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 PDFBibTeX XMLCite \textit{Z. Shang} et al., Insur. Math. Econ. 49, No. 2, 240--248 (2011; Zbl 1218.91156) Full Text: DOI
De Schepper, Ann; Goovaerts, Marc J. The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean. (English) Zbl 1053.62554 Insur. Math. Econ. 24, No. 1-2, 83-94 (1999). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 1--2, 83--94 (1999; Zbl 1053.62554) Full Text: DOI
Goovaerts, M. J. Path-integral evaluation for the three-dimensional potential \(\gamma{}\delta{} (r-a)\). (English) Zbl 0746.44004 J. Comput. Appl. Math. 37, No. 1-3, 113-124 (1991). Reviewer: E.Lanckau (Chemnitz) MSC: 44A20 44A10 81Q30 31B15 42B10 PDFBibTeX XMLCite \textit{M. J. Goovaerts}, J. Comput. Appl. Math. 37, No. 1--3, 113--124 (1991; Zbl 0746.44004) Full Text: DOI