Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. Worst case risk measurement: back to the future? (English) Zbl 1228.91037 Insur. Math. Econ. 49, No. 3, 380-392 (2011). MSC: 91B30 62P05 90C08 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 49, No. 3, 380--392 (2011; Zbl 1228.91037) Full Text: DOI
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A. Decision principles derived from risk measures. (English) Zbl 1231.91191 Insur. Math. Econ. 47, No. 3, 294-302 (2010). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 47, No. 3, 294--302 (2010; Zbl 1231.91191) Full Text: DOI
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. (English) Zbl 1177.91083 Berlin: Springer (ISBN 978-3-642-03407-7/hbk). xviii, 381 p. (2009). MSC: 91B30 62P05 62-02 91-02 PDFBibTeX XMLCite \textit{R. Kaas} et al., Modern actuarial risk theory. Using R. 2nd ed., 2nd printing. Berlin: Springer (2009; Zbl 1177.91083)
Kaas, Rob; Laeven, Roger J. A.; Nelsen, Roger B. Worst VaR scenarios with given marginals and measures of association. (English) Zbl 1162.91417 Insur. Math. Econ. 44, No. 2, 146-158 (2009). MSC: 91B30 60E15 62H20 60E05 62P05 PDFBibTeX XMLCite \textit{R. Kaas} et al., Insur. Math. Econ. 44, No. 2, 146--158 (2009; Zbl 1162.91417) Full Text: DOI
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel Modern actuarial risk theory. Using R. 2nd ed. (English) Zbl 1148.91027 Berlin: Springer (ISBN 978-3-540-70992-3/hbk). xviii, 381 p. (2008). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 62P05 62-02 91-02 PDFBibTeX XMLCite \textit{R. Kaas} et al., Modern actuarial risk theory. Using R. 2nd ed. Berlin: Springer (2008; Zbl 1148.91027)
Goovaerts, Marc J.; Kaas, Rob; Laevent, Roger J. A. Decision principles derived from risk measures. (English) Zbl 1243.91061 HERMIS-\(\mu\pi\) 8, 109-124 (2007). MSC: 91B30 62P05 90B50 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., HERMIS-\(\mu\pi\) 8, 109--124 (2007; Zbl 1243.91061)
Willemse, W. J.; Kaas, R. Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz’ law of mortality. (English) Zbl 1183.62186 Insur. Math. Econ. 40, No. 3, 468-484 (2007). MSC: 62P05 62E15 91D20 PDFBibTeX XMLCite \textit{W. J. Willemse} and \textit{R. Kaas}, Insur. Math. Econ. 40, No. 3, 468--484 (2007; Zbl 1183.62186) Full Text: DOI
Denuit, Michel; Dhaene, Jan; Goovaerts, Marc; Kaas, Rob; Laeven, Roger Risk measurement with equivalent utility principles. (English) Zbl 1171.91326 Stat. Decis. 24, No. 1, 1-25 (2006). MSC: 91B06 91B30 62P05 PDFBibTeX XMLCite \textit{M. Denuit} et al., Stat. Decis. 24, No. 1, 1--25 (2006; Zbl 1171.91326) Full Text: DOI Link
Kaas, Rob; Tang, Qihe A large deviation result for aggregate claims with dependent claim occurrences. (English) Zbl 1110.62145 Insur. Math. Econ. 36, No. 3, 251-259 (2005). MSC: 62P05 60F10 60E15 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{Q. Tang}, Insur. Math. Econ. 36, No. 3, 251--259 (2005; Zbl 1110.62145) Full Text: DOI
Kaas, Rob; Goovaerts, Marc; Tang, Qihe Some useful counterexamples regarding comonotonicity. (English) Zbl 1357.91019 Belg. Actuar. Bull. 4, No. 1, 1-4 (2004). MSC: 91B30 62E10 62P05 PDFBibTeX XMLCite \textit{R. Kaas} et al., Belg. Actuar. Bull. 4, No. 1, 1--4 (2004; Zbl 1357.91019)
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang Qihe Some new classes of consistent risk measures. (English) Zbl 1188.91087 Insur. Math. Econ. 34, No. 3, 505-516 (2004). MSC: 91B30 60E05 60E15 62E10 62P05 91B82 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 34, No. 3, 505--516 (2004; Zbl 1188.91087) Full Text: DOI
