Young, Virginia R.; De Vylder, F. Etienne Credibility in favor of unlucky insureds. (English) Zbl 1083.62549 N. Am. Actuar. J. 4, No. 1, 107-113 (2000). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{V. R. Young} and \textit{F. E. De Vylder}, N. Am. Actuar. J. 4, No. 1, 107--113 (2000; Zbl 1083.62549) Full Text: DOI
De Vylder, F.; Goovaerts, M. Homogeneous risk models with equalized claim amounts. (English) Zbl 1103.91361 Insur. Math. Econ. 26, No. 2-3, 223-238 (2000). MSC: 91B30 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 26, No. 2--3, 223--238 (2000; Zbl 1103.91361) Full Text: DOI
Kaas, R. (ed.); Goovaerts, M. J. (ed.); De Vylder, F. E. (ed.) Special issue: Papers of the 2nd IME conference, Lausanne, Switzerland, July 26–29, 1998. (English) Zbl 0948.00041 Insur. Math. Econ. 25, No. 3, 259-416 (1999). MSC: 00B25 62-06 PDFBibTeX XMLCite \textit{R. Kaas} (ed.) et al., Insur. Math. Econ. 25, No. 3, 259--416 (1999; Zbl 0948.00041) Full Text: DOI
De Vylder, F. E.; Goovaerts, M. J. Inequality extensions of Prabhu’s formula in ruin theory. (English) Zbl 0982.91032 Insur. Math. Econ. 24, No. 3, 249-271 (1999). MSC: 91B30 PDFBibTeX XMLCite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 249--271 (1999; Zbl 0982.91032) Full Text: DOI
De Vylder, F. Etienne; Goovaerts, Marc J. Explicit finite-time and infinite-time ruin probabilities in the continuous case. (English) Zbl 0963.91062 Insur. Math. Econ. 24, No. 3, 155-172 (1999). MSC: 91B30 PDFBibTeX XMLCite \textit{F. E. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 24, No. 3, 155--172 (1999; Zbl 0963.91062) Full Text: DOI
de Vylder, F.; Goovaerts, M. Solvency margins and equalization reserves. (English) Zbl 0931.62088 Insur. Math. Econ. 24, No. 1-2, 103-115 (1999). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 24, No. 1--2, 103--115 (1999; Zbl 0931.62088) Full Text: DOI
De Vylder, F.; Goovaerts, M.; Marceau, E. The bi-atomic uniform minimal solution of Schmitter’s problem. (English) Zbl 0906.62107 Insur. Math. Econ. 20, No. 1, 59-78 (1997). MSC: 62P05 91B30 60F99 60K05 PDFBibTeX XMLCite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 59--78 (1997; Zbl 0906.62107) Full Text: DOI
De Vylder, F.; Goovaerts, M.; Marceau, E. The solution of Schmitter’s simple problem: Numerical illustration. (English) Zbl 0906.62108 Insur. Math. Econ. 20, No. 1, 43-58 (1997). MSC: 62P05 65C99 91B30 PDFBibTeX XMLCite \textit{F. De Vylder} et al., Insur. Math. Econ. 20, No. 1, 43--58 (1997; Zbl 0906.62108) Full Text: DOI
De Vylder, F.; Marceau, E. Classical numerical ruin probabilities. (English) Zbl 0880.62108 Scand. Actuarial J. 1996, No. 2, 109-123 (1996). MSC: 62P05 60K05 91B30 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{E. Marceau}, Scand. Actuarial J. 1996, No. 2, 109--123 (1996; Zbl 0880.62108) Full Text: DOI
Vanneste, M.; Goovaerts, M. J.; De Vylder, F.; Kaas, R. A stochastic approach to catastrophic risks. (English) Zbl 0863.90045 Scand. Actuarial J. 1996, No. 2, 99-108 (1996). MSC: 91B30 60K99 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Scand. Actuarial J. 1996, No. 2, 99--108 (1996; Zbl 0863.90045) Full Text: DOI
De Vylder, F.; Marceau, E. The numerical solution of the Schmitter problems: Theory. (English) Zbl 0890.90037 Insur. Math. Econ. 19, No. 1, 1-18 (1996). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{E. Marceau}, Insur. Math. Econ. 19, No. 1, 1--18 (1996; Zbl 0890.90037) Full Text: DOI
De Vylder, F.; Goovaerts, M.; Cossette, H. Classical regression model under zero-excess assumptions. (English) Zbl 0847.62053 J. Comput. Appl. Math. 64, No. 1-2, 189-196 (1995). MSC: 62J05 62J99 62H12 46N30 PDFBibTeX XMLCite \textit{F. De Vylder} et al., J. Comput. Appl. Math. 64, No. 1--2, 189--196 (1995; Zbl 0847.62053) Full Text: DOI
