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Results: 150
Number of items: 150
  • Goovaerts, M. J., & Dhaene, J. L. M. (1995). Dependency of risks and stop-loss order. (Onderzoeksrapport D.T.E.W.; No. 9545). K.U. Leuven.
  • Goovaerts, M. J., & de Schepper, A. (1995). A recursive scheme for perpetuities with random interest. Astin colloqium.
  • Teunen, L., & Goovaerts, M. J. (1995). Evaluation of interest randomness for pension valuation. In ICA (Ed.), Transactions of the 25th International congress of actuaries (pp. 689-709). ICA.
  • Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1994). Ordering of actuarial risks. (Education Series; No. 1). Caire.
  • Goovaerts, M. J., Kaas, R., van Heerwaarden, A. E., & Bauwelinckx, T. (1990). Effective actuarial methods. North-Holland.
  • van Heerwaarden, A. E., Kaas, R., & Goovaerts, M. J. (1989). Optimal reinsurance in relation to ordering of risks. Insurance: Mathematics & Economics, 8(1), 11-17. https://doi.org/10.1016/0167-6687(89)90041-3
  • Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1989). Combining Panjer recursion with convolution. Insurance: Mathematics & Economics, 8(1), 19-21. https://doi.org/10.1016/0167-6687(89)90042-5
  • van Heerwaarden, A. E., Kaas, R., & Goovaerts, M. J. (1989). Properties of the Esscher premium calculation principle. Insurance: Mathematics & Economics, 8(4), 261-267. https://doi.org/10.1016/0167-6687(89)90001-2
  • Kaas, R., van Heerwaarden, A. E., & Goovaerts, M. J. (1988). Between individual and collective model for the total claims. (Actuarial Science and Econometrics Report; No. 3/88). University of Amsterdam, Department of Actuarial Science and Econometrics.
  • van Heerwaarden, A. E., Kaas, R., & Goovaerts, M. J. (1987). New upper-bounds for stop-loss premiums for the individual model. Insurance: Mathematics & Economics, 6(4), 289-293. https://doi.org/10.1016/0167-6687(87)90033-3
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