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Combining Panjer's recursion with convolution

Kaas, R.; Van Heerwaarden, A. E.; Goovaerts, M. J. - In: Insurance: Mathematics and Economics 8 (1989) 1, pp. 19-21

Persistent link: https://www.econbiz.de/10005380710

On the use of QUADPACK for the calculation of risk theoretical quantities

Kaas, R.; Goovaerts, M. J. - In: Insurance: Mathematics and Economics 6 (1987) 1, pp. 33-42

Persistent link: https://www.econbiz.de/10005380714

Actuarial software

Kaas, R. - In: Insurance: Mathematics and Economics 10 (1992) 4, pp. 249-258

Persistent link: https://www.econbiz.de/10005380745

Editorial: Disability risk in the EC

Goovaerts, M. J.; Kaas, R. - In: Insurance: Mathematics and Economics 13 (1993) 2, pp. 99-99

Persistent link: https://www.econbiz.de/10005380749

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

Willemse, W.J.; Kaas, R. - de Nederlandsche Bank - 2007

A generalisation of Gompertz' distribution is proposed, and it is shown that continuous heterogeneous mortality models with Gamma distributed frailty have lifetime random variables distributed as the difference of two such generalised Gompertz random variables. With this result, limitations of...

Persistent link: https://www.econbiz.de/10005021838