Can a Coherent Risk Measure Be Too Subadditive? von Dhaene, J., Laeven, R. J. A., Vanduffel, S., Darkiewicz, G., Goovaerts, M. J.

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Bounds for right tails of deterministic and stochastic sums of random variables von Darkiewicz, G, Deelstra, G, Dhaene, Jan, Hoedemakers, Tom, Vanmaele, M

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Approximations for life annuity contracts in a stochastic financial environment von Hoedemakers, Tom, Darkiewicz, Grzegorz, Goovaerts, Marc

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Computation of convex bounds for present value functions with random payments von Ahcan, Ales, Darkiewicz, Grzegorz, Goovaerts, Marc, Hoedemakers, Tom

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Papers presented at the 8th IME conference, Rome, 14-16 June 2004 von Laeven, R.J.A., Goovaerts, M J, Hoedemakers, T, Ballotta, L, Cardoso, R.M.R., Waters, H R, Frostig, E, Lourdes Centeno, M de, Darkiewicz, G, Bacinello, A R, Barbarin, J, Devolder, P, Albrecher, H, Claramunt, M M, Mármol, M, Colombo, L, Haberman, S, Verrall, R J, England, P D

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Bounds for stop-loss premiums of stochastic sums (with applications to life contingencies) von Darkiewicz, Grzegorz, Hoedemakers, Tom, Deelstra, G, Dhaene, Jan, Vanmaele, M

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