Exporteer je referenties

de Schepper Ann (79)

• Boek als auteur (1)
• Boek als editor (7)
• Congresverslag (4)
• Doctoraal proefschrift (1)
• Hoofdstuk uit boek (2)
• Tijdschriftartikel (35)
• Verslagen en rapporten (29)

Deze auteur behoort tot volgende faculteit(en):

• UA. Faculteit Toegepaste Economische Wetenschappen

Er zijn publicaties voor de volgende jaren:

• 2011 (3)
• 2010 (5)
• 2009 (4)
• 2008 (3)
• 2007 (6)
• 2006 (5)
• 2005 (4)
• 2004 (8)
• 2003 (6)
• 2002 (4)
• 2001 (7)
• 2000 (3)
• 1999 (3)
• 1997 (5)
• 1996 (2)
• 1995 (3)
• 1994 (2)
• 1993 (2)
• 1992 (3)
• 1991 (1)

• Michiels Frederik, Koch Inge, de Schepper Ann.- A new method for the construction of bivariate Archimedean copulas based on the \lambda function
  Communications in statistics: theory and methods - ISSN 0361-0926 - 40:15(2011), p. 2670-2679
  http://dx.doi.org/doi:10.1080/03610926.2010.489180
  [c:irua:89700]
• Annaert Jan, Buelens Frans, Cuyvers Ludo, de Ceuster Marc, Deloof Marc, de Schepper Ann.- Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 183320051
  Financial history review - ISSN 0968-5650 - 18:3(2011), p. 277-308
  http://dx.doi.org/doi:10.1017/S0968565011000187
  [c:irua:92008]
• Koch Inge, de Schepper Ann.- Measuring comonotonicity in M-dimensional vectors
  ASTIN bulletin / International Actuarial Association. Actuarial Studies in Non-life Insurance - ISSN 0515-0361 - 41:1(2011), p. 191-213
  [c:irua:90101]

• Decamps Marc, de Schepper Ann.- Edgeworth expansion of stochastic trading time
  Physica: A: theoretical and statistical physics - ISSN 0378-4371 - 389:16(2010), p. 3179-3192
  http://dx.doi.org/doi:10.1016/j.physa.2010.04.014
  [c:irua:87437]
• de Schepper Ann, Heijnen Bart.- How to estimate the value at risk under incomplete information
  Journal of computational and applied mathematics - ISSN 0377-0427 - 233:9(2010), p. 2213-2226
  http://dx.doi.org/doi:10.1016/j.cam.2009.10.007
  [c:irua:80757]
• Lemmens Damiaan, Liang Lingzhi, Tempère Jacques, de Schepper Ann.- Pricing bounds for discrete arithmetic Asian options under Lévy models
  Physica: A: theoretical and statistical physics - ISSN 0378-4371 - 389:22(2010), p. 5193-5207
  http://dx.doi.org/doi:10.1016/j.physa.2010.07.026
  [c:irua:84758]

• Vanmaele Michèle, Deelstra Griselda, de Schepper Ann [edit.], Dhaene Jan, Schoutens Wim, Vanduffel Steven.- Proceedings of the Third International Actuarial and Financial Mathematics Conference
  ISBN 978-90-6569-072-2 - Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2010.- 92 p.
  [c:irua:87436]

• Michiels Frederik, de Schepper Ann.- A new graphical tool for copula selection
  Antwerp: UA, 2010.- 26 p. - (Research paper / University of Antwerp, Faculty of Applied Economics ; 2010:004)
  http://anet.ua.ac.be/docman/irua/bddb96/3edaf109.pdf
  [c:irua:82393]

• Decamps Marc, de Schepper Ann, Goovaerts Marc.- Spectral decomposition of optimal asset-liability management
  Journal of economic dynamics and control - ISSN 0165-1889 - 33:3(2009), p. 710-724
  http://dx.doi.org/doi:10.1016/j.jedc.2008.09.002
  [c:irua:74478]