De Vylder, F.; Marceau, E. Explicit analytic ruin probabilities for bounded claims. (English) Zbl 0841.62094 Insur. Math. Econ. 16, No. 1, 79-105 (1995). MSC: 62P05 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{E. Marceau}, Insur. Math. Econ. 16, No. 1, 79--105 (1995; Zbl 0841.62094) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. A note on the solution of practical ruin problems. (English) Zbl 0818.62094 Insur. Math. Econ. 15, No. 2-3, 181-186 (1994). MSC: 62P05 91B30 65C99 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 15, No. 2--3, 181--186 (1994; Zbl 0818.62094) Full Text: DOI
Vanneste, M.; Goovaerts, M. J.; De Vylder, F.; Kaas, R. Evaluation techniques for distributions arising from stochastic processes defined from a Lagrangian. (English) Zbl 0807.62084 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 1-12 (1993). MSC: 62P05 60H99 60E99 60G99 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 1--12 (1993; Zbl 0807.62084) Full Text: DOI
De Vylder, Floriaen E. C.; Goovaerts, Marc J. Estimation of variance in a classical model when the coefficients of kurtosis of the variables are known. (Estimation de la variance, dans un modèle classique, si les coefficients d’aplatissement des variables sont connus.) (French) Zbl 0972.62507 Rev. Stat. Appl. 41, No. 3, 5-20 (1993). MSC: 62F10 PDFBibTeX XMLCite \textit{F. E. C. De Vylder} and \textit{M. J. Goovaerts}, Rev. Stat. Appl. 41, No. 3, 5--20 (1993; Zbl 0972.62507) Full Text: Numdam EuDML
de Vylder, F.; Goonvaerts, M. J.; Kaas, R. Stochastic processes defined from a Lagrangian. (English) Zbl 0756.60104 Insur. Math. Econ. 11, No. 1, 55-69 (1992). MSC: 60K99 60J99 PDFBibTeX XMLCite \textit{F. de Vylder} et al., Insur. Math. Econ. 11, No. 1, 55--69 (1992; Zbl 0756.60104) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. Optimal parameter estimation under zero-excess assumptions in a classical model. (English) Zbl 0752.62076 Insur. Math. Econ. 11, No. 1, 1-6 (1992). MSC: 62P05 62F10 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 11, No. 1, 1--6 (1992; Zbl 0752.62076) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model. (English) Zbl 0745.62097 Insur. Math. Econ. 10, No. 4, 233-238 (1992). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 10, No. 4, 233--238 (1992; Zbl 0745.62097) Full Text: DOI
de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R. Interest randomness in annuities certain. (English) Zbl 0778.62098 Insur. Math. Econ. 11, No. 4, 271-281 (1992). Reviewer: E.Shiu (Iowa City) MSC: 62P05 60H05 PDFBibTeX XMLCite \textit{A. de Schepper} et al., Insur. Math. Econ. 11, No. 4, 271--281 (1992; Zbl 0778.62098) Full Text: DOI
de Vylder, F.; Goovaerts, M. Optimal parameter estimation under zero excess assumptions in the Bühlmann–Straub model. (English) Zbl 0783.62088 Insur. Math. Econ. 11, No. 3, 167-171 (1992). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 11, No. 3, 167--171 (1992; Zbl 0783.62088) Full Text: DOI
De Vylder, F.; Goovaerts, M. J. A summary of new results on optimal parameter estimation under zero- excess assumptions. (English) Zbl 0781.62161 Insur. Math. Econ. 11, No. 2, 153-161 (1992). MSC: 62P05 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 11, No. 2, 153--161 (1992; Zbl 0781.62161) Full Text: DOI
Goovaerts, M. J.; De Vylder, F.; Kaas, R. A stochastic approach to insurance cycles. (English) Zbl 0760.62095 Insur. Math. Econ. 11, No. 2, 97-107 (1992). MSC: 62P05 60K99 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 11, No. 2, 97--107 (1992; Zbl 0760.62095) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. Recursive calculation of finite-time ruin probabilities. (English) Zbl 0629.62101 Insur. Math. Econ. 7, No. 1, 1-7 (1988). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 7, No. 1, 1--7 (1988; Zbl 0629.62101) Full Text: DOI
van Wouwe, M.; de Vylder, F.; Goovaerts, M. Some numerical methods for calculating semilinear credibility estimators. (English) Zbl 0606.62119 Insurance and risk theory, Proc. NATO Adv. Study Inst., Maratea/Italy 1985, NATO ASI Ser., Ser. C 171, 325-347 (1986). MSC: 62P05 PDFBibTeX XML
