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 0 0 418
A new graphical tool for copula selection 0 0 0 160 1 2 4 427
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 70 0 0 1 287
Copulas and the distribution of cash flows with mixed signs 0 0 0 52 0 1 2 291
Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model 0 0 0 131 0 0 0 424
Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types 0 0 0 61 0 0 1 363
General annuities under truncate stochastic interest rates 0 0 0 39 0 0 2 270
On the pricing of options under limited information 0 0 0 62 0 0 2 153
Optimal moment bounds under multiple shape constraints 0 0 0 20 0 0 1 96
Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries 0 0 0 75 0 0 2 214
Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk 0 0 0 46 0 0 2 528
Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values 0 0 0 33 0 1 1 146
The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting 0 0 2 190 0 3 8 576
Transition probabilities for diffusion equations by means of path integrals 0 0 2 232 0 1 7 615
Total Working Papers 0 0 4 1,292 1 8 33 4,808


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 2 2 170
An analytical inversion of a Laplace transform related to annuities certain 0 0 0 89 0 0 1 245
Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–20051 0 0 2 33 1 1 4 107
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 20 0 0 0 115
IBNR reserves under stochastic interest rates 0 0 0 98 0 1 1 366
Interest randomness in annuities certain 0 0 0 44 0 0 1 175
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 0 1 33
On the Use of Copulas for Calculating the Present Value of a General Cash Flow 0 0 0 4 0 0 1 47
Pricing Exotic Options under Local Volatility 0 0 0 35 1 1 3 97
Some further results on annuities certain with random interest 1 1 1 30 1 1 1 95
Spectral decomposition of optimal asset-liability management 0 1 1 73 0 1 2 311
The GARCH(1,1)-M model: results for the densities of the variance and the mean 0 0 1 42 0 0 2 131
The Laplace transform of annuities certain with exponential time distribution 0 0 0 72 0 0 1 228
Total Journal Articles 1 2 5 586 3 7 20 2,120


Statistics updated 2025-06-06