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Hoedemakers, Tom's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
464 |
Total
Citations
15 |
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1.
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Vanduffel, Steven Vrije Universiteit Brussel (VUB) Dhaene, Jan Katholieke Universiteit Leuven - Department of Applied Economics Hoedemakers, Tom KU Leuven - Faculty of Business and Economics (FBE)
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143
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6
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Lognormal, Sum of random variables, Reciprocal Gamma, Annuities, Value-at-Risk
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2.
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Hoedemakers, Tom KU Leuven - Faculty of Business and Economics (FBE) Darkiewicz, Grzegorz KU Leuven - Faculty of Business and Economics (FBE) Goovaerts, Marc Catholic University of Leuven (KUL) - Department of Economics
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110
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2
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Life annuities, Stochastic interest rates, Comonotonicity, Stop-loss premiums
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3.
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Hoedemakers, Tom KU Leuven - Faculty of Business and Economics (FBE) Darkiewicz, Grzegorz KU Leuven - Faculty of Business and Economics (FBE) Deelstra, Griselda Université Libre de Bruxelles (ULB) Dhaene, Jan Katholieke Universiteit Leuven - Department of Applied Economics Vanmaele, Michèle Ghent University - Department of Applied Mathematics and Computer Science
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91
(144,231)
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Stop-loss premium, Life annuity, Comonotonicity, Stochastic time horizon
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4.
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Ahcan, Ales University of Ljubljana - Faculty of Economics Darkiewicz, Grzegorz KU Leuven - Faculty of Business and Economics (FBE) Hoedemakers, Tom KU Leuven - Faculty of Business and Economics (FBE)
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71
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portfolio selection, constant mix strategy, Black&Scholes model, ALM, comonotonicity
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5.
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Hoedemakers, Tom KU Leuven - Faculty of Business and Economics (FBE) Beirlant, Jan Catholic University of Leuven (KUL) Goovaerts, Marc Catholic University of Leuven (KUL) - Department of Economics Dhaene, Jan Katholieke Universiteit Leuven - Department of Applied Economics
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47
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6
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IBNR, confidence bound, comonotonicity, simulation
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6.
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Darkiewicz, Grzegorz KU Leuven - Faculty of Business and Economics (FBE) Deelstra, Griselda Université Libre de Bruxelles (ULB) Dhaene, Jan Katholieke Universiteit Leuven - Department of Applied Economics Hoedemakers, Tom KU Leuven - Faculty of Business and Economics (FBE) Vanmaele, Michèle Ghent University - Department of Applied Mathematics and Computer Science
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2
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1
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Records 1 -
6
of 6 matches
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