Broeckx, F.; Goovaerts, M.; de Vylder, F. Ordering of risks and ruin probabilities. (English) Zbl 0589.62089 Insur. Math. Econ. 5, 35-44 (1986). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{F. Broeckx} et al., Insur. Math. Econ. 5, 35--44 (1986; Zbl 0589.62089) Full Text: DOI
Goovaerts, M. (ed.); de Vylder, F. (ed.); Haezendonck, J. (ed.) Insurance and risk theory. (Proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, July 15-25, 1985). (English) Zbl 0587.00013 NATO ASI Series. Series C: Mathematical and Physical Sciences, Vol. 171. Published in cooperation with NATO Scientific Affairs Division. Dordrecht etc.: D. Reidel Publishing Company. XII, 487 p. Dfl. 188.00; $ 79.98; £52.25 (1986). MSC: 00B25 62-06 91-06 91B30 PDFBibTeX XML
de Vylder, F.; Goovaerts, M. Semilinear credibility with several approximating functions. (English) Zbl 0571.62095 Insur. Math. Econ. 4, 155-162 (1985). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 4, 155--162 (1985; Zbl 0571.62095) Full Text: DOI
Broeckx, F.; Bertels, J.; de Vylder, F.; Goovaerts, M. Linear programming with an infinite number of inequality-constraints, solving an insurance problem. (English) Zbl 0562.90099 Rev. Belg. Stat. Inf. Rech. Opér. 24, No. 4, 3-18 (1984). MSC: 90C90 90C05 62P05 PDFBibTeX XMLCite \textit{F. Broeckx} et al., Rev. Belg. Stat. Inf. Rech. Opér. 24, No. 4, 3--18 (1984; Zbl 0562.90099)
de Vylder, F.; Goovaerts, M. Bounds for classical ruin probabilities. (English) Zbl 0547.62068 Insur. Math. Econ. 3, 121-131 (1984). Reviewer: E.Shiu MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 3, 121--131 (1984; Zbl 0547.62068) Full Text: DOI
Haezendonck, J.; de Vylder, F.; Delbaen, F. Representation theorems for extremal distributions. (English) Zbl 0546.60018 Insur. Math. Econ. 3, 195-199 (1984). Reviewer: X.Yu MSC: 60E05 46A99 60A10 PDFBibTeX XMLCite \textit{J. Haezendonck} et al., Insur. Math. Econ. 3, 195--199 (1984; Zbl 0546.60018) Full Text: DOI
Goovaerts, M.; de Vylder, F. A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions. (English) Zbl 0545.62068 Insur. Math. Econ. 3, 201-204 (1984). Reviewer: A.Reich MSC: 62P05 15A99 PDFBibTeX XMLCite \textit{M. Goovaerts} and \textit{F. de Vylder}, Insur. Math. Econ. 3, 201--204 (1984; Zbl 0545.62068) Full Text: DOI
de Vylder, F.; Goovaerts, M. The structure of the distribution of a couple of observable random variables in credibility theory. (English) Zbl 0545.62067 Insur. Math. Econ. 3, 179-188 (1984). Reviewer: A.Reich MSC: 62P05 15A99 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 3, 179--188 (1984; Zbl 0545.62067) Full Text: DOI
Goovaerts, M. J.; De Vylder, F. Stop-loss ordering for scale and power mixtures of distributions. (English) Zbl 0541.62098 Scand. Actuarial J. 1984, 95-101 (1984). MSC: 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{F. De Vylder}, Scand. Actuarial J. 1984, 95--101 (1984; Zbl 0541.62098) Full Text: DOI Link
van Wouwe, M.; de Vylder, F.; Goovaerts, M. The influence of reinsurance limits on infinite time ruin probabilities. (English) Zbl 0539.62112 Premium calculation in insurance, NATO ASI Ser., Ser. C 121, 493-504 (1984). Reviewer: Ch.Netzel MSC: 62P05 PDFBibTeX XML
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. Insurance premiums. Theory and applications. (English) Zbl 0532.62082 Amsterdam - New York - Oxford: North-Holland. XI, 406 p. $ 63.75; Dfl. 150.00 (1984). Reviewer: W.-R.Heilmann MSC: 62-02 62P05 91-02 91B30 90C25 60E15 PDFBibTeX XML
de Vylder, F. (ed.); Goovaerts, M. (ed.); Haezendonck, J. (ed.) Premium calculation in insurance. Proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18–31, 1983. (English) Zbl 0528.00012 NATO ASI Series. Series C: Mathematical and Physical Sciences, Vol. 121. Published in cooperation with NATO Scientific Affairs Division. Dordrecht - Boston - Lancaster: D. Reidel Publishing Company. XI, 564 p. Dfl. 200.00; $ 76.00 (1984). MSC: 00B25 91-06 91B30 PDFBibTeX XML
Goovaerts, M. J.; de Vylder, F. Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions. (English) Zbl 0527.62093 J. Econom. 23, 77-90 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{F. de Vylder}, J. Econom. 23, 77--90 (1983; Zbl 0527.62093) Full Text: DOI Link
