Albrecher, Hansjoerg; Beirlant, Jan; Teugels, Jozef L. Reinsurance. Actuarial and statistical aspects. (English) Zbl 1376.91004 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-77268-3/hbk; 978-1-119-41254-0/ebook). xi, 352 p. (2017). MSC: 91-02 91B30 62P05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Reinsurance. Actuarial and statistical aspects. Hoboken, NJ: John Wiley \& Sons (2017; Zbl 1376.91004) Full Text: DOI
Albrecher, Hansjoerg; Robert, Christian; Teugels, Jef Joint asymptotic distributions of smallest and largest insurance claims. arXiv:1402.6128 Preprint, arXiv:1402.6128 [math.PR] (2014). BibTeX Cite \textit{H. Albrecher} et al., ``Joint asymptotic distributions of smallest and largest insurance claims'', Preprint, arXiv:1402.6128 [math.PR] (2014) Full Text: arXiv OA License
Dierckx, Goedele; Teugels, Jef Trend analysis of extreme values. (English) Zbl 1317.60065 Barbour, Andrew D. (ed) et al., Probability approximations and beyond. Papers based on the presentations at the conference, Singapore, June 25–26, 2010 to honor Louis Chen on his 70th birthday. New York, NY: Springer (ISBN 978-1-4614-1965-5/hbk; 978-1-4614-1966-2/ebook). Lecture Notes in Statistics 205, 101-108 (2012). MSC: 60G70 PDFBibTeX XMLCite \textit{G. Dierckx} and \textit{J. Teugels}, Lect. Notes Stat. 205, 101--108 (2012; Zbl 1317.60065) Full Text: DOI
Masol, Viktoriya; Teugels, Jef L. Numerical accuracy of real inversion formulas for the Laplace transform. (English) Zbl 1183.65172 J. Comput. Appl. Math. 233, No. 10, 2521-2533 (2010). MSC: 65R10 44A10 65R30 PDFBibTeX XMLCite \textit{V. Masol} and \textit{J. L. Teugels}, J. Comput. Appl. Math. 233, No. 10, 2521--2533 (2010; Zbl 1183.65172) Full Text: DOI
Albrecher, H.; Ladoucette, Sophie A.; Teugels, Jef L. Asymptotics of the sample coefficient of variation and the sample dispersion. (English) Zbl 1177.62065 J. Stat. Plann. Inference 140, No. 2, 358-368 (2010). MSC: 62G20 62E20 60F05 PDFBibTeX XMLCite \textit{H. Albrecher} et al., J. Stat. Plann. Inference 140, No. 2, 358--368 (2010; Zbl 1177.62065) Full Text: DOI Link
Albrecher, Hansjörg; Teugels, Jozef L.; Scheicher, Klaus A combinational identity for a problem in asymptotic statistic. (English) Zbl 1274.62336 Appl. Anal. Discrete Math. 3, No. 1, 64-68 (2009). MSC: 62G20 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Appl. Anal. Discrete Math. 3, No. 1, 64--68 (2009; Zbl 1274.62336) Full Text: DOI
Teugels, Jef L.; Vanroelen, Giovanni Probabilistic inversion formulas for the Laplace transform: theory and methods. (English) Zbl 1397.60045 S. Afr. Stat. J. 42, No. 2, 89-99 (2008). MSC: 60E10 44A10 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{G. Vanroelen}, S. Afr. Stat. J. 42, No. 2, 89--99 (2008; Zbl 1397.60045) Full Text: Link
Albrecher, Hansjörg; Teugels, Jozef L. On excess-of-loss reinsurance. (English) Zbl 1224.62119 Teor. Jmovirn. Mat. Stat. 79, 5-19 (2008) and Theory Probab. Math. Stat. 79, 7-22 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{J. L. Teugels}, Teor. Ĭmovirn. Mat. Stat. 79, 5--19 (2008; Zbl 1224.62119) Full Text: DOI
Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef Stochastic processes for insurance and finance. Reprint of the 1999 hardback ed. (English) Zbl 1152.60006 Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-74363-8/pbk). xviii, 654 p. (2008). MSC: 60-02 60G35 PDFBibTeX XMLCite \textit{T. Rolski} et al., Stochastic processes for insurance and finance. Reprint of the 1999 hardback ed. Hoboken, NJ: John Wiley \& Sons (2008; Zbl 1152.60006)
Ladoucette, Sophie A.; Teugels, Jef L. Asymptotics for ratios with applications to reinsurance. (English) Zbl 1131.62038 Methodol. Comput. Appl. Probab. 9, No. 2, 225-242 (2007). Reviewer: L. Heinrich (Augsburg) MSC: 62G20 60F99 62E20 62P05 62G30 91B30 62G32 60G50 PDFBibTeX XMLCite \textit{S. A. Ladoucette} and \textit{J. L. Teugels}, Methodol. Comput. Appl. Probab. 9, No. 2, 225--242 (2007; Zbl 1131.62038) Full Text: DOI
Omey, E. A. M.; Teugels, J. L. A note on Blackwell’s renewal theorem. (English) Zbl 1411.60130 J. Math. Sci., New York 132, No. 5, 656-659 (2006). MSC: 60K05 PDFBibTeX XMLCite \textit{E. A. M. Omey} and \textit{J. L. Teugels}, J. Math. Sci., New York 132, No. 5, 656--659 (2006; Zbl 1411.60130) Full Text: DOI
