| Publication | Date of Publication | Type |
|---|
Capital requirements, risk measures and comonotonicity
| 2017-03-13 | Paper |
Some useful counterexamples regarding comonotonicity
| 2017-03-13 | Paper |
Decision principles derived from risk measures
HERMIS-\(\mu\pi\). Hellenic European Research on Mathematics and Informatics Science | 2012-07-02 | Paper |
Decision principles derived from risk measures
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
A note on additive risk measures in rank-dependent utility
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
Worst case risk measurement: back to the future?
Insurance Mathematics \& Economics | 2011-12-21 | Paper |
Some new classes of consistent risk measures
Insurance Mathematics \& Economics | 2010-06-20 | Paper |
scientific article; zbMATH DE number 5640261 (Why is no real title available?)
| 2009-11-27 | Paper |
Worst VaR scenarios with given marginals and measures of association
Insurance Mathematics \& Economics | 2009-05-12 | Paper |
Optimal approximations for risk measures of sums of lognormals based on conditional expectations
Journal of Computational and Applied Mathematics | 2008-10-22 | Paper |
scientific article; zbMATH DE number 5321684 (Why is no real title available?)
| 2008-09-05 | Paper |
The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance
Scandinavian Actuarial Journal | 2007-12-16 | Paper |
A large deviation result for aggregate claims with dependent claim occurrences
Insurance Mathematics \& Economics | 2007-05-24 | Paper |
Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality
Insurance Mathematics \& Economics | 2007-05-23 | Paper |
Risk Measures and Comonotonicity: A Review
Stochastic Models | 2007-02-15 | Paper |
Risk measurement with equivalent utility principles
Statistics & Risk Modeling | 2007-01-30 | Paper |
Economic Capital Allocation Derived from Risk Measures
North American Actuarial Journal | 2006-01-05 | Paper |
Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift
North American Actuarial Journal | 2006-01-05 | Paper |
Stable Laws and the Present Value of Fixed Cash Flows
North American Actuarial Journal | 2006-01-05 | Paper |
A comonotonic image of independence for additive risk measures
Insurance Mathematics \& Economics | 2005-08-05 | Paper |
scientific article; zbMATH DE number 2188756 (Why is no real title available?)
| 2005-07-27 | Paper |
A Unified Approach to Generate Risk Measures
ASTIN Bulletin | 2005-03-30 | Paper |
A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
ASTIN Bulletin | 2005-03-30 | Paper |
Some problems in actuarial finance involving sums of dependent risks
Statistica Neerlandica | 2004-06-15 | Paper |
The hurdle-race problem.
Insurance Mathematics \& Economics | 2004-02-14 | Paper |
The concept of comonotonicity in actuarial science and finance: applications.
Insurance Mathematics \& Economics | 2003-11-16 | Paper |
The concept of comonotonicity in actuarial science and finance: theory.
Insurance Mathematics \& Economics | 2003-06-25 | Paper |
Bounds for present value functions with stochastic interest rates and stochastic volatility.
Insurance Mathematics \& Economics | 2003-06-25 | Paper |
Upper and lower bounds for sums of random variables
Insurance Mathematics \& Economics | 2001-12-03 | Paper |
A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
Scandinavian Actuarial Journal | 1999-10-06 | Paper |
scientific article; zbMATH DE number 1095135 (Why is no real title available?)
| 1997-12-07 | Paper |
A stochastic approach to catastrophic risks
Scandinavian Actuarial Journal | 1997-05-20 | Paper |
Ordering claim size distributions and mixed Poisson probabilities
Insurance Mathematics \& Economics | 1996-05-06 | Paper |
Some alternatives for the individual model
Insurance Mathematics \& Economics | 1995-08-21 | Paper |
Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian
Blätter der DGVFM | 1995-01-31 | Paper |
How to (and how not to) compute stop-loss premiums in practice
Insurance Mathematics \& Economics | 1994-06-01 | 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 |
The Dutch premium principle
Insurance Mathematics \& Economics | 1993-04-01 | Paper |
Stochastic processes defined from a Lagrangian
Insurance Mathematics \& Economics | 1993-01-17 | Paper |
Stop-loss order, unequal means, and more dangerous distributions
Insurance Mathematics \& Economics | 1993-01-17 | Paper |
Actuarial software
Insurance Mathematics \& Economics | 1992-06-28 | Paper |
Ordering of risks and ruin probabilities
Insurance Mathematics \& Economics | 1990-01-01 | Paper |
Optimal reinsurance in relation to ordering of risks
Insurance Mathematics \& Economics | 1989-01-01 | Paper |
Properties of the Esscher premium calculation principle
Insurance Mathematics \& Economics | 1989-01-01 | Paper |
Combining Panjer's recursion with convolution
Insurance Mathematics \& Economics | 1989-01-01 | Paper |
New upper bounds for stop-loss premiums for the individual model
Insurance Mathematics \& Economics | 1987-01-01 | Paper |
A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints
Journal of Computational and Applied Mathematics | 1987-01-01 | Paper |
On the use of QUADPACK for the calculation of risk theoretical quantities
Insurance Mathematics \& Economics | 1987-01-01 | Paper |
ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS
Statistica Neerlandica | 1986-01-01 | Paper |
Best bounds for positive distributions with fixed moments
Insurance Mathematics \& Economics | 1986-01-01 | Paper |
Extremal values of stop-loss premiums under moment constraints
Insurance Mathematics \& Economics | 1986-01-01 | Paper |
scientific article; zbMATH DE number 3978233 (Why is no real title available?)
| 1986-01-01 | Paper |
scientific article; zbMATH DE number 3960842 (Why is no real title available?)
| 1986-01-01 | Paper |
Application of the problem of moments to derive bounds on integrals with integral constraints
Insurance Mathematics \& Economics | 1985-01-01 | Paper |
Computing moments of compound distributions
Scandinavian Actuarial Journal | 1985-01-01 | Paper |
A branch and bound algorithm for the acyclic subgraph problem
European Journal of Operational Research | 1981-01-01 | Paper |
Mean, Median and Mode in Binomial Distributions
Statistica Neerlandica | 1980-01-01 | Paper |
Technical Note—Data-Dependent Bounds for Heuristics to Find a Minimum Weight Hamiltonian Circuit
Operations Research | 1980-01-01 | Paper |
Stronger Gomory cuts by multidimensional knapsack problems
Mathematische Operationsforschung und Statistik. Series Optimization | 1980-01-01 | Paper |
Design and implementation of an efficient priority queue
Mathematical Systems Theory | 1977-01-01 | Paper |
