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 | 68 | 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 | 57 | 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 |

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 |

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 | 38 | 2011 |

Distribution-free option pricing A De Schepper, B Heijnen Insurance: Mathematics and Economics 40 (2), 179-199, 2007 | 36 | 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 | 32 | 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 | 21 | 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 | 18 | 1995 |

TOXICITY OF ALLYL ESTERS IN INSECT CELL LINES AND IN *SPODOPTERA LITTORALIS* LARVAEM Giner, J Avilla, M Balcells, S Caccia, G Smagghe Archives of Insect Biochemistry and Physiology 79 (1), 18-30, 2012 | 17 | 2012 |

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 |

The GARCH (1, 1)-M model: results for the densities of the variance and the mean A De Schepper, MJ Goovaerts Insurance: Mathematics and Economics 24 (1-2), 83-94, 1999 | 15 | 1999 |