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Stochastic interest rates and the probabilistic behaviour of actuarial functions
De Schepper, Ann - 1995
Persistent link: https://www.econbiz.de/10000955233
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Upper bounds on stop-loss premiums in case of known moments up to the fourth order
Jansen, K. - In: Insurance / Mathematics & economics 5 (1986) 4, pp. 315-334
Persistent link: https://www.econbiz.de/10001026407
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Practical actuarial credibility models
Kaas, R.; Dannenburg, Dennis Ramon; Goovaerts, Marc J. - 1996
Persistent link: https://www.econbiz.de/10000966783
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The concept of comonotonicity in actuarial science and finance
Dhaene, Jan; Denuit, Michel; Goovaerts, Marc J.; Kaas, R.; … - 2002
Persistent link: https://www.econbiz.de/10001655460
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Risk measures and dependencies of risks
Darkiewicz, Grzegorz; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263800
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Modern actuarial risk theory : using R
Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2nd ed., corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870922
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Modern actuarial risk theory : using R
Kaas, R.; Goovaerts, Marc J.; Dhaene, Jan; Denuit, Michel - 2009 - 2. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10003726725
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Actuarial theory for dependent risks : measures, orders and models
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc J.; Kaas, R. - 2005
Persistent link: https://www.econbiz.de/10013489994
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Modern Actuarial Risk Theory : Using R
Kaas, R. - 2009
Persistent link: https://www.econbiz.de/10013522751
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Numerical best bounds on stop-loss premiums
Goovaerts, M. - 1982
Persistent link: https://www.econbiz.de/10003193313