Ladoucette, S. A.; Teugels, J. L. The largest claims treaty ECOMOR. (English) Zbl 1308.91085 Di Bucchianico, Alessandro (ed.) et al., Progress in industrial mathematics at ECMI 2004. Papers of the 13th European conference on mathematics for industry, Eindhoven, Netherlands, June 21–25, 2004. Berlin: Springer (ISBN 3-540-28072-3/hbk). Mathematics in Industry 8, 422-426 (2006). MSC: 91B30 62P05 60G70 PDFBibTeX XMLCite \textit{S. A. Ladoucette} and \textit{J. L. Teugels}, Math. Ind. 8, 422--426 (2006; Zbl 1308.91085) Full Text: DOI
Teugels, J. L.; Vandewalle, B. Statistical analysis of catastrophic events. (English) Zbl 1142.62352 Marti, Kurt (ed.) et al., Coping with uncertainty. Modeling and policy issues. Selected papers based on the presentations at the workshop ‘Coping with uncertainty’, Laxenburg, Austria, December 13–16,2004. Berlin: Springer (ISBN 3-540-35258-9/pbk). Lecture Notes in Economics and Mathematical Systems 581, 105-117 (2006). MSC: 62G32 62P99 62P12 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{B. Vandewalle}, Lect. Notes Econ. Math. Syst. 581, 105--117 (2006; Zbl 1142.62352)
Ladoucette, Sophie A.; Teugels, Jef J. Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures. (English) Zbl 1164.60328 Publ. Inst. Math., Nouv. Sér. 80(94), 219-240 (2006). Reviewer: Slobodanka Janković (Beograd) MSC: 60F05 91B30 PDFBibTeX XMLCite \textit{S. A. Ladoucette} and \textit{J. J. Teugels}, Publ. Inst. Math., Nouv. Sér. 80(94), 219--240 (2006; Zbl 1164.60328) Full Text: DOI EuDML
Albrecher, H.; Teugels, J. L. Asymptotic analysis of a measure of variation. (English) Zbl 1150.62363 Teor. Jmovirn. Mat. Stat. 74, 1-9 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 62G20 62G32 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{J. L. Teugels}, Teor. Ĭmovirn. Mat. Stat. 74, 1--9 (2006; Zbl 1150.62363) Full Text: Link
Silvestrov, Dmitrii; Teugels, Jozef; Masol, Viktoriya; Malyarenko, Anatoliy Innovation methods, algorithms, and software for analysis of reinsurance contracts. (English) Zbl 1142.62093 Theory Stoch. Process. 12, No. 28, Part 3-4, 203-238 (2006). Reviewer: A. D. Borisenko (Kyïv) MSC: 62P05 62G32 65C05 91B30 PDFBibTeX XMLCite \textit{D. Silvestrov} et al., Theory Stoch. Process. 12(28), No. 3--4, 203--238 (2006; Zbl 1142.62093)
Albrecher, Hansjörg; Teugels, Jef L. Exponential behavior in the presence of dependence in risk theory. (English) Zbl 1097.62110 J. Appl. Probab. 43, No. 1, 257-273 (2006). MSC: 62P05 60G50 91B30 60K05 PDFBibTeX XMLCite \textit{H. Albrecher} and \textit{J. L. Teugels}, J. Appl. Probab. 43, No. 1, 257--273 (2006; Zbl 1097.62110) Full Text: DOI Euclid
Ladoucette, Sophie A.; Teugels, Jef L. Analysis of risk measures for reinsurance layers. (English) Zbl 1168.91416 Insur. Math. Econ. 38, No. 3, 630-639 (2006). MSC: 91B30 62P05 62E10 PDFBibTeX XMLCite \textit{S. A. Ladoucette} and \textit{J. L. Teugels}, Insur. Math. Econ. 38, No. 3, 630--639 (2006; Zbl 1168.91416) Full Text: DOI
Ladoucette, Sophie A.; Teugels, Jef L. Reinsurance of large claims. (English) Zbl 1120.62093 J. Comput. Appl. Math. 186, No. 1, 163-190 (2006). MSC: 62P05 62G32 91B30 PDFBibTeX XMLCite \textit{S. A. Ladoucette} and \textit{J. L. Teugels}, J. Comput. Appl. Math. 186, No. 1, 163--190 (2006; Zbl 1120.62093) Full Text: DOI
Teugels, Jef L. Internal cohesion within ISI. (English) Zbl 07882927 Int. Stat. Rev. 73, No. 2, 275-276 (2005). MSC: 62-XX PDFBibTeX XMLCite \textit{J. L. Teugels}, Int. Stat. Rev. 73, No. 2, 275--276 (2005; Zbl 07882927) Full Text: DOI
El-Shaarawi, Abdel H.; Teugels, Jef Environmental statistics: current and future. (English) Zbl 07882912 Int. Stat. Rev. 73, No. 2, 233-236 (2005). MSC: 62Pxx 62-XX 62Dxx PDFBibTeX XMLCite \textit{A. H. El-Shaarawi} and \textit{J. Teugels}, Int. Stat. Rev. 73, No. 2, 233--236 (2005; Zbl 07882912) Full Text: DOI
Teugels, Jef L. Discussant: Jef L. Teugels. (English) Zbl 07882893 Int. Stat. Rev. 73, No. 2, 165-168 (2005). MSC: 62-XX 62Mxx 62Pxx PDFBibTeX XMLCite \textit{J. L. Teugels}, Int. Stat. Rev. 73, No. 2, 165--168 (2005; Zbl 07882893) Full Text: DOI
Teugels, Jef L. Risk control through reinsurance. (Dutch) Zbl 1117.91384 Nieuw Arch. Wiskd. (5) 6, No. 3, 226-231 (2005). MSC: 91B30 PDFBibTeX XMLCite \textit{J. L. Teugels}, Nieuw Arch. Wiskd. (5) 6, No. 3, 226--231 (2005; Zbl 1117.91384)