• Vanmaele Michèle, Deelstra Griselda, de Schepper Ann [edit.], Dhaene Jan, van Goethem P..- Proceedings of the Second International Actuarial and Financial Mathematics Conference
  ISBN 978-90-6569-052-4 - Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2009.- 106 p.
  [c:irua:80756]

• Wouters Geert, de Schepper Ann.- Optimal moment bounds under multiple shape constraints
  Antwerpen: Universiteit Antwerpen, 2009.- 17 p. - (Research paper / University of Antwerp ; 2009:5)
  http://anet.ua.ac.be/docman/irua/d3b24e/44c0fee4.pdf
  [c:irua:77197]
• Michiels Frederik, de Schepper Ann.- Understanding copula transforms: a review of dependence properties
  Antwerp: UA, 2009.- 21 p. - (Research paper / UA, Faculty of Applied Economics ; 2009:12)
  http://anet.ua.ac.be/docman/irua/d2758b/091b34b3.pdf
  [c:irua:80234]

• Michiels Frederik, de Schepper Ann.- A copula test space model: how to avoid the wrong copula choice
  Kybernetika - ISSN 0023-5954 - 44:6(2008), p. 864-878
  [c:irua:72467]

• Vanmaele M., Deelstra G., de Schepper Ann [edit.], Dhaene Jan [edit.], Reynaerts H., Schoutens W., van Goethem P..- Proceedings of the First International Actuarial and Financial Mathematics Conference
  Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2008.- 119 p.
  [c:irua:72465]

• Michiels Frederik, Koch Inge, de Schepper Ann.- Exploring the lambda copula construction method for Archimedean copulas: discussion of three lambda types
  ISSN 1946-2042 - Antwerp: UA, 2008.- 30 p. - (Research paper; 2008:21/ UA, Faculty of Applied Economics)
  http://anet.ua.ac.be/docman/irua/bacd0e/cbdc4336.pdf
  [c:irua:72417]

• Koch Inge, de Schepper Ann.- An application of comonotonicity and convex ordering to present values with truncate stochastic interest rates
  Insurance: mathematics and economics - ISSN 0167-6687 - 40:3(2007), p. 386-402
  [c:irua:63978]
• de Schepper Ann, Heijnen Bart.- Distribution-free option pricing
  Insurance: mathematics and economics - ISSN 0167-6687 - 40:2(2007), p. 179-199
  [c:irua:62711]
• Annaert Jan, Buelens Frans, Cuyvers Ludo, de Ceuster Marc, Deloof Marc, de Schepper Ann.- Evolutie van de TOP 20 aandelen van de Brusselse beurs vanaf 1832
  Revue bancaire et financière / Forum financier belge - ISSN 1376-7720 - 71:5(2007), p. 302-307
  [c:irua:64976]

• Vanmaele Michèle, Deelstra Griselda, de Schepper Ann [edit.], Dhaene Jan [edit.], Reynaerts Huguette, Schoutens Wim, van Goethem Paul.- Proceedings of the Fifth Actuarial and Financial Mathematics Day, 9 February 2007
  Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2007.- 87 p.
  [c:irua:67188]

• Michiels Frederik, de Schepper Ann.- A copula test space model: how to avoid the wrong copula choice
  Antwerp: UA, 2007.- 11 p. - (Research paper / UA, Faculty of Applied Economics , 2007:27)
  http://anet.ua.ac.be/docman/irua/12ff54/a0ec7a32.pdf
  [c:irua:69709]
• Vanmaele Michèle, de Schepper Ann, Dhaene Jan, Deelstra Griselda.- Proceedings of the 5th Actuarial and Financial Mathematics Day, 9 February 2007
  Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2007.- 87 p.
  [c:irua:67273]

• Decamps Marc, de Schepper Ann, Goovaerts Marc.- A path integral approach to asset-liability management
  Physica: A: theoretical and statistical physics - ISSN 0378-4371 - 363:2(2006), p. 404-416
  [c:irua:57737]

• Vanmaele Michèle, de Schepper Ann [edit.], Dhaene Jan [edit.].- Proceedings of the 4th Actuarial and Financial Mathematics Day, 10 February 2006
  Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2006.- 126 p.
  [c:irua:63301]

