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 1 15 434
A new graphical tool for copula selection 0 0 0 160 0 0 5 432
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 70 2 2 8 295
Copulas and the distribution of cash flows with mixed signs 0 0 0 52 1 1 10 301
Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model 0 0 0 131 1 1 9 433
Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types 0 0 0 61 1 1 13 376
General annuities under truncate stochastic interest rates 0 0 0 39 1 1 7 277
On the pricing of options under limited information 0 0 0 62 2 2 9 162
Optimal moment bounds under multiple shape constraints 0 0 0 20 1 1 8 105
Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries 0 0 0 75 1 1 12 227
Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk 0 0 0 46 1 2 7 535
Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values 0 0 0 33 1 1 9 155
The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting 0 0 1 191 2 3 18 594
Transition probabilities for diffusion equations by means of path integrals 0 0 0 232 1 1 8 623
Total Working Papers 0 0 1 1,293 15 18 138 4,949

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 0 5 176
An analytical inversion of a Laplace transform related to annuities certain 0 0 0 89 0 1 8 253
Bounds for present value functions with stochastic interest rates and stochastic volatility 0 0 0 21 0 1 7 125
IBNR reserves under stochastic interest rates 0 0 0 98 1 2 9 376
Interest randomness in annuities certain 0 0 0 45 0 0 9 185
On the Distribution of Cash Flows Using Esscher Transforms 0 0 0 8 0 0 4 37
On the Use of Copulas for Calculating the Present Value of a General Cash Flow 0 0 0 4 0 0 5 54
Pricing Exotic Options under Local Volatility 0 0 0 35 0 1 7 105
Some further results on annuities certain with random interest 0 0 1 31 0 0 7 102
Spectral decomposition of optimal asset-liability management 0 0 0 73 0 0 6 319
The GARCH(1,1)-M model: results for the densities of the variance and the mean 0 0 0 42 0 1 13 144
The Laplace transform of annuities certain with exponential time distribution 0 0 0 72 0 2 12 240
Total Journal Articles 0 0 1 556 1 8 92 2,116
1 registered items for which data could not be found
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Statistics updated 2026-09-10