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Results: 77
Number of items: 77
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Kaas, R. (2004). Adjustment coefficient. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol I. (pp. 27-30). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Kaas, R. (2004). Beekman's convolution formula. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol I. (pp. 167-169). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Kaas, R. (2004). Generalized linear models. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol II. (pp. 759-769). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Kaas, R. (2004). Ordering of risks. In J. L. Teugels, & B. Sundt (Eds.), Encyclopedia of Actuarial Science, Vol III. (pp. 1225-1229). Wiley. http://www.wiley.com/legacy/wileychi/eoas/index.html
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Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A Comonotonic Image of Independence for Additive Risk Measures. Insurance: Mathematics & Economics, 35(3), 581-594. https://doi.org/10.1016/j.insmatheco.2004.07.005
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Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2004). Some new classes of consistent risk measures. Insurance: Mathematics & Economics, 34(3), 505-516. https://doi.org/10.1016/j.insmatheco.2004.03.003
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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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