Ladoucette, S. A.; Teugels, J. L. Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures. arXiv:math/0511082 Preprint, arXiv:math/0511082 [math.PR] (2005). MSC: 60F05 91B30 BibTeX Cite \textit{S. A. Ladoucette} and \textit{J. L. Teugels}, ``Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures'', Preprint, arXiv:math/0511082 [math.PR] (2005) Full Text: arXiv
Omey, E. A. M.; Teugels, J. L. A note on Blackwell’s renewal theorem. (English) Zbl 1071.60080 J. Math. Sci., New York 121, No. 5, 2688-2691 (2004). Reviewer: Valentin Topchii (Omsk) MSC: 60K05 PDFBibTeX XMLCite \textit{E. A. M. Omey} and \textit{J. L. Teugels}, J. Math. Sci., New York 121, No. 5, 2688--2691 (2004; Zbl 1071.60080) Full Text: DOI
Silvestrov, Dmitrii S.; Teugels, Jozef L. Limit theorems for mixed max-sum processes with renewal stopping. (English) Zbl 1076.60040 Ann. Appl. Probab. 14, No. 4, 1838-1868 (2004). Reviewer: A. A. Dorogovtsev (Kyïv) MSC: 60G51 60K05 60G70 60F05 PDFBibTeX XMLCite \textit{D. S. Silvestrov} and \textit{J. L. Teugels}, Ann. Appl. Probab. 14, No. 4, 1838--1868 (2004; Zbl 1076.60040) Full Text: DOI arXiv Euclid
Beirlant, Jan; Goegebeur, Yuri; Teugels, Jozef; Segers, Johan; De Waal, Daniel; Ferro, Chris Statistics of extremes. Theory and applications. (English) Zbl 1070.62036 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 0-471-97647-4/hbk; 978-0-470-01238-3/ebook). xiii, 490 p., erratum: ftp.wiley.co.uk/books/extremes. (2004). Reviewer: H. N. Nagaraja (Columbus/Ohio) MSC: 62G32 62-01 60G70 62G30 62M10 62F15 62-02 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Statistics of extremes. Theory and applications. Hoboken, NJ: John Wiley \& Sons (2004; Zbl 1070.62036) Full Text: DOI
Teugels, Jozef L. (ed.); Sundt, Bjørn (ed.) Encyclopedia of actuarial science. 3 Vols. (English) Zbl 1114.62112 Hoboken, NJ: John Wiley & Sons (ISBN 0-470-84676-3/hbk). xxxiv, 1842 p. (2004). MSC: 62P05 62-00 91B30 91-00 PDFBibTeX XMLCite \textit{J. L. Teugels} (ed.) and \textit{B. Sundt} (ed.), Encyclopedia of actuarial science. 3 Vols. Hoboken, NJ: John Wiley \& Sons (2004; Zbl 1114.62112)
Teugels, Jef L.; Vanroelen, Giovanni Box-Cox transformations and heavy-tailed distributions. (English) Zbl 1048.62053 J. Appl. Probab. 41A, Spec. Iss., 213-227 (2004). MSC: 62G32 26A12 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{G. Vanroelen}, J. Appl. Probab. 41A, 213--227 (2004; Zbl 1048.62053) Full Text: DOI
Teugels, Jef L.; Vanroelen, Giovanni Convergence of ratios and differences of two order statistics. (English) Zbl 1028.62037 Publ. Inst. Math., Nouv. Sér. 71(85), 113-122 (2002). Reviewer: Slobodanka Janković (Beograd) MSC: 62G30 26A12 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{G. Vanroelen}, Publ. Inst. Math., Nouv. Sér. 71(85), 113--122 (2002; Zbl 1028.62037) Full Text: DOI EuDML
Beirlant, J.; De Wall, D. J.; Teugels, J. L. The generalized Burr-Gamma family of distributions with applications in extreme value analysis. (English) Zbl 1021.62003 Berkes, I. (ed.) et al., Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28-July 2, 1999. Vol I. Budapest: János Bolyai Mathematical Society. 113-132 (2002). Reviewer: Carlo Sempi (Lecce) MSC: 62E10 62G32 PDFBibTeX XMLCite \textit{J. Beirlant} et al., in: Limit theorems in probability and statistics. Fourth Hungarian colloquium on limit theorems in probability and statistics, Balatonlelle, Hungary, June 28--July 2, 1999. Vol I. Budapest: János Bolyai Mathematical Society. 113--132 (2002; Zbl 1021.62003)
Omey, Edward; Teugels, Jef L. Weighted renewal functions: A hierarchical approach. (English) Zbl 1009.60075 Adv. Appl. Probab. 34, No. 2, 394-415 (2002). Reviewer: Valentin Topchii (Omsk) MSC: 60K05 26A12 60E05 60K10 PDFBibTeX XMLCite \textit{E. Omey} and \textit{J. L. Teugels}, Adv. Appl. Probab. 34, No. 2, 394--415 (2002; Zbl 1009.60075) Full Text: DOI
Teugels, Jef L. On order statistics close to the maximum. (English) Zbl 1373.62214 de Gunst, Mathisca (ed.) et al., State of the art in probability and statistics. Festschrift for Willem R. van Zwet. Papers from the symposium, Leiden, Netherlands, March 23–26, 1999. Beachwood, OH: IMS, Institute of Mathematical Statistics (ISBN 0-940600-50-1). IMS Lect. Notes, Monogr. Ser. 36, 568-581 (2001). MSC: 62G30 PDFBibTeX XMLCite \textit{J. L. Teugels}, IMS Lect. Notes, Monogr. Ser. 36, 568--581 (2001; Zbl 1373.62214) Full Text: DOI Euclid