• de Schepper Ann, Heijnen Bart.- Risk management under incomplete information: exact upper and lower bounds for the probability to reach extreme values
  Antwerp: UA, 2006.- 13 p. - (Research paper / UA, Faculty of Applied Economics ; 2006:19)
  http://anet.ua.ac.be/docman/irua/f3306c/01e89501.pdf
  [c:irua:60306]
• de Schepper Ann, Heijnen Bart.- Risk management under incomplete information: exact upper and lower bounds for the value at risk
  Antwerp: UA, 2006.- 23 p. - (Research paper / UA, Faculty of Applied Economics ; 2006:20)
  http://anet.ua.ac.be/docman/irua/61cfcd/4b52c936.pdf
  [c:irua:60305]
• Koch Inge, de Schepper Ann.- The comonotonicity coefficient: a new measure of positive dependence in a multivariate setting
  Antwerp: UA, 2006.- 42 p. - (Research paper / UA, Faculty of Applied Economics ; 2006:30)
  http://anet.ua.ac.be/docman/irua/b2af64/91978a0a.pdf
  [c:irua:62589]

• Goovaerts Marc, de Schepper Ann, Hua Y., Darkiewicz G., Vyncke D..- On the use of copulas for calculating the present value of a general cash flow
  Tijdschrift voor economie en management / Katholieke Universiteit Leuven. Centrum voor Economische Studiën - ISSN 0772-7674 - L:1(2005), p. 69-93
  [c:irua:53460]
• Decamps M., Goovaerts M., de Schepper Ann.- Pricing exotic options under local volatilit
  Tijdschrift voor economie en management / Katholieke Universiteit Leuven. Centrum voor Economische Studiën - ISSN 0772-7674 - L:1(2005), p. 49-67
  [c:irua:53462]

• Vanmaele Michèle, de Schepper Ann [edit.], Dhaene Jan, Reynaerts Huguette, Schoutens Wim, van Goethem Paul.- 3rd Actuarial and Financial Mathematics Day, 4 February 2005
  Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2005.- 112 p.
  [c:irua:53565]

• Koch Inge, de Schepper Ann.- Discrete annuities using truncate stochastic interest rates: the case of a Vasicek and Ho-Lee model
  Antwerpen: UA, 2005.- 19 p. - (Research paper / UA, Faculteit TEW ; 2005:6)
  http://anet.ua.ac.be/docman/irua/cdaf63/35a85c40.pdf
  [c:irua:52168]

• Decamps Marc, de Schepper Ann, Goovaerts Marc, Schoutens Wim.- A note on some new perpetuities
  Scandinavian actuarial journal - ISSN 0346-1238 - 105:4(2004), p. 271-284
  [c:irua:53459]
• Decamps Marc, de Schepper Ann, Goovaerts Marc.- Applications of \delta-function perturbation to the pricing of derivative securities
  Physica: A: theoretical and statistical physics - ISSN 0378-4371 - 342:3-4(2004), p. p. 677-692
  [c:irua:49514]
• Goovaerts Marc, de Schepper Ann, Decamps Marc.- Closed form approximations for diffusion densities: a path itegral approch
  Journal of computational and applied mathematics - ISSN 0377-0427 - 164-165(2004), p. p. 337-364
  [c:irua:44664]

• Vanmaele Michèle, de Schepper Ann [edit.], Dhaene Jan, Reynaerts Huguette, Schoutens Wim, van Goethem Paul.- 2nd Actuarial and Financial Mathematics Day, 6 February 2004
  Brussel: Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2004
  [c:irua:48433]

• Koch Inge, de Schepper Ann.- Approximations of the distribution of general annuities in the case of truncate stochastic interest rates
  2nd Actuarial and Financial Mathematics Day, 6th February 2004 / Vanmaele, Michèle [edit.] - Brussels, Royal Flemish Academy of Sciences and Art, 2004, p. p. 71-81
  [c:irua:48437]

