Access Statistics for Ann De Schepper

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Copula Test Space Model: How To Avoid the Wrong Copula Choice	3	7	28	45	7	22	89	111
Bounds for present value functions with stochastic interest rates and stochastic volatility	0	3	8	46	1	5	26	167
Copulas and the distribution of cash flows with mixed signs	2	4	9	48	3	8	32	169
Discrete annuities using truncate stochastic interest rates: the case of a Vasicek and Ho-Lee model	1	1	11	95	3	4	40	256
Exploring the Lambda Copula Construction Method for Archimedean copulas: Discussion of Three Lambda Types	0	1	16	16	2	10	57	57
General annuities under truncate stochastic interest rates	0	0	4	31	7	11	24	169
On the pricing of options under limited information	0	1	1	55	0	3	4	102
Optimal Moment Bounds under Multiple Shape Constraints	0	0	3	3	1	2	2	2
Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boundaries	0	0	6	47	0	0	12	120
Risk management under incomplete information: exact upper and lower bounds for the Value at Risk	0	2	6	16	1	4	18	46
Risk management under incomplete information: exact upper and lower bounds for the probability to reach extreme values	0	2	10	15	0	2	13	24
The comonotonicity coefficient: a new measure of positive dependence in a multivariate setting	2	7	36	80	9	17	78	139
Transition probabilities for diffusion equations by means of path integrals	1	3	15	111	1	5	29	253
Total Working Papers	9	31	153	608	35	93	424	1,615

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate	1	1	2	21	2	2	7	96
An analytical inversion of a Laplace transform related to annuities certain	0	1	5	63	0	2	17	180
Bounds for present value functions with stochastic interest rates and stochastic volatility	0	0	4	16	0	0	11	85
IBNR reserves under stochastic interest rates	0	2	7	93	1	5	28	334
Interest randomness in annuities certain	1	4	5	29	2	10	15	92
On the Distribution of Cash Flows Using Esscher Transforms	0	1	3	3	0	2	8	8
Some further results on annuities certain with random interest	0	0	3	15	0	0	8	54
Spectral decomposition of optimal asset-liability management	0	1	16	16	15	29	95	95
The GARCH(1,1)-M model: results for the densities of the variance and the mean	1	3	7	17	1	5	17	63
The Laplace transform of annuities certain with exponential time distribution	2	2	6	48	2	5	25	160
Total Journal Articles	5	15	58	321	23	60	231	1,167

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Statistics updated 2009-11-04