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The concept of comonotonicity in actuarial science and finance: theory

Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; … - In: Insurance: Mathematics and Economics 31 (2002) 1, pp. 3-33

Persistent link: https://www.econbiz.de/10005374529

The concept of comonotonicity in actuarial science and finance: applications

Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; … - In: Insurance: Mathematics and Economics 31 (2002) 2, pp. 133-161

Persistent link: https://www.econbiz.de/10005380547

A note on weighted premium calculation principles

Kaluszka, M.; Laeven, R.J.A.; Okolewski, A. - In: Insurance: Mathematics and Economics 51 (2012) 2, pp. 379-381

A prominent problem in actuarial science is to determine premium calculation principles that satisfy certain criteria. Goovaerts et al. [Goovaerts, M. J., De Vylder, F., Haezendonck, J., 1984. Insurance Premiums: Theory and Applications. North-Holland, Amsterdam, p. 84] establish an...

Persistent link: https://www.econbiz.de/10011046597

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

Ordering claim size distributions and mixed Poisson probabilities

Kaas, R.; Hesselager, O. - In: Insurance: Mathematics and Economics 17 (1995) 2, pp. 193-201

Persistent link: https://www.econbiz.de/10005374535

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

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

Extremal values of stop-loss premiums under moment constraints

Kaas, R.; Goovaerts, M. J. - In: Insurance: Mathematics and Economics 5 (1986) 4, pp. 279-283

Persistent link: https://www.econbiz.de/10005374987

Best bounds for positive distributions with fixed moments

Kaas, R.; Goovaerts, M. J. - In: Insurance: Mathematics and Economics 5 (1986) 1, pp. 87-92

Persistent link: https://www.econbiz.de/10005374994

Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality

Willemse, W.J.; Kaas, R. - In: Insurance: Mathematics and Economics 40 (2007) 3, pp. 468-484

Persistent link: https://www.econbiz.de/10005375013