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
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.; 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. 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. 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
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
de Vylder, F. Non-linear regression in credibility theory. (English) Zbl 0579.62091 Insur. Math. Econ. 4, 163-172 (1985). Reviewer: A.Reich MSC: 62P05 62J02 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 4, 163--172 (1985; Zbl 0579.62091) Full Text: DOI
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
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
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. Practical models in credibility theory, including parameter estimation. (English) Zbl 0527.62092 J. Econom. 23, 147-164 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, J. Econom. 23, 147--164 (1983; Zbl 0527.62092) Full Text: DOI
de Vylder, F. Duality theory for bounds on integrals with applications to stop-loss premiums. (English) Zbl 0522.62087 Scand. Actuarial J. 1983, 129-147 (1983). MSC: 62P05 90C25 PDFBibTeX XMLCite \textit{F. de Vylder}, Scand. Actuarial J. 1983, 129--147 (1983; Zbl 0522.62087) Full Text: DOI
de Vylder, F. Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. (English) Zbl 0519.90066 Insur. Math. Econ. 2, 139-145 (1983). MSC: 90C25 65C99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 139--145 (1983; Zbl 0519.90066) Full Text: DOI
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. Maximization, under equality constraints, of a functional of a probability distribution. (English) Zbl 0501.90071 Insur. Math. Econ. 2, 1-16 (1983). MSC: 90C15 65C99 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 2, 1--16 (1983; Zbl 0501.90071) Full Text: DOI
de Vylder, F. Estimation of IBNR claims by credibility theory. (English) Zbl 0504.62091 Insur. Math. Econ. 1, 35-40 (1982). MSC: 62P05 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 1, 35--40 (1982; Zbl 0504.62091) 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. Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. (English) Zbl 0488.49030 Insur. Math. Econ. 1, 109-130 (1982). MSC: 49Q20 49J27 52A20 26B25 90C55 90C25 49J45 28B99 PDFBibTeX XMLCite \textit{F. de Vylder}, Insur. Math. Econ. 1, 109--130 (1982; Zbl 0488.49030) 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, 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