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Results: 13,796
Number of items: 13,796
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Ng, K. W., & Tang, Q. (2004). Asymptotic behavior of tail and local probablities for sums of subexponential random variables. Journal of Applied Probability, 41(1), 108-116. https://doi.org/10.1239/jap/1077134671
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Denuit, M., & Dhaene, J. L. M. (2004). Dependent Risks. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol. I. (pp. 464-471). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Dhaene, J. L. M., & Vyncke, D. (2004). The individual risk model. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol. I. (pp. 871-875). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Goovaerts, M. J. (2004). Collective risk models. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol I. (pp. 290-292). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Tang, Q. (2004). The ruin probability of a discrete time risk model under constant interest rate with heavy tails. Scandinavian Actuarial Journal, 2004(3), 229-240. https://doi.org/10.1080/03461230310017531
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Goovaerts, M. J. (2004). Insurance, mathematics and economics. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, vol II. (pp. 908-908). Wiley. https://doi.org/10.1002/9780470012505
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Tang, Q. (2004). Uniform estimates for the tail probability of maxima over finite horizons with subexponential tails. Probability in the Engineering and Informational Sciences, 18(1), 71-86. http://DOI 10.1017/S0269964804181059
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Dhaene, J., Vanduffel, S., Tang, Q., Goovaerts, M., Kaas, R., & Vyncke, D. (2004). Capital requirements, risk measures and comonotonicity. Belgian Actuarial Bulletin, 4(1), 53-61. http://www.belgianactuarialbulletin.be/articles/vol04/07-Dhaene.pdf
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Kaas, R., Goovaerts, M., & Tang, Q. (2004). Some useful counterexamples regarding comonotonicity. Belgian Actuarial Bulletin, 4(1), 1-4. http://www.belgianactuarialbulletin.be/articles/vol04/01-Kaas.pdf
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