Albrecher, Hansjörg; Teugels, Jozef L.; Tichy, Robert F. On a gamma series expansion for the time-dependent probability of collective ruin. (English) Zbl 1025.62036 Insur. Math. Econ. 29, No. 3, 345-355 (2001). MSC: 62P05 62E20 91B30 PDFBibTeX XMLCite \textit{H. Albrecher} et al., Insur. Math. Econ. 29, No. 3, 345--355 (2001; Zbl 1025.62036) Full Text: DOI
Fuchs, A.; Joffe, A.; Teugels, J. Expectation of the ratio of the sum of squares to the square of the sum: Exact and asymptotic results. (English) Zbl 1001.60025 Theory Probab. Appl. 46, No. 2, 243-255 (2001) and Teor. Veroyatn. Primen. 46, No. 2, 297-310 (2001). MSC: 60E99 60E10 PDFBibTeX XMLCite \textit{A. Fuchs} et al., Theory Probab. Appl. 46, No. 2, 243--255 (2001) and Teor. Veroyatn. Primen. 46, No. 2, 297--310 (2001; Zbl 1001.60025) Full Text: DOI
Beirlant, J.; de Waal, D. J.; Teugels, J. L. A multivariate generalized Burr-Gamma distribution. (English) Zbl 0984.62035 S. Afr. Stat. J. 34, No. 2, 111-133 (2000). MSC: 62H05 62H12 62G32 PDFBibTeX XMLCite \textit{J. Beirlant} et al., S. Afr. Stat. J. 34, No. 2, 111--133 (2000; Zbl 0984.62035)
Segers, Johan; Teugels, Jef Testing the Gumbel hypothesis by Galton’s ratio. (English) Zbl 0979.62031 Extremes 3, No. 3, 291-303 (2000). Reviewer: R.E.Maiboroda (Kyïv) MSC: 62G10 62G32 62G20 62G30 PDFBibTeX XMLCite \textit{J. Segers} and \textit{J. Teugels}, Extremes 3, No. 3, 291--303 (2000; Zbl 0979.62031) Full Text: DOI
Rolski, Tomasz; Schmidli, Hanspeter; Schmidt, Volker; Teugels, Jozef Stochastic processes for insurance and finance. (English) Zbl 0940.60005 Chichester: Wiley. xviii, 654 p. (1999). Reviewer: U.Küchler (Berlin) MSC: 60-02 60G35 62P05 91B30 91G80 91-02 PDFBibTeX XMLCite \textit{T. Rolski} et al., Stochastic processes for insurance and finance. Chichester: Wiley (1999; Zbl 0940.60005)
Silvestrov, D. S.; Teugels, L. J. Asymptotics of multivariate extremes with random sample size. (English) Zbl 0933.60004 Stud. Sci. Math. Hung. 34, No. 1-3, 391-400 (1998). MSC: 60F05 26A12 60G70 PDFBibTeX XMLCite \textit{D. S. Silvestrov} and \textit{L. J. Teugels}, Stud. Sci. Math. Hung. 34, No. 1--3, 391--400 (1998; Zbl 0933.60004)
Teugels, J. L.; Van Horebeek, J. Algebraic descriptions of nominal multivariate discrete data. (English) Zbl 0922.62059 J. Multivariate Anal. 67, No. 2, 203-226 (1998). Reviewer: Wang Songgui (Beijing) MSC: 62J99 62H05 62J12 62H20 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{J. Van Horebeek}, J. Multivariate Anal. 67, No. 2, 203--226 (1998; Zbl 0922.62059) Full Text: DOI Link
Silvestrov, Dmitrii S.; Teugels, Jozef L. Limit theorems for extremes with random sample size. (English) Zbl 0916.60017 Adv. Appl. Probab. 30, No. 3, 777-806 (1998). Reviewer: E.Pancheva (Sofia) MSC: 60F05 60G70 PDFBibTeX XMLCite \textit{D. S. Silvestrov} and \textit{J. L. Teugels}, Adv. Appl. Probab. 30, No. 3, 777--806 (1998; Zbl 0916.60017) Full Text: DOI
Teugels, Josef L.; Van Horebeek, Johan Generalized graphical models for discrete data. (English) Zbl 0941.62081 Stat. Probab. Lett. 38, No. 1, 41-47 (1998). MSC: 62J12 05C90 62M40 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{J. Van Horebeek}, Stat. Probab. Lett. 38, No. 1, 41--47 (1998; Zbl 0941.62081) Full Text: DOI
Beirlant, J.; Teugels, J. L.; Vynckier, P. Some thoughts on extreme values. (English) Zbl 1044.60509 Accardi, L. (ed.) et al., Probability towards 2000. Symposium, Columbia Univ., New York, NY, USA, October 2–6, 1995. New York, NY: Springer (ISBN 0-387-98458-5). Lect. Notes Stat. 128, 58-73 (1998). MSC: 60G70 62G30 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Lect. Notes Stat. 128, 58--73 (1998; Zbl 1044.60509)
Schoutens, Wim; Teugels, Jozef L. Lévy processes, polynomials and martingales. (English) Zbl 0895.60050 Commun. Stat., Stochastic Models 14, No. 1-2, 335-349 (1998). Reviewer: B.Grigelionis (Vilnius) MSC: 60G44 60J99 33C65 PDFBibTeX XMLCite \textit{W. Schoutens} and \textit{J. L. Teugels}, Commun. Stat., Stochastic Models 14, No. 1--2, 335--349 (1998; Zbl 0895.60050) Full Text: DOI
Teugels, Józef L. On the Pólya-Eggenberger distribution and its applicability in insurance mathematics. (English) Zbl 0894.62020 Ann. Univ. Mariae Curie-Skłodowska, Sect. A 51, No. 1, 159-172 (1997). MSC: 62E20 62P05 62E15 PDFBibTeX XMLCite \textit{J. L. Teugels}, Ann. Univ. Mariae Curie-Skłodowska, Sect. A 51, No. 1, 159--172 (1997; Zbl 0894.62020)
