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Results: 77
Number of items: 77
  • Goovaerts, M. J., Kaas, R., Laeven, R. J. A., & Tang, Q. (2004). A comonotonic image of independence for additive risk measures. In Proceedings of the 8th International IME conference
  • Vanduffel, S., Kaas, R., & Dhaene, J. L. M. (2003). The hurdle-race problem. Insurance: Mathematics & Economics, 33(2), 405-414. https://doi.org/10.1016/j.insmatheco.2003.08.008
  • Vyncke, D., Goovaerts, M. J., Kaas, R., & Dhaene, J. L. M. (2003). On the dsitribution of cash-flows using Esscher transforms. The Journal of Risk and Insurance, 70(3), 563-575. https://doi.org/10.1111/1539-6975.t01-1-00065
  • Goovaerts, M. J., Kaas, R., Dhaene, J. L. M., & Tang, Q. (2003). A unified approach to generate risk measures. ASTIN Bulletin, 33(2), 173-191.
  • Goovaerts, M. J., de Schepper, A., Vyncke, D., Dhaene, J. L. M., & Kaas, R. (2003). Stable laws and the present value of cash-flows. North American Actuarial Journal, 7(4), 32-43.
  • Dhaene, J. L. M., Goovaerts, M. J., & Kaas, R. (2003). Economic capital allocation derived from risk measures. North American Actuarial Journal, 7(2), 44-59.
  • Kaas, R., & Tang, Q. (2003). Note on the tail behavior or random walk maxima with heavy tails and negative drift. North American Actuarial Journal, 7(3), 57-61.
  • Goovaerts, M. J., & Kaas, R. (2002). Some problems in actuarial finance involving sums of dependent risks. Statistica Neerlandica, 56, 253-269. https://doi.org/10.1111/1467-9574.03600
  • Kaas, R., Dhaene, J. L. M., Vyncke, D., Goovaerts, M. J., & Denuit, M. (2002). A Simple Geometric Proof that Commonotonic risks have a convex largest sum. ASTIN Bulletin, 32, 71-77.
  • Goovaerts, M. J., Kaas, R., & Dhaene, J. L. M. (2002). Economic capital allocation derived from risk measures. In Proceedings 6th International Congress on Insurance, Mathematics and Economics
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