de Vylder, F.; Goovaerts, M. Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. (English) Zbl 0519.62092 Insur. Math. Econ. 2, 241-249 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 241--249 (1983; Zbl 0519.62092) Full Text: DOI
de Vylder, F.; Goovaerts, M. Maximization of the variance of a stop-loss reinsured risk. (English) Zbl 0513.62102 Insur. Math. Econ. 2, 75-80 (1983). MSC: 62P05 90C15 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 75--80 (1983; Zbl 0513.62102) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. Analytical best upper bounds on stop-loss premiums. (English) Zbl 0508.62088 Insur. Math. Econ. 1, 197-211 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 1, 197--211 (1982; Zbl 0508.62088) Full Text: DOI
de Vylder, F.; Goovaerts, M. J. Upper bounds for ruin probabilities in a new general risk model, by the martingales method. (English) Zbl 0499.62092 J. Comput. Appl. Math. 8, 121-126 (1982). MSC: 62P05 60G42 60G55 60G50 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. J. Goovaerts}, J. Comput. Appl. Math. 8, 121--126 (1982; Zbl 0499.62092) Full Text: DOI
Goovaerts, M. J.; Haezendonck, J.; de Vylder, F. Numerical best bounds on stop-loss premiums. (English) Zbl 0498.62089 Insur. Math. Econ. 1, 287-302 (1982). MSC: 62P05 90C05 90C90 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 1, 287--302 (1982; Zbl 0498.62089) Full Text: DOI
de Vylder, Florian; Sundt, Bjorn Constrained credibility estimators in the regression model. (English) Zbl 0496.62086 Scand. Actuarial J. 1982, 23-27 (1982). MSC: 62P05 62J05 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{B. Sundt}, Scand. Actuarial J. 1982, 23--27 (1982; Zbl 0496.62086) Full Text: DOI
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. Ordering of risks: a review. (English) Zbl 0492.62090 Insur. Math. Econ. 1, 131-161 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 1, 131--161 (1982; Zbl 0492.62090) Full Text: DOI
de Vylder, F.; Goovaerts, M. Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable. (English) Zbl 0487.62087 Mitt. Ver. Schweiz. Versicherungsmath. 1982, 149-164 (1982). MSC: 62P05 26D15 PDFBibTeX XMLCite \textit{F. de Vylder} and \textit{M. Goovaerts}, Mitt., Ver. Schweiz. Versicherungsmath. 1982, 149--164 (1982; Zbl 0487.62087)
Haezendonck, J.; De Vylder, F. A comparison criterion for explosions in point processes. (English) Zbl 0461.60070 J. Appl. Probab. 17, 1102-1107 (1980). MSC: 60G55 PDFBibTeX XMLCite \textit{J. Haezendonck} and \textit{F. De Vylder}, J. Appl. Probab. 17, 1102--1107 (1980; Zbl 0461.60070) Full Text: DOI
De Vylder, Fl.; Haezendonck, J. Explosions in random point processes. (English) Zbl 0447.60038 Scand. Actuarial J. 1980, 195-202 (1980). MSC: 60G55 PDFBibTeX XMLCite \textit{Fl. De Vylder} and \textit{J. Haezendonck}, Scand. Actuarial J. 1980, 195--202 (1980; Zbl 0447.60038) Full Text: DOI
Goovaerts, M. J.; De Vylder, F. Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions. (English) Zbl 0446.62107 Scand. Actuarial J. 1980, 141-148 (1980). MSC: 62P05 62E10 62E15 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{F. De Vylder}, Scand. Actuarial J. 1980, 141--148 (1980; Zbl 0446.62107) Full Text: DOI
De Vylder, F.; Goovaerts, M. Convexity inequalities for the Swiss premium. (English) Zbl 0427.62077 Bl., Dtsch. Ges. Versicherungsmath. 14, 427-437 (1980). MSC: 62P05 26A51 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{M. Goovaerts}, Bl., Dtsch. Ges. Versicherungsmath. 14, 427--437 (1980; Zbl 0427.62077) Full Text: DOI
De Vylder, Floriaan; Goovaerts, Marc An invariance property of the Swiss premium calculation principle. (English) Zbl 0419.62089 Mitt. Ver. Schweiz. VersicherungsMath. 79, 105-120 (1979). MSC: 62P05 PDFBibTeX XMLCite \textit{F. De Vylder} and \textit{M. Goovaerts}, Mitt., Ver. Schweiz. Versicherungsmath. 79, 105--120 (1979; Zbl 0419.62089)