Tom Hoedemakers

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

6

DOWNLOADS

552

SSRN CITATIONS
Rank 27,500

SSRN RANKINGS

Top 27,500

in Total Papers Citations

1

CROSSREF CITATIONS

23

Scholarly Papers (6)

1.

Comparing Approximations for Risk Measures of Sums of Non-Independent Lognormal Random Variables

North American Actuarial Journal, Vol. 9, No. 4, pp. 71-82, 2009
Number of pages: 16 Posted: 18 Mar 2009
Steven Vanduffel, Jan Dhaene and Tom Hoedemakers
Vrije Universiteit Brussel (VUB), Katholieke Universiteit Leuven and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 176 (171,917)
Citation 1

Abstract:

Loading...

Lognormal, Sum of random variables, Reciprocal Gamma, Annuities, Value-at-Risk

2.

On the Distribution of Life Annuities with Stochastic Interest Rates

Number of pages: 36 Posted: 12 Jan 2006
Tom Hoedemakers, Grzegorz Darkiewicz and Marc Goovaerts
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB) and Catholic University of Leuven (KUL) - Department of Economics
Downloads 129 (222,546)
Citation 3

Abstract:

Loading...

Life annuities, Stochastic interest rates, Comonotonicity, Stop-loss premiums

3.

Bounds for Stop-Loss Premiums of Stochastic Sums (with Applications to Life Contingencies)

Number of pages: 27 Posted: 12 Jan 2006
KU Leuven - Faculty of Business and Economics (FEB), KU Leuven - Faculty of Business and Economics (FEB), Université Libre de Bruxelles (ULB), Katholieke Universiteit Leuven and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Downloads 102 (263,731)

Abstract:

Loading...

Stop-loss premium, Life annuity, Comonotonicity, Stochastic time horizon

4.

Terminal Wealth Problem Under Uncertainty: How to Choose the Right Asset Mix in Case of Dependent Random Payments

Number of pages: 31 Posted: 06 Mar 2007
Ales Ahcan, Grzegorz Darkiewicz and Tom Hoedemakers
University of Ljubljana - Faculty of Economics, KU Leuven - Faculty of Business and Economics (FEB) and KU Leuven - Faculty of Business and Economics (FEB)
Downloads 84 (298,696)

Abstract:

Loading...

portfolio selection, constant mix strategy, Black&Scholes model, ALM, comonotonicity

5.

Confidence Bounds for Discounted Loss Reserves

Insurance: Mathematics and Economics, Vol. 33, No. 2, pp. 297-316, 2003
Number of pages: 25 Posted: 01 Mar 2006
Tom Hoedemakers, Jan Beirlant, Marc Goovaerts and Jan Dhaene
KU Leuven - Faculty of Business and Economics (FEB), Catholic University of Leuven (KUL), Catholic University of Leuven (KUL) - Department of Economics and Katholieke Universiteit Leuven
Downloads 58 (365,623)

Abstract:

Loading...

IBNR, confidence bound, comonotonicity, simulation

6.

Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables

Journal of Risk and Insurance, Vol. 76, Issue 4, pp. 847-866, December 2009
Number of pages: 20 Posted: 09 Nov 2009
KU Leuven - Faculty of Business and Economics (FEB), Université Libre de Bruxelles (ULB), Katholieke Universiteit Leuven, KU Leuven - Faculty of Business and Economics (FEB) and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Downloads 3 (635,127)
Citation 1
  • Add to Cart

Abstract:

Loading...