Search results
Results: 112
Number of items: 112
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Dhaene, J., Willmot, G. E., & Sundt, B. (1999). Recursions for distribution functions and stop-loss premiums. Scandinavian Actuarial Journal, 1999(1), 52-65. https://doi.org/10.1080/03461230050131876
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Goovaerts, M. J., & Dhaene, J. L. M. (1999). Supermodular ordering and stochastic annuities. Insurance: Mathematics & Economics, 24(3), 281-290. https://doi.org/10.1016/S0167-6687(99)00002-5
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Dhaene, J., & Denuit, M. (1999). The safest dependence structure among risks. Insurance: Mathematics & Economics, 25(1), 11-21. https://doi.org/10.1016/S0167-6687(99)00009-8
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Sundt, B., Dhaene, J., & de Pril, N. (1998). Some results on moments and cumulants. Scandinavian Actuarial Journal, 1998(1), 24-40. https://doi.org/10.1080/03461238.1998.10413989
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Wang, S., & Dhaene, J. L. M. (1998). Comonotonicity, correlation order and premium principles. Insurance: Mathematics & Economics, 22, 235-243. https://doi.org/10.1016/S0167-6687(97)00040-1
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Dhaene, J., & Sundt, B. (1998). On approximating distributions by approximating their De Pril transforms. Scandinavian Actuarial Journal, 1998(1), 1-23. https://doi.org/10.1080/03461238.1998.10413988
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