Philippe De Longueville
Stijn Desmedt
Kristof D'Haeseleer
Luc Herfurth
Sophie Ladoucette
Ilse Lampaert
Sandra Pitrebois
Jean-François Walhin
Sofie Witdouck
Scientific Publications with peer reviewing
Stijn Desmedt
Desmedt, S.
and
Walhin, JF.
(2007)
On the Subadditivity of Tail-Value at Risk: An Investigation with Copulas.
Variance, to be published
D'Haeseleer, K.
,
Desmedt, S.
and
Walhin, J.F.
(2007)
Economic Value Added Optimization for Insurers Using a Multivariate Student-t Model.
Belgian Actuarial Bulletin.
