The following pages link to Marc J. Goovaerts (Q201406):
Displaying 50 items.
- (Q2968270) (← links)
- (Q2968271) (← links)
- (Q2968298) (← links)
- (Q3026109) (← links)
- (Q3026112) (← links)
- (Q3033171) (← links)
- (Q3049692) (← links)
- Boundary crossing result for the brownian motion (Q3141120) (← links)
- A note on compound generalized distributions (Q3142174) (← links)
- (Q3314810) (← links)
- (Q3319651) (← links)
- (Q3326685) (← links)
- Stop-loss ordering for scale and power mixtures of distributions (Q3327580) (← links)
- Stop-loss dominance (Q3334838) (← links)
- Risk measurement with equivalent utility principles (Q3417648) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- A note on some new perpetuities (Q3440862) (← links)
- Best upper bounds on risks altered by deductibles under incomplete information (Q3486714) (← links)
- (Q3492929) (← links)
- Managing Economic and Virtual Economic Capital Within Financial Conglomerates (Q3518778) (← links)
- (Q3523756) (← links)
- (Q3562647) (← links)
- (Q3566016) (← links)
- (Q3647072) (← links)
- (Q3675937) (← links)
- (Q3729892) (← links)
- ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS (Q3740876) (← links)
- (Q3742575) (← links)
- (Q3742578) (← links)
- Additivity and premium calculation principles (Q3745126) (← links)
- (Q3745127) (← links)
- (Q3832040) (← links)
- (Q3853027) (← links)
- Convexity Inequalities for the Swiss premium (Q3862924) (← links)
- On an application of a smoothing inequality to the estimation of stop-loss premiums (Q3875181) (← links)
- Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions (Q3891649) (← links)
- Some further results on ordering of risks (Q3936073) (← links)
- On the representation of additive principles of premium calculation (Q3943874) (← links)
- (Q3945457) (← links)
- (Q3948505) (← links)
- A remark on survival probabilities for a weighted poisson process (Q3969750) (← links)
- (Q4043558) (← links)
- Path−integral evaluation of a nonstationary Calogero model (Q4047135) (← links)
- (Q4049490) (← links)
- Numerical evaluation of bounded bayesian parameters in case of autocorrelated errors and multicollinearity in data (Q4070190) (← links)
- (Q4084001) (← links)
- On a class of generalized Γ-convolutions (Part I) (Q4124034) (← links)
- (Q4136269) (← links)
- (Q4188578) (← links)
