De Schepper, Ann; Heijnen, Bart Distribution-free option pricing. (English) Zbl 1141.91434 Insur. Math. Econ. 40, No. 2, 179-199 (2007). MSC: 91G20 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{B. Heijnen}, Insur. Math. Econ. 40, No. 2, 179--199 (2007; Zbl 1141.91434) Full Text: DOI
Goovaerts, Marc; De Schepper, Ann; Decamps, Marc Closed-form approximations for diffusion densities: A path integral approach. (English) Zbl 1039.60070 J. Comput. Appl. Math. 164-165, 337-364 (2004). Reviewer: Sabir R. Umarov (Tashkent) MSC: 60J60 60J65 60H10 PDFBibTeX XMLCite \textit{M. Goovaerts} et al., J. Comput. Appl. Math. 164--165, 337--364 (2004; Zbl 1039.60070) Full Text: DOI
De Schepper, Ann; Goovaerts, Mark; Heijnen, Bart A recursive scheme for perpetuities with random positive interest rates. II: The impenetrable wall. (English) Zbl 0928.62102 Scand. Actuarial J. 1999, No. 1, 1-14 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 60H10 60J70 PDFBibTeX XMLCite \textit{A. De Schepper} et al., Scand. Actuarial J. 1999, No. 1, 1--14 (1999; Zbl 0928.62102) Full Text: DOI
De Schepper, A.; Goovaerts, M. J.; Kaas, R. A recursive scheme for perpetuities with random positive interest rates. I: Analytical results. (English) Zbl 0928.62101 Scand. Actuarial J. 1997, No. 1, 1-10 (1997). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 62P05 60H10 60J70 PDFBibTeX XMLCite \textit{A. De Schepper} et al., Scand. Actuarial J. 1997, No. 1, 1--10 (1997; Zbl 0928.62101) Full Text: DOI
Goovaerts, Marc; de Schepper, Ann IBNR reserves under stochastic interest rates. (English) Zbl 0932.62113 Insur. Math. Econ. 21, No. 3, 225-244 (1997). MSC: 62P05 PDFBibTeX XMLCite \textit{M. Goovaerts} and \textit{A. de Schepper}, Insur. Math. Econ. 21, No. 3, 225--244 (1997; Zbl 0932.62113) Full Text: DOI
Vanneste, M.; Goovaerts, M. J.; De Schepper, A.; Dhaene, J. A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate. (English) Zbl 0893.62105 Insur. Math. Econ. 20, No. 1, 35-41 (1997). MSC: 62P05 60J70 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Insur. Math. Econ. 20, No. 1, 35--41 (1997; Zbl 0893.62105) Full Text: DOI
De Schepper, A.; Heijnen, B. General restrictions on tail probabilities. (English) Zbl 0851.60015 J. Comput. Appl. Math. 64, No. 1-2, 177-188 (1995). MSC: 60E15 60E99 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{B. Heijnen}, J. Comput. Appl. Math. 64, No. 1--2, 177--188 (1995; Zbl 0851.60015) Full Text: DOI Link
De Schepper, A.; Goovaerts, M. Interest randomness and differential equations. (English) Zbl 0806.62086 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 19-25 (1993). MSC: 62P05 60H99 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{M. Goovaerts}, Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 19--25 (1993; Zbl 0806.62086) Full Text: DOI
de Schepper, A.; Goovaerts, M.; Delbaen, F. The Laplace transform of annuities certain with exponential time distribution. (English) Zbl 0784.62091 Insur. Math. Econ. 11, No. 4, 291-294 (1992). MSC: 62P05 PDFBibTeX XMLCite \textit{A. de Schepper} et al., Insur. Math. Econ. 11, No. 4, 291--294 (1992; Zbl 0784.62091) Full Text: DOI
de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R. Interest randomness in annuities certain. (English) Zbl 0778.62098 Insur. Math. Econ. 11, No. 4, 271-281 (1992). Reviewer: E.Shiu (Iowa City) MSC: 62P05 60H05 PDFBibTeX XMLCite \textit{A. de Schepper} et al., Insur. Math. Econ. 11, No. 4, 271--281 (1992; Zbl 0778.62098) Full Text: DOI