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	1	1	2	420
A new graphical tool for copula selection	0	0	0	160	0	1	3	428
Bounds for present value functions with stochastic interest rates and stochastic volatility	0	0	0	70	1	2	3	289
Copulas and the distribution of cash flows with mixed signs	0	0	0	52	0	0	2	291
Discrete annuities using truncate stochastic interest rates: The case of a Vasicek and Ho-Lee model	0	0	0	131	1	2	2	426
Exploring the ? copula construction method for Archimedean copulas: Discussion of three ? types	0	0	0	61	1	2	3	365
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	0	2	153
Optimal moment bounds under multiple shape constraints	0	0	0	20	1	2	4	99
Path integrals as a tool for pricing interest rate contingent claims: The case of reflecting and absorbing boundaries	0	0	0	75	1	1	3	216
Risk management under incomplete information: Exact upper and lower bounds for the Value at Risk	0	0	0	46	0	0	1	528
Risk management under incomplete information: Exact upper and lower bounds for the probability to reach extreme values	0	0	0	33	0	2	3	148
The comonotonicity coefficient: A new measure of positive dependence in a multivariate setting	0	1	2	191	1	3	9	579
Transition probabilities for diffusion equations by means of path integrals	0	0	0	232	0	1	6	616
Total Working Papers	0	1	2	1,293	7	17	43	4,828

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	0	3	171
An analytical inversion of a Laplace transform related to annuities certain	0	0	0	89	0	1	1	246
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	3	6	112
Bounds for present value functions with stochastic interest rates and stochastic volatility	0	0	1	21	2	2	5	120
IBNR reserves under stochastic interest rates	0	0	0	98	1	3	5	370
Interest randomness in annuities certain	0	0	1	45	1	2	3	178
On the Distribution of Cash Flows Using Esscher Transforms	0	0	0	8	1	1	2	34
On the Use of Copulas for Calculating the Present Value of a General Cash Flow	0	0	0	4	0	0	2	49
Pricing Exotic Options under Local Volatility	0	0	0	35	0	1	4	99
Some further results on annuities certain with random interest	0	0	1	30	0	0	1	95
Spectral decomposition of optimal asset-liability management	0	0	1	73	0	1	4	314
The GARCH(1,1)-M model: results for the densities of the variance and the mean	0	0	0	42	1	1	2	132
The Laplace transform of annuities certain with exponential time distribution	0	0	0	72	3	4	5	232
Total Journal Articles	0	0	4	588	11	19	43	2,152

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Statistics updated 2025-12-06