Sundt, Bjørn; Teugels, Jozef L. The adjustment function in ruin estimates under interest force. (English) Zbl 0910.62107 Insur. Math. Econ. 19, No. 2, 85-94 (1997). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{B. Sundt} and \textit{J. L. Teugels}, Insur. Math. Econ. 19, No. 2, 85--94 (1997; Zbl 0910.62107) Full Text: DOI
Cox, D. R. [Cameron, M.; Hawkins, Anne; Teugels, Jef L.] The current position of statistics: A personal view. (With discussion). (English) Zbl 0932.62002 Int. Stat. Rev. 65, No. 3, 261-290 (1997). MSC: 62-XX PDFBibTeX XMLCite \textit{D. R. Cox}, Int. Stat. Rev. 65, No. 3, 261--290 (1997; Zbl 0932.62002) Full Text: DOI
Teugels, Jozef L.; Vynckier, Petra The structure distribution in a mixed Poisson process. (English) Zbl 0874.60036 J. Appl. Math. Stochastic Anal. 9, No. 4, 489-496 (1996). Reviewer: F.Papangelou (Manchester) MSC: 60G55 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{P. Vynckier}, J. Appl. Math. Stochastic Anal. 9, No. 4, 489--496 (1996; Zbl 0874.60036) Full Text: DOI EuDML
Asmussen, Søren; Teugels, Jozef L. Convergece rates for \(M/G/1\) queues and ruin problems with heavy tails. (English) Zbl 0881.60081 J. Appl. Probab. 33, No. 4, 1181-1190 (1996). Reviewer: W.Schlee (München) MSC: 60K25 60J99 60F99 90B22 PDFBibTeX XMLCite \textit{S. Asmussen} and \textit{J. L. Teugels}, J. Appl. Probab. 33, No. 4, 1181--1190 (1996; Zbl 0881.60081) Full Text: DOI
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. Tail index estimation, Pareto quantile plots, and regression diagnostics. (English) Zbl 0881.62077 J. Am. Stat. Assoc. 91, No. 436, 1659-1667 (1996). MSC: 62J20 62F12 PDFBibTeX XMLCite \textit{J. Beirlant} et al., J. Am. Stat. Assoc. 91, No. 436, 1659--1667 (1996; Zbl 0881.62077) Full Text: DOI
Beirlant, Jan; Teugels, Jozef L.; Vynckier, Petra Practical analysis of extreme values. (English) Zbl 0888.62003 Leuven: Leuven University Press. vi, 170 p. (1996). Reviewer: J.Galambos (Philadelphia) MSC: 62-01 62G30 62-02 62F10 62F12 60G70 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Practical analysis of extreme values. Leuven: Leuven University Press (1996; Zbl 0888.62003)
Beirlant, Jan; Vynckier, Petra; Teugels, Jozef L. Excess functions and estimation of the extreme-value index. (English) Zbl 0870.62019 Bernoulli 2, No. 4, 293-318 (1996). MSC: 62F10 62G30 60G70 PDFBibTeX XMLCite \textit{J. Beirlant} et al., Bernoulli 2, No. 4, 293--318 (1996; Zbl 0870.62019) Full Text: DOI Euclid
Szynal, Dominik; Teugels, Jósef On moments of a class of counting distributions. (English) Zbl 0857.60011 Ann. Univ. Mariae Curie-Skłodowska, Sect. A 49, 199-211 (1995). Reviewer: S.Chukova (Flint) MSC: 60E05 PDFBibTeX XMLCite \textit{D. Szynal} and \textit{J. Teugels}, Ann. Univ. Mariae Curie-Skłodowska, Sect. A 49, 199--211 (1995; Zbl 0857.60011)
Sundt, Bjørn; Teugels, Jozef L. Ruin estimates under interest force. (English) Zbl 0838.62098 Insur. Math. Econ. 16, No. 1, 7-22 (1995). MSC: 62P05 45H05 PDFBibTeX XMLCite \textit{B. Sundt} and \textit{J. L. Teugels}, Insur. Math. Econ. 16, No. 1, 7--22 (1995; Zbl 0838.62098) Full Text: DOI
Beirlant, Jan; Broniatowski, Michel; Teugels, Jozef L.; Vynckier, Petra The mean residual life function at great age: Applications to tail estimation. (English) Zbl 0846.62025 J. Stat. Plann. Inference 45, No. 1-2, 21-48 (1995). MSC: 62F12 62G30 PDFBibTeX XMLCite \textit{J. Beirlant} et al., J. Stat. Plann. Inference 45, No. 1--2, 21--48 (1995; Zbl 0846.62025) Full Text: DOI
Teugels, Jozef L.; Beirlant, Jan A simple approach to classical extreme value theory. (English) Zbl 0968.60049 Skorokhod, A. V. (ed.) et al., Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 457-468 (1995). Reviewer: J.Galambos (Philadelphia) MSC: 60G70 60F05 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{J. Beirlant}, in: Exploring stochastic laws. Festschrift in honour of the 70th birthday of Academician Vladimir Semenovich Korolyuk. Utrecht: VSP. 457--468 (1995; Zbl 0968.60049)
Teugels, J. L.; Vanmarcke, A. Estimating the stationary distribution in a \(GI/M/1\)-queue. (English) Zbl 0810.60092 Stochastic Processes Appl. 54, No. 1, 113-119 (1994). MSC: 60K25 60F25 90B22 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{A. Vanmarcke}, Stochastic Processes Appl. 54, No. 1, 113--119 (1994; Zbl 0810.60092) Full Text: DOI
