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Results: 150
Number of items: 150
  • de Vijlder, F. E. C., & Goovaerts, M. J. (1997). The numerical solution of Schmitter's problem. Insurance: Mathematics & Economics, 20(1), 43-58. https://doi.org/10.1016/S0167-6687(97)00006-1
  • Dhaene, J. L. M., & Goovaerts, M. J. (1997). Dependency of risks and stop-loss order. ASTIN Bulletin, 26, 201-212.
  • Goovaerts, M. J., & de Schepper, A. (1997). IBNR reserves under stochastic interest rates. Insurance: Mathematics & Economics, 21, 225-244. https://doi.org/10.1016/S0167-6687(97)00033-4
  • Kaas, R., Danneburg, D. R., & Goovaerts, M. J. (1997). Exact credibility for weighted observations. ASTIN Bulletin, 27, 287-295.
  • Goovaerts, M. J., & Dhaene, J. L. M. (1997). Premiedifferentiatie, bonus-malus en solidariteit. In Liber Amicorum Prof. R. Dillemans, II (pp. 157-168). Kluwer Bedrijfswetenschappen.
  • Vanneste, M., Goovaerts, M. J., de Schepper, A., & Dhaene, J. L. M. (1997). A straightforward calculation of the distribution of an annuity certain with stochastic interest rate. Insurance: Mathematics & Economics, 20, 35-42. https://doi.org/10.1016/S0167-6687(97)00004-8
  • Goovaerts, M. J., & Dhaene, J. L. M. (1997). Actuarial applications of financial models. CWI Quarterly, 10, 55-64.
  • Teunen, M., & Goovaerts, M. J. (1997). Stochastic loss reserves based on the separation method. Giornale dell' Instituto Italiano degli Attuarii, LVII Roma, 9-17.
  • Goovaerts, M. J., Smid, C. L., & Wolthuis, H. (1997). Actuariele leerstoelen, retro- en prospectief. Verzekerings-Archief, 74, 123-130.
  • de Schepper, A., Goovaerts, M. J., & Kaas, R. (1997). A recursive scheme for perpetuities with random positive interest rates, Part 1: Analytical results. Scandinavian Actuarial Journal, 1997(1), 1-10. https://doi.org/10.1080/03461238.1997.10413974
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