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Delbaen, Freddy
44
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32
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21
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19
Haezendonck, J.
19
Goovaerts, M. J.
17
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5
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3
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3
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2
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Advanced Study Institute on Insurance Premiums <1983, Löwen>
1
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50
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9
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3
Instituut voor Actuarie͏̈le Wetenschappen, Katholieke Universiteit te Leuven, [Rapporten]
3
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2
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2
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Katholieke Universiteit te Leuven, Instituut voor Actuarie͏̈le Wetenschappen, [Rapporten,] 1979, 10
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Katholieke Üniversiteit de Leuven, Instituut voor Actuarie͏̈le Wetenschappen, Rapporten, 1982. 08
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
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Selected papers of the International Conference on Operations Research : Berlin, August 30 - September 2, 1994
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ECONIS (ZBW)
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1
Numerical best bounds on stop-loss preminus
Goovaerts, M. J.
;
Haezendonck, J.
;
De Vylder, F.
- In:
Insurance: Mathematics and Economics
1
(
1982
)
4
,
pp. 287-302
Persistent link: https://www.econbiz.de/10005380582
Saved in:
2
Ordering of risks: a review
Goovaerts, M. J.
;
De Vylder, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
1
(
1982
)
2
,
pp. 131-161
Persistent link: https://www.econbiz.de/10005380669
Saved in:
3
Classical risk theory in an economic environment
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
6
(
1987
)
2
,
pp. 85-116
Persistent link: https://www.econbiz.de/10005374773
Saved in:
4
A martingale approach to premium calculation principles in an arbitrage free market
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
8
(
1989
)
4
,
pp. 269-277
Persistent link: https://www.econbiz.de/10005374781
Saved in:
5
Limit distributions for risk processes in case of claim amounts of finite expectation
Jansen, K.
;
Haezendonck, J.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
2
(
1983
)
4
,
pp. 227-240
Persistent link: https://www.econbiz.de/10005374814
Saved in:
6
Limit theorems for the present value of the surplus of an insurance portfolio
Boogaert, P.
;
Haezendonck, J.
;
Delbaen, F.
- In:
Insurance: Mathematics and Economics
7
(
1988
)
2
,
pp. 131-138
Persistent link: https://www.econbiz.de/10005375232
Saved in:
7
Martingales in Markov processes applied to risk theory
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
5
(
1986
)
3
,
pp. 201-215
Persistent link: https://www.econbiz.de/10005375262
Saved in:
8
Inversed martingales in risk theory
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
4
(
1985
)
3
,
pp. 201-206
Persistent link: https://www.econbiz.de/10005380552
Saved in:
9
On risk processes with the Markov property and with independent increments
Delbaen, F.
;
Haezendonck, J.
- In:
Insurance: Mathematics and Economics
2
(
1983
)
2
,
pp. 81-90
Persistent link: https://www.econbiz.de/10005365510
Saved in:
10
Martingales in Markov processes applied to risk theory
Delbaen, Freddy
- In:
Insurance / Mathematics & economics
5
(
1986
)
3
,
pp. 201-215
Persistent link: https://www.econbiz.de/10001026416
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