432.62152 J. Stat. Plann. Inference 143, No. 11, 2016-2022 (2013). MSC: 62H05 PDF BibTeX XML Cite \textit{Z. Landsman} et al., J. Stat. Plann. Inference 143, No. 11, 2016--2022 (2013; Zbl 1432.62152) Full Text: DOI OpenURL
Vanduffel, Steven; Ahcan, Ales; Henrard, Luc; Maj, Mateusz An explicit option-based strategy that outperforms dollar cost averaging. (English) Zbl 1282.91349 Int. J. Theor. Appl. Finance 15, No. 2, Article ID 1250013, 19 p. (2012). MSC: 91G20 PDF BibTeX XML Cite \textit{S. Vanduffel} et al., Int. J. Theor. Appl. Finance 15, No. 2, Article ID 1250013, 19 p. (2012; Zbl 1282.91349) Full Text: DOI OpenURL
Landsman, Zinoviy; Vanduffel, Steven Bounds for some general sums of random variables. (English) Zbl 1207.62119 Stat. Probab. Lett. 81, No. 3, 382-391 (2011). MSC: 62H10 62E10 65C05 PDF BibTeX XML Cite \textit{Z. Landsman} and \textit{S. Vanduffel}, Stat. Probab. Lett. 81, No. 3, 382--391 (2011; Zbl 1207.62119) Full Text: DOI OpenURL
Dhaene, Jan; Denuit, Michel; Vanduffel, Steven Correlation order, merging and diversification. (English) Zbl 1231.91175 Insur. Math. Econ. 45, No. 3, 325-332 (2009). MSC: 91B30 62H20 60E15 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 45, No. 3, 325--332 (2009; Zbl 1231.91175) Full Text: DOI OpenURL
Valdez, Emiliano A.; Dhaene, Jan; Maj, Mateusz; Vanduffel, Steven Bounds and approximations for sums of dependent log-elliptical random variables. (English) Zbl 1162.91440 Insur. Math. Econ. 44, No. 3, 385-397 (2009). MSC: 91B30 91B28 62P05 PDF BibTeX XML Cite \textit{E. A. Valdez} et al., Insur. Math. Econ. 44, No. 3, 385--397 (2009; Zbl 1162.91440) Full Text: DOI OpenURL
Dhaene, J.; Henrard, L.; Landsman, Z.; Vandendorpe, A.; Vanduffel, S. Some results on the CTE-based capital allocation rule. (English) Zbl 1152.91577 Insur. Math. Econ. 42, No. 2, 855-863 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dhaene} et al., Insur. Math. Econ. 42, No. 2, 855--863 (2008; Zbl 1152.91577) 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
Vanduffel, Steven; Shang, Zhaoning; Henrard, Luc; Dhaene, Jan; Valdez, Emiliano A. Analytic bounds and approximations for annuities and Asian options. (English) Zbl 1141.91550 Insur. Math. Econ. 42, No. 3, 1109-1117 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{S. Vanduffel} et al., Insur. Math. Econ. 42, No. 3, 1109--1117 (2008; Zbl 1141.91550) Full Text: DOI Link 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
Vanduffel, Steven; Hoedemakers, Tom; Dhaene, Jan Comparing approximations for risk measures of sums of nonindependent lognormal random variables. (English) Zbl 1215.91038 N. Am. Actuar. J. 9, No. 4, 71-82 (2005). MSC: 91B30 62E17 62E10 PDF BibTeX XML Cite \textit{S. Vanduffel} et al., N. Am. Actuar. J. 9, No. 4, 71--82 (2005; Zbl 1215.91038) Full Text: DOI OpenURL