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	0	0	0	121	3	10	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	0	1	3	289
Copulas and the distribution of cash flows with mixed signs	0	0	0	52	3	4	6	295
Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model	0	0	0	131	1	5	6	430
Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types	0	0	0	61	0	3	5	367
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	2	3	3	156
Optimal moment bounds under multiple shape constraints	0	0	0	20	1	3	6	101
Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries	0	0	0	75	0	5	6	220
Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk	0	0	0	46	1	3	4	531
Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values	0	0	0	33	3	3	6	151
The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting	0	0	1	191	7	10	17	588
Transition probabilities for diffusion equations by means of path integrals	0	0	0	232	1	1	3	617
Total Working Papers	0	0	1	1,293	22	52	80	4,873

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	0	0	0	38	2	3	6	174
An analytical inversion of a Laplace transform related to annuities certain	0	0	0	89	3	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	2	4	8	114
Bounds for present value functions with stochastic interest rates and stochastic volatility	0	0	1	21	1	3	6	121
IBNR reserves under stochastic interest rates	0	0	0	98	0	2	6	371
Interest randomness in annuities certain	0	0	1	45	3	5	7	182
On the Distribution of Cash Flows Using Esscher Transforms	0	0	0	8	3	4	4	37
On the Use of Copulas for Calculating the Present Value of a General Cash Flow	0	0	0	4	2	2	4	51
Pricing Exotic Options under Local Volatility	0	0	0	35	1	2	6	101
Some further results on annuities certain with random interest	0	0	1	30	4	4	5	99
Spectral decomposition of optimal asset-liability management	0	0	1	73	2	2	6	316
The GARCH(1,1)-M model: results for the densities of the variance and the mean	0	0	0	42	4	8	8	139
The Laplace transform of annuities certain with exponential time distribution	0	0	0	72	1	4	5	233
Total Journal Articles	0	0	4	588	28	47	76	2,188

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Statistics updated 2026-02-12