Dhaene, Jan; Goovaerts, Mark J.; Kaas, Rob Economic capital allocation derived from risk measures. (English) Zbl 1084.91515 N. Am. Actuar. J. 7, No. 2, 44-59 (2003). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{J. Dhaene} et al., N. Am. Actuar. J. 7, No. 2, 44--59 (2003; Zbl 1084.91515) Full Text: DOI
Kaas, Rob; Goovaerts, Marc; Dhaene, Jan; Denuit, Michel Modern actuarial risk theory. (English) Zbl 1086.91035 Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-2952-7/pbk). xviii, 306 p. (2003). MSC: 91B30 91-01 62P05 62-01 PDFBibTeX XMLCite \textit{R. Kaas} et al., Modern actuarial risk theory. Boston, MA: Kluwer Academic Publishers (2003; Zbl 1086.91035)
Goovaerts, Marc J.; Kaas, Rob; Dhaene, Jan; Tang, Qihe A unified approach to generate risk measures. (English) Zbl 1098.91539 Astin Bull. 33, No. 2, 173-191 (2003). MSC: 91B30 91B28 62P05 62E10 62P20 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., ASTIN Bull. 33, No. 2, 173--191 (2003; Zbl 1098.91539) Full Text: DOI
Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M. J.; Denuit, M. A simple geometric proof that comonotonic risks have the convex-largest sum. (English) Zbl 1061.62511 Astin Bull. 32, No. 1, 71-80 (2002). MSC: 62E10 60E15 62P05 91B30 PDFBibTeX XMLCite \textit{R. Kaas} et al., ASTIN Bull. 32, No. 1, 71--80 (2002; Zbl 1061.62511) Full Text: DOI
Goovaerts, M. J.; Kaas, R. Some problems in actuarial finance involving sums of dependent risks. (English) Zbl 1076.62558 Stat. Neerl. 56, No. 3, 253-269 (2002). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. Kaas}, Stat. Neerl. 56, No. 3, 253--269 (2002; Zbl 1076.62558) Full Text: DOI
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: applications. (English) Zbl 1037.62107 Insur. Math. Econ. 31, No. 2, 133-161 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 31, No. 2, 133--161 (2002; Zbl 1037.62107) Full Text: DOI
Dhaene, J.; Denuit, M.; Goovaerts, M. J.; Kaas, R.; Vyncke, D. The concept of comonotonicity in actuarial science and finance: theory. (English) Zbl 1051.62107 Insur. Math. Econ. 31, No. 1, 3-33 (2002). MSC: 62P05 91B28 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Insur. Math. Econ. 31, No. 1, 3--33 (2002; Zbl 1051.62107) Full Text: DOI
Gerber, H. U. (ed.); Goovaerts, Marc (ed.); Kaas, Rob (ed.); Shiu, Elias (ed.) Liber amicorum for Etienne De Vylder on the occasion of his 60th birthday. (English) Zbl 0968.00509 Insur. Math. Econ. 26, No. 2-3, 117-307 (2000). MSC: 00B30 62P05 62-06 PDFBibTeX XMLCite \textit{H. U. Gerber} (ed.) et al., Insur. Math. Econ. 26, No. 2--3, 117--307 (2000; Zbl 0968.00509) Full Text: DOI
De Schepper, A.; Goovaerts, M. J.; Kaas, R. A recursive scheme for perpetuities with random positive interest rates. I: Analytical results. (English) Zbl 0928.62101 Scand. Actuarial J. 1997, No. 1, 1-10 (1997). Reviewer: Anatoly Swishchuk (Kyïv) MSC: 62P05 60H10 60J70 PDFBibTeX XMLCite \textit{A. De Schepper} et al., Scand. Actuarial J. 1997, No. 1, 1--10 (1997; Zbl 0928.62101) Full Text: DOI
