The following pages link to Marc J. Goovaerts (Q201406):
Displaying 50 items.
- (Q367524) (redirect page) (← links)
- Risk measures and dependencies of risks (Q367525) (← links)
- (Q595311) (redirect page) (← links)
- Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions (Q595312) (← links)
- A recursive approach to mortality-linked derivative pricing (Q634010) (← links)
- Worst case risk measurement: back to the future? (Q654815) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- On a multilevel hierarchical credibility algorithm (Q751151) (← links)
- (Q797250) (redirect page) (← 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)
- Bounds for classical ruin probabilities (Q799061) (← links)
- A recursive evaluation of the finite time ruin probability based on a equation of Seal (Q806910) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Actuarial risk measures for financial derivative pricing (Q998266) (← 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)
- On the series expansion of certain types of integral transforms. I (Q1058099) (← links)
- Semilinear credibility with several approximating functions (Q1061440) (← links)
- Bounds on compound distributions and stop-loss premiums (Q1069644) (← links)
- Best bounds for positive distributions with fixed moments (Q1076468) (← links)
- Upper bounds on stop-loss premiums in case of known moments up to the fourth order (Q1085557) (← links)
- Extremal values of stop-loss premiums under moment constraints (Q1086963) (← links)
- Recursive calculation of finite-time ruin probabilities (Q1094066) (← links)
- The analytical evaluation of one-dimensional Gaussian path-integrals (Q1094547) (← links)
- New upper bounds for stop-loss premiums for the individual model (Q1096302) (← links)
- A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints (Q1096377) (← links)
- Premium rating under non-exponential utility (Q1099566) (← links)
- Combining Panjer's recursion with convolution (Q1116616) (← links)
- The practical application of credibility theory (Q1116621) (← links)
- The Wiener process with drift between a linear retaining and an absorbing barrier (Q1155927) (← links)
- Ordering of risks: a review (Q1168035) (← links)
- A new premium calculation principle based on Orlicz norms (Q1169781) (← 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)
- Bounds on stop-loss premiums and ruin probabilities (Q1182777) (← links)
- Path-integral evaluation for the three-dimensional potential \(\gamma{}\delta{} (r-a)\) (Q1184782) (← links)
- A new approach for loaded credibility premiums (Q1184804) (← 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)
- 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)
- Some further results on annuities certain with random interest (Q1209482) (← links)
- The Laplace transform of annuities certain with exponential time distribution (Q1209483) (← links)
