| Publication | Date of Publication | Type |
|---|
Credibility in Favor of Unlucky Insureds
North American Actuarial Journal | 2006-01-13 | Paper |
scientific article; zbMATH DE number 1848353 (Why is no real title available?)
| 2003-01-05 | Paper |
Estimation of variance in a classical model when the coefficients of kurtosis of the variables are known
Revue de Statistique Appliquée | 2001-10-21 | Paper |
Explicit finite-time and infinite-time ruin probabilities in the continuous case
Insurance Mathematics & Economics | 2001-06-27 | Paper |
Solvency margins and equalization reserves
Insurance Mathematics & Economics | 2000-02-20 | Paper |
Homogeneous risk models with equalized claim amounts
Insurance Mathematics & Economics | 2000-01-01 | Paper |
Inequality extensions of Prabhu's formula in ruin theory
Insurance Mathematics & Economics | 1999-09-12 | Paper |
The numerical solution of the Schmitter problems: Theory
Insurance Mathematics & Economics | 1998-05-04 | Paper |
The solution of Schmitter's simple problem: Numerical illustration
Insurance Mathematics & Economics | 1998-05-04 | Paper |
The bi-atomic uniform minimal solution of Schmitter's problem
Insurance Mathematics & Economics | 1998-05-04 | Paper |
Classical numerical ruin probabilities
Scandinavian Actuarial Journal | 1998-02-05 | Paper |
A stochastic approach to catastrophic risks
Scandinavian Actuarial Journal | 1997-05-20 | Paper |
Explicit analytic ruin probabilities for bounded claims
Insurance Mathematics & Economics | 1996-07-18 | Paper |
Classical regression model under zero-excess assumptions
Journal of Computational and Applied Mathematics | 1996-07-15 | Paper |
A note on the solution of practical ruin problems
Insurance Mathematics & Economics | 1995-07-03 | Paper |
Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian
Blätter der DGVFM | 1995-01-31 | Paper |
Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model
Insurance Mathematics & Economics | 1993-05-16 | Paper |
Interest randomness in annuities certain
Insurance Mathematics & Economics | 1993-05-16 | Paper |
A stochastic approach to insurance cycles
Insurance Mathematics & Economics | 1993-04-01 | Paper |
A summary of new results on optimal parameter estimation under zero- excess assumptions
Insurance Mathematics & Economics | 1993-04-01 | Paper |
Optimal parameter estimation under zero-excess assumptions in a classical model
Insurance Mathematics & Economics | 1993-01-17 | Paper |
Stochastic processes defined from a Lagrangian
Insurance Mathematics & Economics | 1993-01-17 | Paper |
Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model
Insurance Mathematics & Economics | 1992-06-28 | Paper |
Compound and mixed distributions
Insurance Mathematics & Economics | 1989-01-01 | Paper |
Recursive calculation of finite-time ruin probabilities
Insurance Mathematics & Economics | 1988-01-01 | Paper |
Ordering of risks and ruin probabilities
Insurance Mathematics & Economics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3980322 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 4082804 (Why is no real title available?)
| 1986-01-01 | Paper |
Semilinear credibility with several approximating functions
Insurance Mathematics & Economics | 1985-01-01 | Paper |
Non-linear regression in credibility theory
Insurance Mathematics & Economics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3844885 (Why is no real title available?)
| 1984-01-01 | Paper |
scientific article; zbMATH DE number 3850333 (Why is no real title available?)
| 1984-01-01 | Paper |
Bounds for classical ruin probabilities
Insurance Mathematics & Economics | 1984-01-01 | Paper |
The structure of the distribution of a couple of observable random variables in credibility theory
Insurance Mathematics & Economics | 1984-01-01 | Paper |
A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions
Insurance Mathematics & Economics | 1984-01-01 | Paper |
Representation theorems for extremal distributions
Insurance Mathematics & Economics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3858257 (Why is no real title available?)
| 1984-01-01 | Paper |
Stop-loss ordering for scale and power mixtures of distributions
Scandinavian Actuarial Journal | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3896702 (Why is no real title available?)
| 1984-01-01 | Paper |
Maximization of the variance of a stop-loss reinsured risk
Insurance Mathematics & Economics | 1983-01-01 | Paper |
Practical models in credibility theory, including parameter estimation
Journal of Econometrics | 1983-01-01 | Paper |
Duality theory for bounds on integrals with applications to stop-loss premiums
Scandinavian Actuarial Journal | 1983-01-01 | Paper |
Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
Journal of Econometrics | 1983-01-01 | Paper |
Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
Insurance Mathematics & Economics | 1983-01-01 | Paper |
Bound on integrals: Elimination of the dual and reduction of the number of equality constraints
Insurance Mathematics & Economics | 1983-01-01 | Paper |
Maximization, under equality constraints, of a functional of a probability distribution
Insurance Mathematics & Economics | 1983-01-01 | Paper |
Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints
Insurance Mathematics & Economics | 1982-01-01 | Paper |
Analytical best upper bounds on stop-loss premiums
Insurance Mathematics & Economics | 1982-01-01 | Paper |
Ordering of risks: a review
Insurance Mathematics & Economics | 1982-01-01 | Paper |
Estimation of IBNR claims by credibility theory
Insurance Mathematics & Economics | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3766918 (Why is no real title available?)
| 1982-01-01 | Paper |
Numerical best bounds on stop-loss premiums
Insurance Mathematics & Economics | 1982-01-01 | Paper |
Upper bounds for ruin probabilities in a new general risk model, by the martingales method
Journal of Computational and Applied Mathematics | 1982-01-01 | Paper |
Constrained credibility estimators in the regression model
Scandinavian Actuarial Journal | 1982-01-01 | Paper |
scientific article; zbMATH DE number 3795244 (Why is no real title available?)
| 1981-01-01 | Paper |
Convexity Inequalities for the Swiss premium
Blätter der DGVFM | 1980-01-01 | Paper |
A comparison criterion for explosions in point processes
Journal of Applied Probability | 1980-01-01 | Paper |
Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions
Scandinavian Actuarial Journal | 1980-01-01 | Paper |
Explosions in random point processes
Scandinavian Actuarial Journal | 1980-01-01 | Paper |
scientific article; zbMATH DE number 3653394 (Why is no real title available?)
| 1979-01-01 | Paper |
scientific article; zbMATH DE number 3612351 (Why is no real title available?)
| 1978-01-01 | Paper |
A class of very regular distribution functions and corresponding ruin probabilities
Scandinavian Actuarial Journal | 1978-01-01 | Paper |
scientific article; zbMATH DE number 3588379 (Why is no real title available?)
| 1978-01-01 | Paper |
Martingales and ruin in a dynamical risk process
Scandinavian Actuarial Journal | 1977-01-01 | Paper |
A new proof for a known result in risk theory
Journal of Computational and Applied Mathematics | 1977-01-01 | Paper |
Geometrical credibility
Scandinavian Actuarial Journal | 1976-01-01 | Paper |
scientific article; zbMATH DE number 3516520 (Why is no real title available?)
| 1976-01-01 | Paper |
scientific article; zbMATH DE number 3541782 (Why is no real title available?)
| 1976-01-01 | Paper |
