| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Robustification of the Chain-Ladder Method |
0 |
1 |
5 |
12 |
0 |
3 |
18 |
38 |
| A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum |
0 |
0 |
0 |
1 |
0 |
1 |
9 |
25 |
| A Unified Approach to Generate Risk Measures |
0 |
0 |
1 |
2 |
1 |
4 |
7 |
23 |
| A dynamic equivalence principle for systematic longevity risk management |
0 |
0 |
0 |
5 |
0 |
1 |
7 |
43 |
| A recursive approach to mortality-linked derivative pricing |
0 |
0 |
1 |
18 |
0 |
2 |
7 |
78 |
| A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate |
0 |
0 |
0 |
38 |
0 |
2 |
6 |
176 |
| An approximation method for risk aggregations and capital allocation rules based on additive risk factor models |
0 |
0 |
0 |
3 |
0 |
2 |
8 |
37 |
| An easy computable upper bound for the price of an arithmetic Asian option |
0 |
0 |
0 |
69 |
2 |
4 |
5 |
174 |
| Analytic bounds and approximations for annuities and Asian options |
0 |
0 |
0 |
19 |
0 |
0 |
6 |
81 |
| Bounds and approximations for sums of dependent log-elliptical random variables |
0 |
0 |
0 |
10 |
1 |
5 |
9 |
139 |
| Bounds for Right Tails of Deterministic and Stochastic Sums of Random Variables |
0 |
0 |
0 |
2 |
0 |
3 |
12 |
42 |
| Bounds for present value functions with stochastic interest rates and stochastic volatility |
0 |
0 |
1 |
21 |
0 |
2 |
9 |
124 |
| Bounds for the price of a European-style Asian option in a binary tree model |
0 |
0 |
0 |
12 |
0 |
1 |
2 |
76 |
| Can a Coherent Risk Measure Be Too Subadditive? |
0 |
0 |
0 |
33 |
0 |
4 |
10 |
195 |
| Comonotonic Approximations for Optimal Portfolio Selection Problems |
0 |
0 |
0 |
23 |
0 |
5 |
9 |
110 |
| Comonotonic approximations for the probability of lifetime ruin* |
0 |
0 |
0 |
5 |
0 |
3 |
6 |
38 |
| Comonotonicity |
0 |
0 |
0 |
10 |
0 |
2 |
15 |
103 |
| Comonotonicity and Pareto optimality, with application to collaborative insurance |
0 |
0 |
2 |
2 |
1 |
4 |
11 |
15 |
| Comonotonicity, correlation order and premium principles |
1 |
1 |
1 |
104 |
1 |
3 |
11 |
254 |
| Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
15 |
| Confidence bounds for discounted loss reserves |
0 |
0 |
0 |
25 |
0 |
2 |
5 |
108 |
| Convex order and comonotonic conditional mean risk sharing |
1 |
1 |
2 |
20 |
8 |
15 |
23 |
107 |
| Convex order approximations in the case of cash flows of mixed signs |
0 |
0 |
0 |
2 |
0 |
2 |
8 |
26 |
| Convex upper and lower bounds for present value functions |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
9 |
| Correlation order, merging and diversification |
0 |
0 |
0 |
16 |
1 |
8 |
14 |
69 |
| Corrigendum |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
| De nabije toekomst van het Actuariaat in Leuven |
0 |
0 |
0 |
3 |
0 |
2 |
3 |
52 |
| Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables |
0 |
0 |
0 |
2 |
0 |
1 |
25 |
29 |
| Dependency of Risks and Stop-Loss Order1 |
0 |
0 |
1 |
4 |
0 |
0 |
6 |
31 |
| Distributions in Life Insurance |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
17 |
| Does positive dependence between individual risks increase stop-loss premiums? |
0 |
0 |
0 |
21 |
1 |
6 |
8 |
119 |
| Economic Capital Allocation Derived from Risk Measures |
0 |
0 |
2 |
3 |
0 |
3 |
10 |
21 |
| Egalitarian pooling and sharing of longevity risk a.k.a. can an administrator help skin the tontine cat? |
0 |
0 |
1 |
2 |
1 |
2 |
10 |
14 |
| Error Bounds for Compound Poisson Approximations of the Individual Risk Model |
0 |
0 |
0 |
2 |
0 |
3 |
8 |
15 |
| FAIR VALUATION OF INSURANCE LIABILITY CASH-FLOW STREAMS IN CONTINUOUS TIME: APPLICATIONS |
0 |
0 |
0 |
7 |
0 |
9 |
15 |
40 |
| Fair dynamic valuation of insurance liabilities via convex hedging |
0 |
0 |
0 |
4 |
0 |
1 |
10 |
27 |
| Fair dynamic valuation of insurance liabilities: Merging actuarial judgement with market- and time-consistency |
0 |
0 |
0 |
9 |
0 |
3 |
12 |
54 |
| Fair dynamic valuation of insurance liabilities: a loss averse convex hedging approach |
0 |
0 |
0 |
1 |
1 |
3 |
9 |
11 |
| Fair valuation of insurance liabilities via mean-variance hedging in a multi-period setting |
0 |
0 |
1 |
1 |
0 |
1 |
10 |
11 |
| Fair valuation of insurance liabilities: Merging actuarial judgement and market-consistency |
0 |
0 |
1 |
18 |
2 |
3 |
11 |
69 |
| Fair valuation of insurance liability cash-flow streams in continuous time: Theory |
0 |
0 |
0 |
3 |
0 |
6 |
9 |
34 |
| Het Actuariaat in Leuven: 2001-2003 en de toekomst |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
35 |
| How to Determine the Capital Requirement for a Portfolio of Annuity Liabilities |
0 |
0 |
0 |
6 |
0 |
4 |
5 |
62 |
| IS THE CAPITAL STRUCTURE LOGIC OF CORPORATE FINANCE APPLICABLE TO INSURERS? REVIEW AND ANALYSIS |
0 |
0 |
1 |
8 |
0 |
0 |
7 |
40 |
| Inequalities for the De Pril approximation to the distribution of the number of policies with claims |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
| LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION |
0 |
0 |
0 |
6 |
0 |
3 |
8 |
35 |
| Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Managing Uncertainty: Financial, Actuarial and Statistical Modeling |
0 |
0 |
0 |
23 |
1 |
3 |
8 |
117 |
| On Bounds for the Difference Between the Stop-Loss Transforms of Two Compound Distributions |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
| On Error Bounds for Approximations to Aggregate Claims Distributions |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
15 |
| On a class of approximative computation methods in the individual risk model |
0 |
0 |
0 |
59 |
0 |
6 |
15 |
177 |
| On approximating distributions by approximating their De Pril transforms |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
6 |
| On the (in-)dependence between financial and actuarial risks |
0 |
0 |
0 |
29 |
0 |
6 |
15 |
88 |
| On the Distribution of Cash Flows Using Esscher Transforms |
0 |
0 |
0 |
8 |
0 |
0 |
4 |
37 |
| On the dependency of risks in the individual life model |
0 |
0 |
1 |
52 |
0 |
2 |
8 |
143 |
| On the evaluation of ‘saving-consumption’ plans |
0 |
0 |
0 |
10 |
0 |
6 |
13 |
87 |
| Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
17 |
| Optimal Capital Allocation Principles |
0 |
0 |
1 |
27 |
0 |
3 |
10 |
154 |
| Optimal Portfolio Selection for Cash-Flows with Bounded Capital at Risk |
0 |
0 |
0 |
5 |
1 |
1 |
6 |
58 |
| Optimal allocation of policy deductibles for exchangeable risks |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
17 |
| Optimal portfolio selection for general provisioning and terminal wealth problems |
0 |
0 |
0 |
11 |
0 |
7 |
11 |
81 |
| Option prices and model-free measurement of implied herd behavior in stock markets |
0 |
0 |
0 |
2 |
0 |
2 |
6 |
28 |
| Ordered random vectors and equality in distribution |
0 |
0 |
0 |
1 |
0 |
3 |
7 |
8 |
| Recursions for Distribution Functions and Stop-Loss Transforms |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
5 |
| Recursions for the individual model |
0 |
0 |
0 |
21 |
0 |
2 |
4 |
88 |
| Reducing risk by merging counter-monotonic risks |
0 |
0 |
0 |
9 |
1 |
2 |
7 |
103 |
| Risk Measures, Measures for Insolvency Risk and Economical Capital Allocation |
0 |
0 |
0 |
25 |
0 |
1 |
4 |
137 |
| Risk measurement with equivalent utility principles |
0 |
0 |
1 |
2 |
0 |
1 |
5 |
15 |
| Risk‐sharing rules and their properties, with applications to peer‐to‐peer insurance |
0 |
0 |
2 |
4 |
2 |
6 |
15 |
26 |
| Some Moment Relations for the Hipp approximation |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
10 |
| Some Remarks on IBNR Evaluation Techniques |
0 |
0 |
0 |
13 |
0 |
1 |
3 |
76 |
| Some new classes of consistent risk measures |
0 |
0 |
0 |
87 |
1 |
2 |
6 |
227 |
| Some results on moments and cumulants |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
12 |
| Some results on the CTE-based capital allocation rule |
0 |
0 |
0 |
47 |
0 |
4 |
9 |
228 |
| Stable Laws and the Present Value of Fixed Cash Flows |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
9 |
| Static super-replicating strategies for a class of exotic options |
0 |
0 |
0 |
47 |
1 |
3 |
7 |
215 |
| Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
8 |
| Stochastic Interest Rates and Autoregressive Integrated Moving Average Processes |
0 |
0 |
0 |
0 |
1 |
3 |
11 |
18 |
| Supermodular ordering and stochastic annuities |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
89 |
| Systemic risk: Conditional distortion risk measures |
0 |
0 |
1 |
4 |
4 |
9 |
17 |
42 |
| Tail Variance premiums for log-elliptical distributions |
0 |
0 |
1 |
14 |
0 |
2 |
6 |
50 |
| Tail mutual exclusivity and Tail-VaR lower bounds |
0 |
0 |
0 |
0 |
1 |
4 |
7 |
7 |
| The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets |
0 |
0 |
0 |
28 |
0 |
1 |
8 |
170 |
| The compound Poisson approximation for a portfolio of dependent risks |
0 |
0 |
0 |
49 |
0 |
2 |
7 |
127 |
| The concept of comonotonicity in actuarial science and finance: applications |
0 |
0 |
0 |
96 |
0 |
3 |
9 |
295 |
| The concept of comonotonicity in actuarial science and finance: theory |
0 |
0 |
0 |
350 |
1 |
2 |
16 |
892 |
| The hurdle-race problem |
0 |
0 |
0 |
42 |
1 |
2 |
4 |
196 |
| The safest dependence structure among risks |
0 |
0 |
0 |
30 |
0 |
2 |
8 |
100 |
| Upper and lower bounds for sums of random variables |
0 |
0 |
0 |
179 |
1 |
1 |
4 |
457 |
| Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables |
0 |
0 |
0 |
0 |
1 |
4 |
9 |
14 |
| “Self-Annuitization and Ruin in Retirement”, Moshe Arye Milevsky and Chris Robinson, October 2000 |
0 |
1 |
1 |
1 |
0 |
7 |
12 |
18 |
| Total Journal Articles |
2 |
4 |
28 |
1,858 |
40 |
255 |
738 |
7,503 |
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