The following pages link to Marc J. Goovaerts (Q201406):
Displaying 50 items.
- A note on the numerical evaluation of integrals over strongly oscillating functions (Q1216151) (← links)
- A bibliography on credibility theory and its applications (Q1223115) (← links)
- On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables (Q1240464) (← links)
- On a Berry-Esseen theorem for compound Poisson processes (Q1246785) (← links)
- On the infinite divisibility of the ratio of two gamma-distributed variables (Q1248986) (← links)
- Approximation formulae for compound Poisson processes for a kind of claim distributions having a prescribed asymptotic behavior (Q1254771) (← links)
- Properties of the Esscher premium calculation principle (Q1262678) (← links)
- Prediction of claim numbers based on hazard rates (Q1276458) (← links)
- The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814) (← links)
- Solvency margins and equalization reserves (Q1293816) (← links)
- Explicit finite-time and infinite-time ruin probabilities in the continuous case (Q1302121) (← links)
- Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
- Supermodular ordering and stochastic annuities (Q1302132) (← links)
- An analytical inversion of a Laplace transform related to annuities certain (Q1329411) (← links)
- The distributions of annuities (Q1341325) (← links)
- On the dependency of risks in the individual life model (Q1381152) (← links)
- A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate (Q1381157) (← links)
- The solution of Schmitter's simple problem: Numerical illustration (Q1381158) (← links)
- The bi-atomic uniform minimal solution of Schmitter's problem (Q1381159) (← links)
- IBNR reserves under stochastic interest rates (Q1381454) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- Confidence bounds for discounted loss reserves. (Q1423361) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- Homogeneous risk models with equalized claim amounts (Q1584518) (← links)
- On the use of QUADPACK for the calculation of risk theoretical quantities (Q1819519) (← links)
- Optimal reinsurance in relation to ordering of risks (Q1824976) (← links)
- Bounds for the optimal critical claim size of a bonus system (Q1836256) (← links)
- Analytical best upper bounds on stop-loss premiums (Q1838013) (← links)
- A note on the solution of practical ruin problems (Q1892991) (← links)
- Classical regression model under zero-excess assumptions (Q1917914) (← links)
- The compound Poisson approximation for a portfolio of dependent risks (Q1921988) (← links)
- On the distribution of IBNR reserves (Q1962811) (← links)
- Application of the problem of moments to derive bounds on integrals with integral constraints (Q2266334) (← links)
- Spectral decomposition of optimal asset-liability management (Q2271663) (← links)
- Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Convex order approximations in the case of cash flows of mixed signs (Q2445338) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- Bounds for the price of discrete arithmetic Asian options (Q2570028) (← links)
- Computation of convex bounds for present value functions with random payments (Q2571217) (← links)
- Asymmetric skew Bessel processes and their applications to finance (Q2571223) (← links)
- Some asymptotic results for sums of dependent random variables, with actuarial applications (Q2581774) (← links)
- Approximations for life annuity contracts in a stochastic financial environment (Q2581779) (← links)
- Convex upper and lower bounds for present value functions (Q2739981) (← links)
- (Q2750805) (← links)
- (Q2801339) (← links)
- (Q2895138) (← links)
