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.; 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
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, 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 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
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. Compound and mixed distributions. (English) Zbl 0666.60016 Insur. Math. Econ. 8, No. 1, 57-62 (1989). MSC: 60E05 60E07 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 8, No. 1, 57--62 (1989; Zbl 0666.60016) 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. 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.; 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
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
de Vylder, Fl. A new proof for a known result in risk theory. (English) Zbl 0372.60122 J. Comput. Appl. Math. 3, 277-279 (1977). MSC: 60K10 PDFBibTeX XMLCite \textit{Fl. de Vylder}, J. Comput. Appl. Math. 3, 277--279 (1977; Zbl 0372.60122) Full Text: DOI