• Goovaerts Marc, de Schepper Ann, Hua Y., Vyncke David, [et al.] .- An investigation on the use of copulas when calculating general cash flow distributions
  Leuven: KUL, 2004.- 24 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Wetenschappen , 2004:32)
  [c:irua:49515]
• Koch Inge, de Schepper Ann.- General annuities under truncate stochastic interest rates
  Antwerp: UA, 2004.- 13 p. - (Research paper / UA, Faculteit TEW ; 200:016)
  http://anet.ua.ac.be/docman/irua/973bc1/d1ee93c2.pdf
  [c:irua:48725]
• de Schepper Ann, Heijnen Bart.- On the pricing of options under limited information
  Antwerp: UA, 2004.- 28 p. - (Research paper / UA, Faculteit TEW ; 2004:4)
  http://anet.ua.ac.be/docman/irua/86aeb9/84e6c312.pdf
  [c:irua:44277]

• Vyncke D., Goovaerts M., de Schepper Ann, Kaas R., Dhaene Jan.- On the distribution of cash flows using Esscher transforms
  Journal of risk and insurance - ISSN 0022-4367 - 70:3(2003), p. 563-575
  [c:irua:43064]
• Goovaerts M., de Schepper Ann, Vyncke D., Dhaene Jan, Kaas R..- Stable laws and the present value of fixed cash-flows
  North American actuarial journal / Society of Actuaries [Chicago, Ill.] - ISSN 1092-0277 - 7:4(2003), p. 32-43
  [c:irua:43065]
• de Schepper Ann, Goovaerts M., Dhaene Jan, Vyncke D., Kaas R..- The valuation of cash-flows in the presence of dividend barriers
  Medium econometrische toepassingen - ISSN 1389-9244 - 11:2(2003), p. 18-25
  [c:irua:43066]

• Goovaerts Marc, de Schepper Ann, Hua Yong.- Copulas and the distribution of cash flows with mixed signs
  Antwerpen: UA, 2003.- 17 p. - (Research paper / Faculty of Applied Economics UFSIA-RUCA ; 2003:9)
  [c:irua:41963]
• Decamps Marc, de Schepper Ann, Goovaerts Marc.- Path integrals as a tool for pricing interest rate contingent claims: the case of reflecting and absorbing boudaries
  Antwerp: UA, 2003.- 29 p. - (Research paper / UA, Faculty of Applied Economics ; 2003:27)
  http://anet.ua.ac.be/docman/irua/aca324/4a6664ee.pdf
  [c:irua:42952]
• Decamps M., Goovaerts M., de Schepper Ann.- Solution of the Fokker-Planck equation with boundary conditions by Feynman-Kac integration
  Leuven: KULeuven, 2003.- 17 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Economische Wetenschappen , 03:09)
  [c:irua:43067]

• de Schepper Ann, Goovaerts M., Dhaene Jan, Kaas R., Vyncke D..- Bounds for present value functions with stochastic interest rates and stochastic volatility
  Insurance: mathematics and economics - ISSN 0167-6687 - 31:1(2002), p. 87-103
  [c:irua:39932]

• de Schepper Ann, Goovaerts Marc, Dhaene Jan.- Bounds for present value functions with stochastic interest rates and stochastic volatility
  Leuven: KULeuven, 2002.- 24 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Economische Wetenschappen , 02:18)
  [c:irua:43062]
• Goovaerts Marc, de Schepper Ann, Decamps Marc.- Transition probabilities for diffusion equations by means of path integrals
  Antwerp: UA, 2002.- 46 p. - (Research paper / UA, Faculty of Applied Economics UFSIA-RUCA , 2002:026)
  http://anet.ua.ac.be/docman/irua/1f3d7a/0777bced.pdf
  [c:irua:39597]
• Goovaerts Marc, de Schepper Ann, Decamps Marc.- Transition probabilities for diffusion equations by means of path integrals
  Leuven: KULeuven, 2002.- 46 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Economische Wetenschappen , 02:29)
  [c:irua:43063]