Szynal, Dominik; Teugels, Jozef L. A stop-loss experience rating scheme for fleets of cars. II. (English) Zbl 0800.62680 Insur. Math. Econ. 13, No. 3, 255-262 (1993). MSC: 62P05 PDFBibTeX XMLCite \textit{D. Szynal} and \textit{J. L. Teugels}, Insur. Math. Econ. 13, No. 3, 255--262 (1993; Zbl 0800.62680) Full Text: DOI
Beirlant, Jan; Teugels, Jozef L. Modeling large claims in non-life insurance. (English) Zbl 0753.62074 Insur. Math. Econ. 11, No. 1, 17-29 (1992). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{J. Beirlant} and \textit{J. L. Teugels}, Insur. Math. Econ. 11, No. 1, 17--29 (1992; Zbl 0753.62074) Full Text: DOI
Beirlant, Jan; Teugels, Jozef L. Limit distributions for compounded sums of extreme order statistics. (English) Zbl 0759.62009 J. Appl. Probab. 29, No. 3, 557-574 (1992). Reviewer: E.Häusler (Gießen) MSC: 62E20 60G70 62G30 26A12 60F05 60K05 PDFBibTeX XMLCite \textit{J. Beirlant} and \textit{J. L. Teugels}, J. Appl. Probab. 29, No. 3, 557--574 (1992; Zbl 0759.62009) Full Text: DOI
Hall, Peter; Teugels, Jozef L.; Vanmarcke, Ann The abscissa of convergence of the Laplace transform. (English) Zbl 0755.60015 J. Appl. Probab. 29, No. 2, 353-362 (1992). Reviewer: C.Klüppelberg (Mannheim) MSC: 60E10 60G70 42A61 62G30 PDFBibTeX XMLCite \textit{P. Hall} et al., J. Appl. Probab. 29, No. 2, 353--362 (1992; Zbl 0755.60015) Full Text: DOI
Willekens, E.; Teugels, J. L. Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time. (English) Zbl 0747.60092 Queueing Syst. 10, No. 4, 295-311 (1992). Reviewer: H.Wegmann (Darmstadt) MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{E. Willekens} and \textit{J. L. Teugels}, Queueing Syst. 10, No. 4, 295--311 (1992; Zbl 0747.60092) Full Text: DOI
Sadaghiani, M. K.; Teugels, J. L.; Leuven, K. U. Models for two-way contingency tables. (English) Zbl 0850.62449 Commun. Stat., Theory Methods 20, No. 7, 2059-2072 (1991). MSC: 62H17 PDFBibTeX XMLCite \textit{M. K. Sadaghiani} et al., Commun. Stat., Theory Methods 20, No. 7, 2059--2072 (1991; Zbl 0850.62449) Full Text: DOI
Teugels, Jozef L.; Sundt, Bjoern A stop-loss experience rating scheme for fleets of cars. (English) Zbl 0729.62628 Insur. Math. Econ. 10, No. 3, 173-179 (1991). MSC: 62P05 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{B. Sundt}, Insur. Math. Econ. 10, No. 3, 173--179 (1991; Zbl 0729.62628) Full Text: DOI
Vanmarcke, Ann; Teugels, Jozef L. The region of convergence of the Laplace transform: Almost sure estimation. (English) Zbl 0772.60011 Stud. Sci. Math. Hung. 26, No. 2-3, 393-400 (1991). Reviewer: A.Földes (Staten Island) MSC: 60E10 60F15 PDFBibTeX XMLCite \textit{A. Vanmarcke} and \textit{J. L. Teugels}, Stud. Sci. Math. Hung. 26, No. 2--3, 393--400 (1991; Zbl 0772.60011)
Teugels, J. L. Bivariate sequences. (English) Zbl 0778.05007 Bull. Soc. Math. Belg., Sér. B 42, No. 1, 1-30 (1990). MSC: 05A40 05A10 PDFBibTeX XMLCite \textit{J. L. Teugels}, Bull. Soc. Math. Belg., Sér. B 42, No. 1, 1--30 (1990; Zbl 0778.05007)
Teugels, J. L. Renewal theory and applications in engineering. (English) Zbl 0722.60088 Z. Angew. Math. Mech. 70, No. 6, 513-518 (1990). Reviewer: H.Wegmann (Darmstadt) MSC: 60K05 62P30 PDFBibTeX XMLCite \textit{J. L. Teugels}, Z. Angew. Math. Mech. 70, No. 6, 513--518 (1990; Zbl 0722.60088)
Teugels, Jozef L. Probabilistic proofs of some real inversion formulas. (English) Zbl 0719.44001 Math. Nachr. 146, 149-157 (1990). Reviewer: W.-D.Richter (Rostock) MSC: 44A10 44A15 60E10 60F05 PDFBibTeX XMLCite \textit{J. L. Teugels}, Math. Nachr. 146, 149--157 (1990; Zbl 0719.44001) Full Text: DOI
Teugels, J. L. The average virtual waiting time as a measure of performance. (English) Zbl 0707.60089 Queueing Syst. 6, No. 3, 327-334 (1990). Reviewer: S.Asmussen MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{J. L. Teugels}, Queueing Syst. 6, No. 3, 327--334 (1990; Zbl 0707.60089) Full Text: DOI
Csörgö, Sándor; Teugels, Jef L. Empirical Laplace transform and approximation of compound distributions. (English) Zbl 0703.62033 J. Appl. Probab. 27, No. 1, 88-101 (1990). Reviewer: L.Weiss MSC: 62F12 60F05 62E20 62P05 PDFBibTeX XMLCite \textit{S. Csörgö} and \textit{J. L. Teugels}, J. Appl. Probab. 27, No. 1, 88--101 (1990; Zbl 0703.62033) Full Text: DOI Link
