Access Statistics for Ann De Schepper

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 0 0 121 0 9 11 429
A new graphical tool for copula selection 0 0 0 160 0 1 4 429
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 70 1 1 3 290
Copulas and the distribution of cash flows with mixed signs 0 0 0 52 1 5 6 296
Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model 0 0 0 131 0 4 6 430
Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types 0 0 0 61 1 3 5 368
General annuities under truncate stochastic interest rates 0 0 0 39 0 0 0 270
On the pricing of options under limited information 0 0 0 62 0 3 3 156
Optimal moment bounds under multiple shape constraints 0 0 0 20 0 2 5 101
Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries 0 0 0 75 2 6 8 222
Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk 0 0 0 46 0 3 3 531
Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values 0 0 0 33 2 5 8 153
The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting 0 0 1 191 1 10 16 589
Transition probabilities for diffusion equations by means of path integrals 0 0 0 232 1 2 4 618
Total Working Papers 0 0 1 1,293 9 54 82 4,882

Journal Article File Downloads Abstract Views
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 0 0 0 38 0 3 6 174
An analytical inversion of a Laplace transform related to annuities certain 0 0 0 89 0 4 5 250
Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–20051 0 0 0 33 0 2 8 114
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 1 21 1 2 7 122
IBNR reserves under stochastic interest rates 0 0 0 98 1 2 7 372
Interest randomness in annuities certain 0 0 1 45 0 4 7 182
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 3 4 37
On the Use of Copulas for Calculating the Present Value of a General Cash Flow 0 0 0 4 0 2 4 51
Pricing Exotic Options under Local Volatility 0 0 0 35 0 2 5 101
Some further results on annuities certain with random interest 0 0 1 30 0 4 5 99
Spectral decomposition of optimal asset-liability management 0 0 1 73 2 4 8 318
The GARCH(1,1)-M model: results for the densities of the variance and the mean 0 0 0 42 1 8 9 140
The Laplace transform of annuities certain with exponential time distribution 0 0 0 72 1 2 6 234
Total Journal Articles 0 0 4 588 6 42 81 2,194

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04