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Ann De Schepper
Ann De Schepper
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Stochastic upper bounds for present value functions
MJ Goovaerts, J Dhaene, A De Schepper
Journal of Risk and Insurance, 1-14, 2000
992000
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
681992
Interest randomness in annuities certain
A De Schepper, F De Vylder, M Goovaerts, R Kaas
Insurance: Mathematics and Economics 11 (4), 271-281, 1992
571992
Some further results on annuities certain with random interest
A De Schepper, M Goovaerts
Insurance: Mathematics and Economics 11 (4), 283-290, 1992
511992
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
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
402004
Pricing bounds for discrete arithmetic Asian options under Lévy models
D Lemmens, LZJ Liang, J Tempere, A De Schepper
Physica A: Statistical Mechanics and its Applications 389 (22), 5193-5207, 2010
382010
A copula test space model how to avoid the wrong copula choice
F Michiels, A De Schepper
Kybernetika 44 (6), 864-878, 2008
382008
Distribution-free option pricing
A De Schepper, B Heijnen
Insurance: Mathematics and Economics 40 (2), 179-199, 2007
362007
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
352011
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
322006
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
292010
Stochastic interest rates and the probabilistic behaviour of actuarial functions.
A De Schepper
291997
How to improve the fit of Archimedean copulas by means of transforms
F Michiels, A De Schepper
Statistical Papers 53 (2), 345-355, 2012
262012
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
211997
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
211997
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
192002
TOXICITY OF ALLYL ESTERS IN INSECT CELL LINES AND IN SPODOPTERA LITTORALIS LARVAE
M Giner, J Avilla, M Balcells, S Caccia, G Smagghe
Archives of Insect Biochemistry and Physiology 79 (1), 18-30, 2012
172012
General restrictions on tail probabilities
A De Schepper, B Heijnen
Journal of computational and applied mathematics 64 (1-2), 177-188, 1995
171995
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
152004
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Artikelen 1–20