Teugels, Jozef L. Some representations of the multivariate Bernoulli and binomial distributions. (English) Zbl 0697.62042 J. Multivariate Anal. 32, No. 2, 256-268 (1990). MSC: 62H05 15A99 62H17 PDFBibTeX XMLCite \textit{J. L. Teugels}, J. Multivariate Anal. 32, No. 2, 256--268 (1990; Zbl 0697.62042) Full Text: DOI
Bingham, N. H.; Goldie, C. M.; Teugels, J. L. Regular variation. Paperback ed. (English) Zbl 0667.26003 Encyclopedia of Mathematics and its Applications, 27. Cambridge etc.: Cambridge University Press. 512 p. £20.00/pbk (1989). MSC: 26A12 26A48 26-02 PDFBibTeX XMLCite \textit{N. H. Bingham} et al., Regular variation. Paperback ed. Cambridge etc.: Cambridge University Press (1989; Zbl 0667.26003) Backlinks: MO
Hsing, Tailen; Teugels, J. L. Extremal properties of shot noise processes. (English) Zbl 0681.60110 Adv. Appl. Probab. 21, No. 3, 513-525 (1989). Reviewer: M.Iosifescu MSC: 60K99 60K05 60G55 PDFBibTeX XMLCite \textit{T. Hsing} and \textit{J. L. Teugels}, Adv. Appl. Probab. 21, No. 3, 513--525 (1989; Zbl 0681.60110) Full Text: DOI
Beirlant, Jan; Teugels, Jozef L. Asymptotic normality of Hill’s estimator. (English) Zbl 0678.62025 Extreme value theory, Proc. Conf., Oberwolfach/FRG 1987, Lect. Notes Stat. 51, 148-155 (1989). MSC: 62E20 26A12 60F05 PDFBibTeX XML
Willekens, E.; Teugels, Jozef L. Subordination of stationary processes. (English) Zbl 0669.60038 J. Time Ser. Anal. 9, No. 3, 281-299 (1988). Reviewer: T.Cipra MSC: 60G10 62M15 PDFBibTeX XMLCite \textit{E. Willekens} and \textit{J. L. Teugels}, J. Time Ser. Anal. 9, No. 3, 281--299 (1988; Zbl 0669.60038) Full Text: DOI
Teugels, J. L. Probabilistic derivation of inversion formulas. (English) Zbl 0674.44001 Probability theory and applications, Proc. World Congr. Bernoulli Soc., Tashkent/USSR 1986, Vol. 1, 797-799 (1987). MSC: 44A10 PDFBibTeX XML
Beirlant, Jan; Teugels, J. K. The asymptotic behavior of Hill’s estimator. (English) Zbl 0657.62048 Theory Probab. Appl. 31, 463-469 (1987); reprint from Teor. Veroyatn. Primen. 31, No. 3, 530-536 (1986). MSC: 62G05 62E20 PDFBibTeX XMLCite \textit{J. Beirlant} and \textit{J. K. Teugels}, Theory Probab. Appl. 31, 463--469 (1987; Zbl 0657.62048) Full Text: DOI
Teugels, Jozef L. On Pareto-type distributions. (English) Zbl 0645.62036 Probability theory and mathematical statistics, Proc. 4th Conf., Vilnius/USSR 1985, Vol. 2, 649-651 (1987). Reviewer: C.Klüppelberg MSC: 62F10 62E10 PDFBibTeX XML
Van Assche, Walter; Teugels, Jozef L. Second order asymptotic behaviour of the zeros of orthogonal polynomials. (English) Zbl 0626.33008 Rev. Roum. Math. Pures Appl. 32, 15-26 (1987). Reviewer: M.G.de Bruin MSC: 33C45 30C15 PDFBibTeX XMLCite \textit{W. Van Assche} and \textit{J. L. Teugels}, Rev. Roum. Math. Pures Appl. 32, 15--26 (1987; Zbl 0626.33008)
Teugels, Jozef L.; Willmot, G. Approximations for stop-loss premiums. (English) Zbl 0624.62097 Insur. Math. Econ. 6, 195-202 (1987). MSC: 62P05 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{G. Willmot}, Insur. Math. Econ. 6, 195--202 (1987; Zbl 0624.62097) Full Text: DOI
Bingham, N. H.; Goldie, C. M.; Teugels, Jozef L. Regular variation. (English) Zbl 0617.26001 Encyclopedia of Mathematics and its applications, Vol. 27. Cambridge etc.: Cambridge University Press. xix, 491 p.; Ł 50.00; $ 75.00 (1987). Reviewer: S. Aljančić (Beograd) MSC: 26A12 26A48 26-02 11K65 11N60 30-02 40E05 60-02 60Fxx PDFBibTeX XML
Beirlant, Jan; Teugels, J. K. Asymptotics of Hill’s estimator. (English) Zbl 0611.62036 Teor. Veroyatn. Primen. 31, No. 3, 530-536 (1986). Reviewer: H.Strasser MSC: 62G05 62E20 PDFBibTeX XMLCite \textit{J. Beirlant} and \textit{J. K. Teugels}, Teor. Veroyatn. Primen. 31, No. 3, 530--536 (1986; Zbl 0611.62036)
Teugels, Jozef L.; Van Assche, Walter Sequential testing for exponential and Pareto distributions. (English) Zbl 0606.62086 Sequential Anal. 5, 223-236 (1986). MSC: 62L10 PDFBibTeX XMLCite \textit{J. L. Teugels} and \textit{W. Van Assche}, Sequential Anal. 5, 223--236 (1986; Zbl 0606.62086) Full Text: DOI
De Meyer, A.; Teugels, Jozef L. Limit theorems for Pareto-type distributions. (English) Zbl 0661.62034 Sequential methods in statistics, Banach Cent. Publ. 16, 393-400 (1985). MSC: 62G30 60F05 60E07 PDFBibTeX XML
Haeusler, E.; Teugels, Jozef L. On asymptotic normality of Hill’s estimator for the exponent of regular variation. (English) Zbl 0606.62019 Ann. Stat. 13, 743-756 (1985). MSC: 62E20 62G05 62G30 PDFBibTeX XMLCite \textit{E. Haeusler} and \textit{J. L. Teugels}, Ann. Stat. 13, 743--756 (1985; Zbl 0606.62019) Full Text: DOI