• Goovaerts M., de Schepper Ann, Kaas R., Dhaene Jan, Vyncke D..- On the distribution of cash flows using Esscher transforms
  Proceedings of the 32nd International ASTIN Colloquium - Washington, D.C., Society of Actuaries, 2001
  [c:irua:39933]
• Vyncke D., Goovaerts M., de Schepper Ann, Dhaene Jan, Kaas R..- Stable laws and the distribution of cash flows
  Proceedings of the International AFIR Colloquium - Toronto, Ont., Society of Actuaries, 2001
  [c:irua:39931]
• de Schepper Ann, Goovaerts M., Dhaene Jan, Vyncke D., Kaas R..- The valuation of cash flows for dividend paying securities
  Proceedings of the 32nd International ASTIN Colloquium - Washington, D.C., Society of Actuaries, 2001
  [c:irua:39930]

• de Schepper Ann.- Inleiding tot differentiaalvergelijkingen: met economische en technologische toepassingen
  ISBN 90-441-1191-4 - Leuven: Garant, 2001.- 227 p.
  [c:irua:39929]

• de Schepper Ann, Goovaerts Marc, Dhaene Jan, Kaas Rob, Vyncke David.- Bounds for present value functions with stochastic interest rates and stochastic volatility
  Antwerpen: UA, 2001.- 24 p. - (Research paper / Faculty of Applied Economics UFSIA-RUCA ; 2001:037)
  http://anet.ua.ac.be/docman/irua/463bda/212956ba.pdf
  [c:irua:36510]
• Vyncke David, Goovaerts Marc, de Schepper Ann.- On the distribution of cash flows using Esscher transforms distributions
  Leuven: KUL, 2001.- 15 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Economische Wetenschappen , 2001:32)
  [c:irua:49516]
• Goovaerts Marc, de Schepper Ann, Vyncke David.- Stable laws and the distribution of cash flows
  Leuven: KUL, 2001.- 15 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Economische Wetenschappen , 2001:41)
  [c:irua:49517]

• Goovaerts M.J., Dhaene Jan, de Schepper Ann.- Stochastic upper bounds for present value function
  Journal of risk and insurance - ISSN 0022-4367 - 67:1(2000), p. 1-14
  [c:irua:29261]

• de Schepper Ann.- Het gebruik van stochasticiteit in de actuariële praktijk: enkele resultaten en perspectieven
  Liber amicorum prof. Michel Van Hecke / Vrijens, M. [edit.] - S.l., Politeia, 2000, p. p. 327-352
  [c:irua:49519]

• Willemé Peter, de Schepper Ann.- Calculating n-dimensional cumulative multivariate normal probabilities
  Antwerpen: , 2000.- 11 p. - (Working paper / RUCA, Faculteit Toegepaste Economische Wetenschappen , 00/01)
  [c:irua:29262]

• de Schepper Ann, Goovaerts M.J., Heijnen Bart.- A recursive scheme for perpetuities with random positive interest rates: part 2: the impenetrable wall
  Scandinavian actuarial journal - ISSN 0346-1238 - (1999), p. 1-14
  [c:irua:29258]
• de Schepper Ann, Goovaerts M.J..- The GARCH(1,1)-M model: results for the densities of the variance and the mean
  Insurance: mathematics and economics - ISSN 0167-6687 - 24(1999), p. 83-94
  [c:irua:29259]

• Goovaerts M.J., Dhaene Jan, de Schepper Ann.- Stochastic upper bounds for present value functions
  Leuven: , 1999.- 33 p. - (Onderzoeksrapport / KUL, Departement Economische en Toegepaste Economische Wetenschappen , 99:14)
  [c:irua:29260]

• de Schepper Ann, Goovaerts M.J., Kaas Rob.- A recursive scheme for perpetuities with random positive interest rates: part 1: analytical results
  Scandinavian actuarial journal - ISSN 0346-1238 - 1(1997), p. 1-10
  [c:irua:21147]
• Vanneste M., Goovaerts M.J., de Schepper Ann.- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rates
  Insurance: mathematics and economics - ISSN 0167-6687 - 20(1997), p. 35-41
  [c:irua:21148]
• Goovaerts M.J., de Schepper Ann.- IBNR reserves with stochastic interest rates
  Insurance: mathematics and economics - ISSN 0167-6687 - 21:3(1997), p. 225-244
  [c:irua:21149]

