Narrow search
Showing 1 - 10 of 27
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Modern Actuarial Risk Theory : Using R
Kaas, R. - 2009
Persistent link: https://www.econbiz.de/10013522751
Cover Image
Practical actuarial credibility models
Kaas, R.; Dannenburg, Dennis Ramon; Goovaerts, Marc J. - 1996
Persistent link: https://www.econbiz.de/10000966783
Cover Image
Risk measures and dependencies of risks
Darkiewicz, Grzegorz; Dhaene, Jan; Goovaerts, Marc J. - 2004
Persistent link: https://www.econbiz.de/10002263800
Cover Image
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
Cover Image
How to (and how not to) compute stop-loss premiums in practice
Kaas, R. - In: Insurance / Mathematics & economics 13 (1993) 3, pp. 241-254
Persistent link: https://www.econbiz.de/10001163875
Cover Image
How to (and how not to) compute stop-loss premiums in practice
Kaas, R. - 1993
Persistent link: https://www.econbiz.de/10000886564