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Results: 77
Number of items: 77
  • Kaas, R., Laeven, R. J. A., & Nelsen, R. B. (2009). Worst VaR scenarios with given marginals and measures of association. Insurance: Mathematics & Economics, 44(2), 146-158. https://doi.org/10.1016/j.insmatheco.2008.12.004
  • Goovaerts, M. J., Kaas, R., & Laeven, R. J. A. (2009). On risk measures and decisions in insurance and finance. Faculteit Economie en Bedrijfskunde.
  • Vanduffel, S., Chen, X., Dhaene, J., Goovaerts, M., Henrard, L., & Kaas, R. (2008). Optimal approximations for risk measures of sums of lognormals based on conditional expectations. Journal of Computational and Applied Mathematics, 221(1), 202-218. https://doi.org/10.1016/j.cam.2007.10.050
  • Kaas, R., Goovaerts, M. J., Shiu, E. S. W., Gerber, H. U., & Vyncke, D. (2008). Editorial: The 10th IME conference in Leuven, 2006. Insurance: Mathematics & Economics, 42(2), 467. https://doi.org/10.1016/S0167-6687(08)00025-5
  • Kaas, R., Goovaerts, M., Dhaene, J., & Denuit, M. (2008). Modern actuarial risk theory: using R. Springer Verlag. http://www1.fee.uva.nl/ke/act/people/kaas/ModernART.htm
  • Willemse, W. J., & Kaas, R. (2007). Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality. Insurance: Mathematics & Economics, 40(3), 468-484. https://doi.org/10.1016/j.insmatheco.2006.07.003
  • Dhaene, J. L. M., Vanduffel, S., Tang, Q., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2006). Risk measures and comonotonicity: a review. Stochastic Models, 22(4), 573-606. https://doi.org/10.1080/15326340600878016
  • Denuit, M., Dhaene, J., Goovaerts, M., Kaas, R., & Laeven, R. (2006). Risk measurement with equivalent utility principles. Statistics & Decisions, 24(1), 1-25. https://doi.org/10.1524/stnd.2006.24.1.1
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., Tang, Q., & Vernic, R. (2005). The tail probability of discounted sums of Pareto-like losses in insurance. Scandinavian Actuarial Journal, 2005(6), 446-461. https://doi.org/10.1080/03461230500361943
  • Goovaerts, M. J., & Kaas, R. (2004). Risk utility ranking. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, vol III. (pp. 1513-1515). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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