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Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable
Vylder, F. de; Goovaerts, M. - 1981
Persistent link: https://www.econbiz.de/10003006123
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Stop-loss ordering for scale and power mixtures of distributions
Goovaerts, M. J.; Vylder, F. de - 1982
Persistent link: https://www.econbiz.de/10002493453
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Upper bounds for ruin probabilities in a new general risk model by the martingales method
Vylder, F. de; Goovaerts, M. - 1981
Persistent link: https://www.econbiz.de/10003006141
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Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions
Goovaerts, Michael J.; Vylder, F. de - 1982
Persistent link: https://www.econbiz.de/10002493477
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Insurance premiums
Vylder, F. de (contributor); Goovaerts, M. J. (contributor) - 1980
Persistent link: https://www.econbiz.de/10003148828
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I.B.N.R. (Incurred But Not Reported) : proceedings of the 1. meeting of the contactgroup "actuarial sciences"
Vylder, F. de (contributor); Goovaerts, M. J. (contributor) - 1979
Persistent link: https://www.econbiz.de/10003152182
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Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk
Vylder, F. de; Goovaerts, M. - 1982
Persistent link: https://www.econbiz.de/10003006073
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An invariance property of the Swiss premium calculation principle
Vylder, F. de; Goovaerts, M. - 1979
Persistent link: https://www.econbiz.de/10003006096
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Non-linear regression in credibility theory : received 18.7.1984
Vylder, F. de - In: Insurance / Mathematics & economics 4 (1985) 3, pp. 163-172
Persistent link: https://www.econbiz.de/10003006103