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~isPartOf:"Insurance: Mathematics and Economics"
~person:"De Vylder, F."
~person:"Dickson, David C. M."
~person:"Shubik, Martin"
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De Vylder, F.
Dickson, David C. M.
Shubik, Martin
Goovaerts, M. J.
41
Gerber, Hans U.
34
Haberman, Steven
31
Willmot, Gordon E.
31
Kaas, R.
27
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24
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24
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22
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18
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Insurance: Mathematics and Economics
Cowles Foundation Discussion Papers
226
Cowles Foundation discussion paper
65
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
33
Cowles Foundation Discussion Paper
14
Journal of economics
13
Economics letters
10
Insurance / Mathematics & economics
10
Journal of mathematical economics
10
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7
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7
Journal of Economics
5
Yale School of Management Working Papers
5
Zeitschrift für Nationalökonomie
5
Economic notes : economic review of Banca Monte dei Paschi di Siena
4
Journal of economic literature
4
Research in Economics
4
The quarterly journal of economics
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Economics Policy Note Archive
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2
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2
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2
Physica A: Statistical Mechanics and its Applications
2
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21
A summary of new results on optimal parameter estimation under zero-excess assumptions
De Vylder, F.
;
Goovaerts, M. J.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10005365496
Saved in:
22
On the distribution of the surplus prior to ruin
Dickson, David C. M.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
3
,
pp. 191-207
Persistent link: https://www.econbiz.de/10005365516
Saved in:
23
A stochastic approach to insurance cycles
Goovaerts, M. J.
;
De Vylder, F.
;
Kaas, R.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
2
,
pp. 97-107
Persistent link: https://www.econbiz.de/10005365527
Saved in:
24
Optimal parameter estimation under zero excess assumptions in the Buhlmann--Straub model
De Vylder, F.
;
Goovaerts, M.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
3
,
pp. 167-171
Persistent link: https://www.econbiz.de/10005374905
Saved in:
25
Editorial
Goovaerts, M. J.
;
Kaas, R.
;
De Vylder, F.
- In:
Insurance: Mathematics and Economics
10
(
1992
)
4
,
pp. 231-231
Persistent link: https://www.econbiz.de/10005374950
Saved in:
26
Interest randomness in annuities certain
De Schepper, A.
;
De Vylder, F.
;
Goovaerts, M.
;
Kaas, R.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
4
,
pp. 271-281
Persistent link: https://www.econbiz.de/10005374971
Saved in:
27
Estimation of the heterogeneity parameter in the Buhlmann-Straub credibility theory model
De Vylder, F.
;
Goovaerts, M. J.
- In:
Insurance: Mathematics and Economics
10
(
1992
)
4
,
pp. 233-238
Persistent link: https://www.econbiz.de/10005375156
Saved in:
28
Stochastic processes defined from a Lagrangian
De Vylder, F.
;
Goovaerts, M. J.
;
Kaas, R.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10005375407
Saved in:
29
Optimal parameter estimation under zero-excess assumptions in a classical model
De Vylder, F.
;
Goovaerts, M. J.
- In:
Insurance: Mathematics and Economics
11
(
1992
)
1
,
pp. 1-6
Persistent link: https://www.econbiz.de/10005380594
Saved in:
30
Compound and mixed distributions
De Vylder, F.
- In:
Insurance: Mathematics and Economics
8
(
1989
)
1
,
pp. 57-62
Persistent link: https://www.econbiz.de/10005375083
Saved in:
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