| Stochastic upper bounds for present value functions MJ Goovaerts, J Dhaene, A De Schepper Journal of Risk and Insurance, 1-14, 2000 | 94 | 2000 |
| The Laplace transform of annuities certain with exponential time distribution A De Schepper, M Goovaerts, F Delbaen Insurance: Mathematics and Economics 11 (4), 291-294, 1992 | 69 | 1992 |
| Interest randomness in annuities certain A De Schepper, F De Vylder, M Goovaerts, R Kaas Insurance: Mathematics and Economics 11 (4), 271-281, 1992 | 58 | 1992 |
| Some further results on annuities certain with random interest A De Schepper, M Goovaerts Insurance: Mathematics and Economics 11 (4), 283-290, 1992 | 51 | 1992 |
| An analytical inversion of a Laplace transform related to annuities certain A De Schepper, M Teunen, M Goovaerts Insurance: Mathematics and Economics 14 (1), 33-37, 1994 | 47 | 1994 |
| Are blue chip stock market indices good proxies for all-shares market indices? The case of the Brussels Stock Exchange 1833–20051 J Annaert, F Buelens, L Cuyvers, M De Ceuster, M Deloof, A De Schepper Financial History Review 18 (3), 277-308, 2011 | 41 | 2011 |
| Applications of δ-function perturbation to the pricing of derivative securities M Decamps, A De Schepper, M Goovaerts Physica A: Statistical Mechanics and its Applications 342 (3-4), 677-692, 2004 | 41 | 2004 |
| Pricing bounds for discrete arithmetic Asian options under Lévy models D Lemmens, LZJ Liang, J Tempere, A De Schepper Physica A: Statistical Mechanics and its Applications 389 (22), 5193-5207, 2010 | 39 | 2010 |
| A copula test space model how to avoid the wrong copula choice F Michiels, A De Schepper Kybernetika 44 (6), 864-878, 2008 | 39 | 2008 |
| Distribution-free option pricing A De Schepper, B Heijnen Insurance: Mathematics and Economics 40 (2), 179-199, 2007 | 37 | 2007 |
| A path integral approach to asset-liability management M Decamps, A De Schepper, M Goovaerts Physica A: Statistical Mechanics and its Applications 363 (2), 404-416, 2006 | 33 | 2006 |
| Stochastic interest rates and the probabilistic behaviour of actuarial functions. A De Schepper | 31 | 1997 |
| How to estimate the Value at Risk under incomplete information A De Schepper, B Heijnen Journal of Computational and Applied Mathematics 233 (9), 2213-2226, 2010 | 28 | 2010 |
| How to improve the fit of Archimedean copulas by means of transforms F Michiels, A De Schepper Statistical Papers 53 (2), 345-355, 2012 | 27 | 2012 |
| A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate M Vanneste, MJ Goovaerts, A De Schepper, J Dhaene Insurance: Mathematics and Economics 20 (1), 35-41, 1997 | 22 | 1997 |
| Bounds for present value functions with stochastic interest rates and stochastic volatility A De Schepper, M Goovaerts, J Dhaene, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (1), 87-103, 2002 | 19 | 2002 |
| General restrictions on tail probabilities A De Schepper, B Heijnen Journal of computational and applied mathematics 64 (1-2), 177-188, 1995 | 19 | 1995 |
| TOXICITY OF ALLYL ESTERS IN INSECT CELL LINES AND IN SPODOPTERA LITTORALIS LARVAE M Giner, J Avilla, M Balcells, S Caccia, G Smagghe Archives of Insect Biochemistry and Physiology 79 (1), 18-30, 2012 | 18 | 2012 |
| Spectral decomposition of optimal asset–liability management M Decamps, A De Schepper, M Goovaerts Journal of Economic Dynamics and Control 33 (3), 710-724, 2009 | 15 | 2009 |
| Closed-form approximations for diffusion densities: a path integral approach M Goovaerts, A De Schepper, M Decamps Journal of computational and applied mathematics 164, 337-364, 2004 | 15 | 2004 |