Bart Heijnen

Available identifiers

Publication	Date of Publication	Type
How to estimate the value at risk under incomplete information	2010-02-12	Paper
Distribution-free option pricing	2007-09-03	Paper
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall	1999-09-14	Paper
General restrictions on tail probabilities	1996-11-17	Paper
Bounds for the mean system size in \(M/G/1/K\)-queues	1996-11-17	Paper
https://portal.mardi4nfdi.de/entity/Q3977601	1992-06-25	Paper
Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk	1990-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3203897	1990-01-01	Paper
Best upper bounds on risks altered by deductibles under incomplete information	1989-01-01	Paper
Perturbation calculus in risk theory: Application to chains and trees of reinsurance	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4729219	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3026109	1987-01-01	Paper
Additivity and premium calculation principles	1986-01-01	Paper
On the small risk approximation	1986-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4723114	1986-01-01	Paper

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