Goovaerts Marc

Marc Goovaerts

Information about the author Marc Goovaerts will soon be added to the site.
Found 2 papers in total
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
2011
In this paper we discuss multiperiod portfolio selection problems related to a...
Risk measurement with equivalent utility principles
Risk measurement with equivalent utility principles
2006
Risk measures have been studied for several decades in the actuarial literature, where...
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