Dannenburg, D. R.; Kaas, R.; Goovaerts, M. J. Practical actuarial credibility models. (English) Zbl 0905.62101 Amsterdam: Univ. of Amsterdam, Institute of Actuarial Science and Econometrics. x, 157 p. (1996). Reviewer: W.R.Heilmann (Karlsruhe) MSC: 62P05 62-01 91B30 PDFBibTeX XMLCite \textit{D. R. Dannenburg} et al., Practical actuarial credibility models. Amsterdam: Univ. of Amsterdam, Institute of Actuarial Science and Econometrics (1996; Zbl 0905.62101)
Kaas, R.; Hesselager, O. Ordering claim size distributions and mixed Poisson probabilities. (English) Zbl 0836.62085 Insur. Math. Econ. 17, No. 2, 193-201 (1995). MSC: 62P05 62E10 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{O. Hesselager}, Insur. Math. Econ. 17, No. 2, 193--201 (1995; Zbl 0836.62085) Full Text: DOI
Kaas, R.; Gerber, H. U. Some alternatives for the individual model. (English) Zbl 0818.62092 Insur. Math. Econ. 15, No. 2-3, 127-132 (1994). MSC: 62P05 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{H. U. Gerber}, Insur. Math. Econ. 15, No. 2--3, 127--132 (1994; Zbl 0818.62092) 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
Kaas, R. How to (and how not to) compute stop-loss premiums in practice. (English) Zbl 0800.62681 Insur. Math. Econ. 13, No. 3, 241-254 (1993). MSC: 62P05 65C99 PDFBibTeX XMLCite \textit{R. Kaas}, Insur. Math. Econ. 13, No. 3, 241--254 (1993; Zbl 0800.62681) Full Text: DOI
Kaas, R.; van Heerwaarden, A. E. Stop-loss order, unequal means, and more dangerous distributions. (English) Zbl 0752.62073 Insur. Math. Econ. 11, No. 1, 71-77 (1992). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{A. E. van Heerwaarden}, Insur. Math. Econ. 11, No. 1, 71--77 (1992; Zbl 0752.62073) Full Text: DOI
Kaas, R.; Hop, J. P.; van der Laan, B. S.; Nelder, J. A.; Daykin, C. D.; Posthuma, B. H. Actuarial software. (English) Zbl 0743.62102 Insur. Math. Econ. 10, No. 4, 249-258 (1992). MSC: 62P05 62-04 PDFBibTeX XMLCite \textit{R. Kaas} et al., Insur. Math. Econ. 10, No. 4, 249--258 (1992; Zbl 0743.62102) 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
van Heerwaarden, A. E.; Kaas, R. The Dutch premium principle. (English) Zbl 0781.62163 Insur. Math. Econ. 11, No. 2, 129-133 (1992). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{A. E. van Heerwaarden} and \textit{R. Kaas}, Insur. Math. Econ. 11, No. 2, 129--133 (1992; Zbl 0781.62163) 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
Kaas, R.; van Heerwaarden, A. E. Ordering of risks and ruin probabilities. (English) Zbl 0711.62095 Insur. Math. Econ. 9, No. 2-3, 177-178 (1990). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{A. E. van Heerwaarden}, Insur. Math. Econ. 9, No. 2--3, 177--178 (1990; Zbl 0711.62095) Full Text: DOI
van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. Properties of the Esscher premium calculation principle. (English) Zbl 0686.62090 Insur. Math. Econ. 8, No. 4, 261-267 (1989). MSC: 62P05 PDFBibTeX XMLCite \textit{A. E. van Heerwaarden} et al., Insur. Math. Econ. 8, No. 4, 261--267 (1989; Zbl 0686.62090) Full Text: DOI
van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. Optimal reinsurance in relation to ordering of risks. (English) Zbl 0683.62060 Insur. Math. Econ. 8, No. 1, 11-17 (1989). Reviewer: W.R.Heilmann MSC: 62P05 PDFBibTeX XMLCite \textit{A. E. van Heerwaarden} et al., Insur. Math. Econ. 8, No. 1, 11--17 (1989; Zbl 0683.62060) Full Text: DOI
Kaas, R.; van Heerwaarden, A. E.; Goovaerts, M. J. Combining Panjer’s recursion with convolution. (English) Zbl 0666.62100 Insur. Math. Econ. 8, No. 1, 19-21 (1989). MSC: 62P05 PDFBibTeX XMLCite \textit{R. Kaas} et al., Insur. Math. Econ. 8, No. 1, 19--21 (1989; Zbl 0666.62100) Full Text: DOI