• de Schepper Ann, Goovaerts M.J..- Distributional results for the GARCH(1,1)-M model
  Antwerpen: RUCA, 1997.- 23 p. - (Working paper / RUCA. Departement Toegepaste Economische Wetenschappen , 97/01)
  [c:irua:21143]
• Goovaerts M.J., de Schepper Ann.- IBNR reserves under stochastic interest rates
  Antwerpen: RUCA, 1997.- 28 p. - (Working paper / RUCA. Departement Toegepaste Economische Wetenschappen , 97/10)
  [c:irua:21145]

• de Schepper Ann.- Stochastic interest rates and the probabilistic behaviour of actuarial functions
  Nieuwsbrief van de Nederlands-Vlaamse Academie voor Management - 6:1(1996), p. 13-16
  [c:irua:15289]

• Vanneste M., Goovaerts M.J., de Schepper Ann.- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rates
  Leuven: KUL, 1996.- 10 p. - (Onderzoeksrapport / Katholieke Universiteit Leuven. Departement Economische en Toegepaste Economische Wetenschappen , 9627)
  [c:irua:15288]

• de Schepper Ann.- Stochastic interest rates and the probabilistic behaviour of actuarial functions
  Leuven: KULeuven, 1995.- 211 p.
  [c:irua:13024]

• de Schepper Ann, Goovaerts M.J..- Distributions of actuarial functions with random interest rates
  Transactions ICA Brussels - 3(1995), p. 165-188
  [c:irua:13026]
• de Schepper Ann, Heijnen Bart.- General restrictions on tail probabilities
  Journal of computational and applied mathematics - ISSN 0377-0427 - 64(1995), p. 177-188
  [c:irua:13025]

• de Schepper Ann, Teunen M., Goovaerts M.J..- An analytical inversion of a Laplace transform related to annuities certain
  Insurance: mathematics and economics - ISSN 0167-6687 - 14:1(1994), p. 33-37
  [c:irua:21163]

• de Schepper Ann.- De differentiaalvergelijking van Thiele: enkele toepassingen in het geval van een continue Markov-keten
  Leuven: KUL, 1994.- 38 p. - (Onderzoeksrapport / KUL. Departement Economische en Toegepaste Economische Wetenschappen , 9409)
  [c:irua:21161]

• de Schepper Ann, Goovaerts M..- Interest randomness and differential equations
  Blätter / Knittlinger Doktor Faust-Archiv - ISSN 0452-1366 - 21(1993), p. 19-25
  [c:irua:21156]

• de Schepper Ann, Goovaerts M., Delbaen Freddy.- The Laplace transform of annuities certain with random interest
  Proceedings of the Sixth International Symposium on Applied Stochastic Models and Data Analysis, Chania, Greece: vol. 1 - (1993), p. 193-203
  [c:irua:21159]

• de Schepper Ann, de Vijlder E., Goovaerts M., Kaas Rob.- Interest randomness in annuities certain
  Insurance: mathematics and economics - ISSN 0167-6687 - 11:4(1992), p. 271-281
  [c:irua:21153]
• de Schepper Ann, Goovaerts M..- Some further results on annuities certain with random interest
  Insurance: mathematics and economics - ISSN 0167-6687 - 11:4(1992), p. 283-290
  [c:irua:21155]
• de Schepper Ann, Goovaerts M., Delbaen Freddy.- The Laplace transform of annuities certain with exponential time distribution
  Insurance: mathematics and economics - ISSN 0167-6687 - 11:4(1992), p. 291-294
  [c:irua:2751]

• de Schepper Ann, Heijnen Bart.- Extreme values of tail probabilities
  Antwerpen: RUCA, 1991.- 44 p. - (Working paper / RUCA. Departement Toegepaste Economische Wetenschappen , 91/11)
  [c:irua:21151]