Teugels, Jozef L. Approximation and estimation of some compound distributions. (English) Zbl 0583.62091 Insur. Math. Econ. 4, 143-153 (1985). Reviewer: Ch.Netzel MSC: 62P05 PDFBibTeX XMLCite \textit{J. L. Teugels}, Insur. Math. Econ. 4, 143--153 (1985; Zbl 0583.62091) Full Text: DOI
Embrechts, Paul; Jensen, Jens L.; Maejima, Makoto; Teugels, Jozef L. Approximations for compound Poisson and Pólya processes. (English) Zbl 0576.62098 Adv. Appl. Probab. 17, 623-637 (1985). Reviewer: J.L.Teugels MSC: 62P05 62E20 60F05 PDFBibTeX XMLCite \textit{P. Embrechts} et al., Adv. Appl. Probab. 17, 623--637 (1985; Zbl 0576.62098) Full Text: DOI
Teugels, Jozef L. On successive record values in a sequence of independent identically distributed random variables. (English) Zbl 0562.62090 Statistical extremes and applications, Proc. NATO Adv. Study Inst., Vimeiro/Port. 1983, NATO ASI Ser., Ser. C 131, 639-650 (1984). Reviewer: Ch.Netzel MSC: 62P05 PDFBibTeX XML
Teugels, Jozef L. Extreme values in insurance mathematics. (English) Zbl 0551.62071 Statistical extremes and applications, Proc. NATO Adv. Study Inst., Vimeiro/Port. 1983, NATO ASI Ser., Ser. C 131, 253-259 (1984). MSC: 62P05 PDFBibTeX XML
Teugels, Jozef L. Estimation of ruin probabilities. (English) Zbl 0496.62089 Insur. Math. Econ. 1, 163-175 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{J. L. Teugels}, Insur. Math. Econ. 1, 163--175 (1982; Zbl 0496.62089) Full Text: DOI
Greenwood, P.; Omey, E.; Teugels, J. L. Harmonic renewal measures and bivariate domains of attraction in fluctuation theory. (English) Zbl 0493.60072 Z. Wahrscheinlichkeitstheor. Verw. Geb. 61, 527-539 (1982). MSC: 60G50 60K05 PDFBibTeX XMLCite \textit{P. Greenwood} et al., Z. Wahrscheinlichkeitstheor. Verw. Geb. 61, 527--539 (1982; Zbl 0493.60072) Full Text: DOI
Teugels, Jef L. Controversies in the development of the theory of probability. (Dutch) Zbl 0492.60001 Euclides 57, 61-67 (1982). MSC: 60-03 60-01 01-01 PDFBibTeX XMLCite \textit{J. L. Teugels}, Euclides 57, 61--67 (1982; Zbl 0492.60001)
Greenwood, P.; Omey, E.; Teugels, J. L. Harmonic renewal measures. (English) Zbl 0465.60079 Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 391-409 (1982). MSC: 60K05 60G50 PDFBibTeX XMLCite \textit{P. Greenwood} et al., Z. Wahrscheinlichkeitstheor. Verw. Geb. 59, 391--409 (1982; Zbl 0465.60079) Full Text: DOI
Teugels, Jozef L. Remarks on large claims. (English) Zbl 0518.62082 Bull. Int. Stat. Inst. 49, No. 3, 1490-1500 (1981). MSC: 62P05 PDFBibTeX XMLCite \textit{J. L. Teugels}, Bull. Int. Stat. Inst. 49, No. 3, 1490--1500 (1981; Zbl 0518.62082)
Bingham, N. H.; Teugels, J. L. Conditions implying domains of attraction. (English) Zbl 0469.60027 Probability theory, Proc. 6th Conf., Brasov/Romania 1979, 23-34 (1981). MSC: 60F05 60G50 62G30 PDFBibTeX XML
Teugels, Jozef L. Limit theorems on order statistics. (English) Zbl 0467.62046 Ann. Probab. 9, 868-880 (1981). MSC: 62G30 60F05 62E20 PDFBibTeX XMLCite \textit{J. L. Teugels}, Ann. Probab. 9, 868--880 (1981; Zbl 0467.62046) Full Text: DOI
De Meyer, A.; Teugels, J. L. On the asymptotic behaviour of the distributions of the busy period and service time in M/G/1. (English) Zbl 0444.60088 J. Appl. Probab. 17, 802-813 (1980). MSC: 60K25 60J80 PDFBibTeX XMLCite \textit{A. De Meyer} and \textit{J. L. Teugels}, J. Appl. Probab. 17, 802--813 (1980; Zbl 0444.60088) Full Text: DOI
Bingham, Nicholas H.; Teugels, Jozef L. Mercerian and Tauberian theorems for differences. (English) Zbl 0419.40004 Math. Z. 170, 247-262 (1980). MSC: 40E05 40A05 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{J. L. Teugels}, Math. Z. 170, 247--262 (1980; Zbl 0419.40004) Full Text: DOI EuDML
Chow, Te Lin; Teugels, Jozef L. The sum and the maximum of I.I.D. random variables. (English) Zbl 0427.60025 Asymptotic statistics, Proc. 2nd Prague Symp. 1978, 81-92 (1979). MSC: 60F05 60F17 60G50 60E07 PDFBibTeX XML
Bingham, N. H.; Teugels, J. L. Tauberian theorems and regular variation. (English) Zbl 0402.44010 Nieuw Arch. Wiskd., III. Ser. 27, 153-186 (1979). MSC: 44A35 40E05 44A10 44A15 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{J. L. Teugels}, Nieuw Arch. Wiskd., III. Ser. 27, 153--186 (1979; Zbl 0402.44010)