The following pages link to F. Etienne De Vylder (Q1302120):
Displaying 50 items.
- Practical models in credibility theory, including parameter estimation (Q595310) (← links)
- Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (Q595312) (← links)
- The structure of the distribution of a couple of observable random variables in credibility theory (Q797251) (← links)
- A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions (Q797252) (← links)
- Representation theorems for extremal distributions (Q797891) (← links)
- Bounds for classical ruin probabilities (Q799061) (← links)
- Maximization of the variance of a stop-loss reinsured risk (Q1050738) (← links)
- Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk (Q1054433) (← links)
- Bound on integrals: Elimination of the dual and reduction of the number of equality constraints (Q1054639) (← links)
- Semilinear credibility with several approximating functions (Q1061440) (← links)
- Non-linear regression in credibility theory (Q1067340) (← links)
- Recursive calculation of finite-time ruin probabilities (Q1094066) (← links)
- Compound and mixed distributions (Q1116520) (← links)
- Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints (Q1166106) (← links)
- Ordering of risks: a review (Q1168035) (← links)
- Numerical best bounds on stop-loss premiums (Q1171350) (← links)
- Upper bounds for ruin probabilities in a new general risk model, by the martingales method (Q1171859) (← links)
- Maximization, under equality constraints, of a functional of a probability distribution (Q1172548) (← links)
- Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model (Q1185313) (← links)
- Optimal parameter estimation under zero-excess assumptions in a classical model (Q1199959) (← links)
- Stochastic processes defined from a Lagrangian (Q1199965) (← links)
- A stochastic approach to insurance cycles (Q1205677) (← links)
- A summary of new results on optimal parameter estimation under zero- excess assumptions (Q1205683) (← links)
- Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model (Q1209472) (← links)
- Interest randomness in annuities certain (Q1209481) (← links)
- (Q1243998) (redirect page) (← links)
- (Q595309) (redirect page) (← links)
- (Q1381135) (redirect page) (← links)
- A new proof for a known result in risk theory (Q1243999) (← links)
- Solvency margins and equalization reserves (Q1293816) (← links)
- Explicit finite-time and infinite-time ruin probabilities in the continuous case (Q1302121) (← links)
- Inequality extensions of Prabhu's formula in ruin theory (Q1302129) (← links)
- The numerical solution of the Schmitter problems: Theory (Q1381137) (← links)
- The solution of Schmitter's simple problem: Numerical illustration (Q1381158) (← links)
- The bi-atomic uniform minimal solution of Schmitter's problem (Q1381159) (← links)
- Homogeneous risk models with equalized claim amounts (Q1584518) (← links)
- Estimation of IBNR claims by credibility theory (Q1836254) (← links)
- Analytical best upper bounds on stop-loss premiums (Q1838013) (← links)
- A note on the solution of practical ruin problems (Q1892991) (← links)
- Explicit analytic ruin probabilities for bounded claims (Q1902628) (← links)
- Classical regression model under zero-excess assumptions (Q1917914) (← links)
- (Q2750805) (← links)
- (Q3314810) (← links)
- (Q3319648) (← links)
- (Q3326685) (← links)
- Stop-loss ordering for scale and power mixtures of distributions (Q3327580) (← links)
- Duality theory for bounds on integrals with applications to stop-loss premiums (Q3672950) (← links)
- (Q3675937) (← links)
- (Q3745127) (← links)
- (Q3811578) (← links)
- (Q3853027) (← links)
- Convexity Inequalities for the Swiss premium (Q3862924) (← links)
