The following pages link to Jean François Walhin (Q713728):
Displayed 25 items.
- A mixed Poisson model with varying element sizes (Q713730) (← links)
- (Q2748398) (← links)
- (Q2801353) (← links)
- Experience and exposure rating for property per risk excess of loss reinsurance revisited (Q2866010) (← links)
- Stochastic projection for large individual losses (Q2866295) (← links)
- (Q2965074) (← links)
- (Q2968567) (← links)
- An actuarial analysis of the French bonus-malus system (Q3440852) (← links)
- (Q3562646) (← links)
- (Q3566021) (← links)
- Bivariate Hofmann distributions (Q3591879) (← links)
- Actuarial Modelling of Claim Counts (Q3596007) (← links)
- Using Mixed Poisson Processes in Connection with Bonus-Malus Systems (Q3632875) (← links)
- On the Use of Equispaced Discrete Distributions (Q3632882) (← links)
- Recursive Formulae for Some Bivariate Counting Distributions Obtained by the Trivariate Reduction Method (Q4407164) (← links)
- (Q4454960) (← links)
- The Mixed Bivariate Hofmann Distribution (Q4461284) (← links)
- The Practical Replacement of a Bonus-Malus System (Q4661643) (← links)
- Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited (Q4661692) (← links)
- The effect of excess of loss reinsurance with reinstatements on the cedent’s portfolio (Q5422758) (← links)
- Excess of loss reinsurance with reinstatements: premium calculation and ruin probability of the cedent (Q5422770) (← links)
- Some comments on the individual risk model and multivariate extension (Q5422784) (← links)
- On the use of the multivariate stochastic order in risk theory (Q5422793) (← links)
- On the optimality of proportional reinsurance (Q5467659) (← links)
- Bonus-malus Systems with Varying Deductibles (Q5490589) (← links)