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The Hurdle-Race Problem
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Modern actuarial risk theory : using R
Kaas, R.
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Denuit, Michel
-
2009
-
2. ed., corr. 2. print.
Persistent link: https://www.econbiz.de/10003726725
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2
Modern actuarial risk theory : using R
Kaas, R.
;
Goovaerts, Marc J.
;
Dhaene, Jan
;
Denuit, Michel
-
2009
-
2nd ed., corr. 2nd printing
Persistent link: https://www.econbiz.de/10003870922
Saved in:
3
The concept of comonotonicity in actuarial science and finance
Dhaene, Jan
;
Denuit, Michel
;
Goovaerts, Marc J.
;
Kaas, R.
; …
-
2002
Persistent link: https://www.econbiz.de/10001655460
Saved in:
4
Actuarial theory for dependent risks : measures, orders and models
Denuit, Michel
;
Dhaene, Jan
;
Goovaerts, Marc J.
;
Kaas, R.
-
2005
Persistent link: https://www.econbiz.de/10013489994
Saved in:
5
Modern Actuarial Risk Theory : Using R
Kaas, R.
-
2009
Persistent link: https://www.econbiz.de/10013522751
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6
Practical actuarial credibility models
Kaas, R.
;
Dannenburg, Dennis Ramon
;
Goovaerts, Marc J.
-
1996
Persistent link: https://www.econbiz.de/10000966783
Saved in:
7
Risk measures and dependencies of risks
Darkiewicz, Grzegorz
;
Dhaene, Jan
;
Goovaerts, Marc J.
-
2004
Persistent link: https://www.econbiz.de/10002263800
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8
How to (and how not to) compute stop-loss premiums in practice
Kaas, R.
-
1993
Persistent link: https://www.econbiz.de/10000886564
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9
How to (and how not to) compute stop-loss premiums in practice
Kaas, R.
- In:
Insurance / Mathematics & economics
13
(
1993
)
3
,
pp. 241-254
Persistent link: https://www.econbiz.de/10001163875
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10
Upper bounds on stop-loss premiums in case of known moments up to the fourth order
Jansen, K.
- In:
Insurance / Mathematics & economics
5
(
1986
)
4
,
pp. 315-334
Persistent link: https://www.econbiz.de/10001026407
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