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Results: 150
Number of items: 150
  • Spreeuw, J., & Goovaerts, M. J. (1998). Prediction of claim numbers based on hazard rates. Insurance: Mathematics & Economics, 23, 59-69. https://doi.org/10.1016/S0167-6687(98)00022-5
  • de Vijlder, F. E. C., & Goovaerts, M. J. (1998). Discussion of paper On a class of renewall processes. North American Actuarial Journal, 2, 68-70.
  • de Vijlder, F. E. C., & Goovaerts, M. J. (1998). Discussion of paper On the time value of ruin. North American Actuarial Journal, 2, 72-74.
  • Goovaerts, M. J., & Dhaene, J. L. M. (1998). Ervaringstarifering als actuarieel instrument, Liber Amicorum Hubert Claassens. In Verzekering: theorie en praktijk (pp. 387-392). CRIS; Maklu-Uitgevers nv; Academia-Bruylant.
  • Bauwelinckx, T., & Goovaerts, M. J. (1998). Aanvullende bedrijfspensioenen, Praktijkgids 1998. Ced Samson.
  • Goovaerts, M. J. (1998). Supermodular orders and stochastic annuities. Proceedings ASTIN Colloquium Glasgow, 637-650.
  • Goovaerts, M. J., & Dhaene, J. L. M. (1998). On the characterization of Wang's class of premium principles. In 26th ICA Proceedings. - Vol. 4 (pp. 121-134)
  • de Vijlder, F. E. C., Goovaerts, M. J., & Marceau, E. (1997). The bi-atomic extremal solution of Schmitter's problem. Insurance: Mathematics & Economics, 20(1), 59-78. https://doi.org/10.1016/S0167-6687(97)00007-3
  • de Vijlder, F. E. C., & Goovaerts, M. J. (1997). The numerical solution of Schmitter's problem. Insurance: Mathematics & Economics, 20(1), 43-58. https://doi.org/10.1016/S0167-6687(97)00006-1
  • Dhaene, J. L. M., & Goovaerts, M. J. (1997). Dependency of risks and stop-loss order. ASTIN Bulletin, 26, 201-212.
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