Ann De Schepper
Ann De Schepper
Verified email at uantwerpen.be - Homepage
Title
Cited by
Cited by
Year
Stochastic upper bounds for present value functions
MJ Goovaerts, J Dhaene, A De Schepper
Journal of Risk and Insurance, 1-14, 2000
952000
The Laplace transform of annuities certain with exponential time distribution
A De Schepper, M Goovaerts, F Delbaen
Insurance: Mathematics and Economics 11 (4), 291-294, 1992
631992
Interest randomness in annuities certain
A De Schepper, F De Vylder, M Goovaerts, R Kaas
Insurance: Mathematics and Economics 11 (4), 271-281, 1992
501992
Some further results on annuities certain with random interest
A De Schepper, M Goovaerts
Insurance: Mathematics and Economics 11 (4), 283-290, 1992
491992
An analytical inversion of a Laplace transform related to annuities certain
A De Schepper, M Teunen, M Goovaerts
Insurance: Mathematics and Economics 14 (1), 33-37, 1994
471994
Pricing bounds for discrete arithmetic Asian options under LÚvy models
D Lemmens, LZJ Liang, J Tempere, A De Schepper
Physica A: Statistical Mechanics and its Applications 389 (22), 5193-5207, 2010
372010
Distribution-free option pricing
A De Schepper, B Heijnen
Insurance: Mathematics and Economics 40 (2), 179-199, 2007
332007
A copula test space model how to avoid the wrong copula choice
F Michiels, A De Schepper
Kybernetika 44 (6), 864-878, 2008
302008
Applications of δ-function perturbation to the pricing of derivative securities
M Decamps, A De Schepper, M Goovaerts
Physica A: Statistical Mechanics and its Applications 342 (3-4), 677-692, 2004
302004
A path integral approach to asset-liability management
M Decamps, A De Schepper, M Goovaerts
Physica A: Statistical Mechanics and its Applications 363 (2), 404-416, 2006
282006
Stochastic interest rates and the probabilistic behaviour of actuarial functions.
A De Schepper
281997
Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–20051
J Annaert, F Buelens, L Cuyvers, M De Ceuster, M Deloof, A De Schepper
Financial History Review 18 (3), 277-308, 2011
262011
How to improve the fit of Archimedean copulas by means of transforms
F Michiels, A De Schepper
Statistical Papers 53 (2), 345-355, 2012
212012
How to estimate the Value at Risk under incomplete information
A De Schepper, B Heijnen
Journal of Computational and Applied Mathematics 233 (9), 2213-2226, 2010
212010
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
M Vanneste, MJ Goovaerts, A De Schepper, J Dhaene
Insurance: Mathematics and Economics 20 (1), 35-41, 1997
191997
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
M Vanneste, MJ Goovaerts, A De Schepper, J Dhaene
Insurance: Mathematics and Economics 20 (1), 35-41, 1997
191997
Bounds for present value functions with stochastic interest rates and stochastic volatility
A De Schepper, M Goovaerts, J Dhaene, R Kaas, D Vyncke
Insurance: Mathematics and Economics 31 (1), 87-103, 2002
172002
The GARCH (1, 1)-M model: results for the densities of the variance and the mean
A De Schepper, MJ Goovaerts
Insurance: Mathematics and Economics 24 (1-2), 83-94, 1999
151999
General restrictions on tail probabilities
A De Schepper, B Heijnen
Journal of computational and applied mathematics 64 (1-2), 177-188, 1995
151995
Closed-form approximations for diffusion densities: a path integral approach
M Goovaerts, A De Schepper, M Decamps
Journal of computational and applied mathematics 164, 337-364, 2004
132004
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