J. F. Walhin

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A general family of overdispersed probability laws	2017-03-20	Paper
Economic value added optimization of insurers using a multivariate Student \(t\)-model	2017-02-27	Paper
A new characterization of the Pareto distribution, with application to the speed of payment of the excess of loss reinsurer Mitteilungen. Schweizerische Aktuarvereinigung (SAV)	2016-04-07	Paper
Stochastic projection for large individual losses Scandinavian Actuarial Journal	2013-12-13	Paper
Experience and exposure rating for property per risk excess of loss reinsurance revisited ASTIN Bulletin	2013-12-12	Paper
A mixed Poisson model with varying element sizes Statistical Methodology	2012-10-19	Paper
On the pricing of top and drop excess of loss covers	2010-06-07	Paper
Some comments on two approximations used for the pricing of reinstatements	2010-05-27	Paper
Using Mixed Poisson Processes in Connection with Bonus-Malus Systems ASTIN Bulletin	2009-06-15	Paper
On the Use of Equispaced Discrete Distributions ASTIN Bulletin	2009-06-15	Paper
The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio Blätter der DGVFM	2007-10-30	Paper
Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent Blätter der DGVFM	2007-10-30	Paper
Some comments on the individual risk model and multivariate extension Blätter der DGVFM	2007-10-30	Paper
On the use of the multivariate stochastic order in risk theory Blätter der DGVFM	2007-10-30	Paper
Bivariate Hofmann distributions Journal of Applied Statistics	2007-09-11	Paper
Actuarial Modelling of Claim Counts	2007-08-28	Paper
An actuarial analysis of the French bonus-malus system Scandinavian Actuarial Journal	2007-05-29	Paper
Bonus-malus Systems with Varying Deductibles ASTIN Bulletin	2006-10-04	Paper
On the optimality of proportional reinsurance Scandinavian Actuarial Journal	2006-05-24	Paper
Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited ASTIN Bulletin	2005-03-30	Paper
The Practical Replacement of a Bonus-Malus System ASTIN Bulletin	2005-03-30	Paper
The Mixed Bivariate Hofmann Distribution ASTIN Bulletin	2004-03-30	Paper
scientific article; zbMATH DE number 2054511 (Why is no real title available?)	2004-03-09	Paper
Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method ASTIN Bulletin	2003-08-07	Paper
Bivariate ZIP models Biometrical Journal	2001-10-14	Paper

Research outcomes over time

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