Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang Qihe Some new classes of consistent risk measures. (English) Zbl 1188.91087 Insur. Math. Econ. 34, No. 3, 505-516 (2004). MSC: 91B30 60E05 60E15 62E10 62P05 91B82 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 34, No. 3, 505--516 (2004; Zbl 1188.91087) Full Text: DOI
Dhaene, Jan; Goovaerts, Mark J.; Kaas, Rob Economic capital allocation derived from risk measures. (English) Zbl 1084.91515 N. Am. Actuar. J. 7, No. 2, 44-59 (2003). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Dhaene} et al., N. Am. Actuar. J. 7, No. 2, 44--59 (2003; Zbl 1084.91515) 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