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	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
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	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

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Statistics updated 2025-06-06