Kaas, R.; Goovaerts, M. J. A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0633.65150 J. Comput. Appl. Math. 20, 289-297 (1987). Reviewer: W.Uhlmann MSC: 65C99 65R10 62P05 44A60 62E99 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{M. J. Goovaerts}, J. Comput. Appl. Math. 20, 289--297 (1987; Zbl 0633.65150) Full Text: DOI
van Heerwaarden, A. E.; Kaas, R.; Goovaerts, M. J. New upper bounds for stop-loss premiums for the individual model. (English) Zbl 0633.62106 Insur. Math. Econ. 6, 289-293 (1987). MSC: 62P05 PDFBibTeX XMLCite \textit{A. E. van Heerwaarden} et al., Insur. Math. Econ. 6, 289--293 (1987; Zbl 0633.62106) Full Text: DOI
van den Berg, E.; Goovaerts, M. J.; Kaas, R. Numerical evaluation of compound distributions. (English) Zbl 0624.62098 Methods Oper. Res. 57, 533-544 (1987). Reviewer: Ch.Netzel MSC: 62P05 65C99 65D30 PDFBibTeX XMLCite \textit{E. van den Berg} et al., Methods Oper. Res. 57, 533--544 (1987; Zbl 0624.62098)
Kaas, R.; Goovaerts, M. J. On the use of QUADPACK for the calculation of risk theoretical quantities. (English) Zbl 0613.62128 Insur. Math. Econ. 6, 33-42 (1987). MSC: 62P05 62-04 65D30 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 6, 33--42 (1987; Zbl 0613.62128) Full Text: DOI
Kaas, R.; Goovaerts, M. J. Extremal values of stop-loss premiums under moment constraints. (English) Zbl 0609.62134 Insur. Math. Econ. 5, 279-283 (1986). MSC: 62P05 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 5, 279--283 (1986; Zbl 0609.62134) Full Text: DOI
Kaas, R.; Goovaerts, M. J. Application of the problem of moments to various insurance problems in non-life. (English) Zbl 0605.62124 Insurance and risk theory, Proc. NATO Adv. Study Inst., Maratea/Italy 1985, NATO ASI Ser., Ser. C 171, 79-118 (1986). Reviewer: W.-R.Heilmann MSC: 62P05 60E15 PDFBibTeX XML
Goovaerts, M. J.; Vandebroeck, M.; Kaas, R. Ordering of risks and weighted compound distributions. (English) Zbl 0604.62104 Stat. Neerl. 40, 273-282 (1986). MSC: 62P05 60E05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Stat. Neerl. 40, 273--282 (1986; Zbl 0604.62104) Full Text: DOI Link
Kaas, R.; Goovaerts, M. J.; Bauwelinckx, T. Some elementary stop-loss inequalities. (English) Zbl 0596.62110 Mitt. Ver. Schweiz. Versicherungsmath. 1986, 225-229 (1986). MSC: 62P05 PDFBibTeX XMLCite \textit{R. Kaas} et al., Mitt., Ver. Schweiz. Versicherungsmath. 1986, 225--229 (1986; Zbl 0596.62110)
Kaas, R.; Goovaerts, M. J. [Taylor, G. C.] Best bounds for positive distributions with fixed moments. (English) Zbl 0593.62112 Insur. Math. Econ. 5, 87-95 (1986). MSC: 62P05 26A42 33C45 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 5, 87--95 (1986; Zbl 0593.62112) Full Text: DOI
Kaas, R.; Leuven, K. U. Computing moments of compound distributions. (English) Zbl 0586.62180 Scand. Actuarial J. 1985, 35-38 (1985). MSC: 62P05 62E15 62E99 PDFBibTeX XMLCite \textit{R. Kaas} and \textit{K. U. Leuven}, Scand. Actuarial J. 1985, 35--38 (1985; Zbl 0586.62180) Full Text: DOI Link
Goovaerts, M. J.; Kaas, R. Application of the problem of moments to derive bounds on integrals with integral constraints. (English) Zbl 0559.62086 Insur. Math. Econ. 4, 99-111 (1985). MSC: 62P05 26A99 33C45 26A42 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. Kaas}, Insur. Math. Econ. 4, 99--111 (1985; Zbl 0559.62086) Full Text: DOI