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Results: 77
Number of items: 77
  • de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Kaas, R., & Vyncke, D. (2001). Bounds for present value functions with stochastic interest rates and stochastic volatility. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College.
  • Dhaene, J. L. M., Denuit, M., Goovaerts, M. J., Kaas, R., & Vyncke, D. (2001). The concept of comonotonicity in Actuarial Science and Finance: Theory. In Proceedings of the fifth International Congress on Insurance: Mathematics and Economics State College.
  • Kaas, R., Goovaerts, M. J., Dhaene, J. L. M., & Denuit, M. (2001). Modern actuarial risk theory. Kluwer Academic Publishers.
  • de Schepper, A., Goovaerts, M. J., Dhaene, J. L. M., Vyncke, D., & Kaas, R. (2001). The valuation of cash flows for divident paying securities. In Proceedings Astin Colloquium
  • Kaas, R. (2000). Obituary Bob Alting von Geusau. ASTIN Bulletin, 30, 255-256.
  • Kaas, R. (2000). Het aanzien van 1999 - 2000: de sectie actuariaat varlegt haar koers. Actuaris, July.
  • Kaas, R., Dhaene, J. L. M., & Goovaerts, M. J. (2000). Upper and lower bounds or sum of random variables. Insurance: Mathematics & Economics, 27, 151-168. https://doi.org/10.1016/S0167-6687(00)00060-3
  • Kaas, R., Goovaerts, M. J., & Dhaene, J. L. M. (2000). Upper and lower bounds for sums of random variables. In Proceedings 4th International Congress on Insurance: Mathematics and Economics
  • Dannenburg, D. R., Kaas, R., & Usman, L. N. (1998). Gegeneraliseerde Lineaire Modellen voor IBNR-driehoeken. Verzekerings-Archief, 75(4), 149-158.
  • 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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