Goovaerts, Marc; Linders, Daniël; Van Weert, Koen; Tank, Fatih On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures. (English) Zbl 1284.91235 Insur. Math. Econ. 51, No. 1, 10-18 (2012). MSC: 91B30 60E15 PDFBibTeX XMLCite \textit{M. Goovaerts} et al., Insur. Math. Econ. 51, No. 1, 10--18 (2012; Zbl 1284.91235) Full Text: DOI
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
Goovaerts, Marc J.; Laeven, Roger J. A. Actuarial risk measures for financial derivative pricing. (English) Zbl 1152.91444 Insur. Math. Econ. 42, No. 2, 540-547 (2008). MSC: 91G20 91G70 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. J. A. Laeven}, Insur. Math. Econ. 42, No. 2, 540--547 (2008; Zbl 1152.91444) Full Text: DOI Link
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI
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
Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J. A.; Tang, Qihe A comonotonic image of independence for additive risk measures. (English) Zbl 1122.91341 Insur. Math. Econ. 35, No. 3, 581-594 (2004). MSC: 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 35, No. 3, 581--594 (2004; Zbl 1122.91341) Full Text: DOI Link
Laeven, Roger J. A.; Goovaerts, Marc J. An optimization approach to the dynamic allocation of economic capital. (English) Zbl 1079.91037 Insur. Math. Econ. 35, No. 2, 299-319 (2004). MSC: 91G70 91B32 91B30 PDFBibTeX XMLCite \textit{R. J. A. Laeven} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 35, No. 2, 299--319 (2004; Zbl 1079.91037) Full Text: DOI
Goovaerts, Marc; De Schepper, Ann; Decamps, Marc Closed-form approximations for diffusion densities: A path integral approach. (English) Zbl 1039.60070 J. Comput. Appl. Math. 164-165, 337-364 (2004). Reviewer: Sabir R. Umarov (Tashkent) MSC: 60J60 60J65 60H10 PDFBibTeX XMLCite \textit{M. Goovaerts} et al., J. Comput. Appl. Math. 164--165, 337--364 (2004; Zbl 1039.60070) 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
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 Schepper, Ann; Goovaerts, Mark; Heijnen, Bart A recursive scheme for perpetuities with random positive interest rates. II: The impenetrable wall. (English) Zbl 0928.62102 Scand. Actuarial J. 1999, No. 1, 1-14 (1999). Reviewer: N.M.Zinchenko (Kyïv) MSC: 62P05 60H10 60J70 PDFBibTeX XMLCite \textit{A. De Schepper} et al., Scand. Actuarial J. 1999, No. 1, 1--14 (1999; Zbl 0928.62102) 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 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
Goovaerts, Marc; de Schepper, Ann IBNR reserves under stochastic interest rates. (English) Zbl 0932.62113 Insur. Math. Econ. 21, No. 3, 225-244 (1997). MSC: 62P05 PDFBibTeX XMLCite \textit{M. Goovaerts} and \textit{A. de Schepper}, Insur. Math. Econ. 21, No. 3, 225--244 (1997; Zbl 0932.62113) 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
Vanneste, M.; Goovaerts, M. J.; De Schepper, A.; Dhaene, J. A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate. (English) Zbl 0893.62105 Insur. Math. Econ. 20, No. 1, 35-41 (1997). MSC: 62P05 60J70 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Insur. Math. Econ. 20, No. 1, 35--41 (1997; Zbl 0893.62105) 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.; 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.; Labie, E. The distributions of annuities. (English) Zbl 0814.62069 Insur. Math. Econ. 15, No. 1, 37-48 (1994). MSC: 62P05 62M99 PDFBibTeX XMLCite \textit{M. Vanneste} et al., Insur. Math. Econ. 15, No. 1, 37--48 (1994; Zbl 0814.62069) 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 Schepper, A.; Goovaerts, M. Interest randomness and differential equations. (English) Zbl 0806.62086 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 19-25 (1993). MSC: 62P05 60H99 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{M. Goovaerts}, Bl., Dtsch. Ges. Versicherungsmath. 21, No. 1, 19--25 (1993; Zbl 0806.62086) Full Text: DOI
Teunen, M.; Goovaerts, M. Boundary crossing result for the Brownian motion. (English) Zbl 0788.60096 Bl., Dtsch. Ges. Versicherungsmath. 21, No. 2, 197-205 (1993). Reviewer: N.M.Zinchenko (Kiev) MSC: 60J65 60J70 62P05 PDFBibTeX XMLCite \textit{M. Teunen} and \textit{M. Goovaerts}, Bl., Dtsch. Ges. Versicherungsmath. 21, No. 2, 197--205 (1993; Zbl 0788.60096) 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.; 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.; Goovaerts, M.; Delbaen, F. The Laplace transform of annuities certain with exponential time distribution. (English) Zbl 0784.62091 Insur. Math. Econ. 11, No. 4, 291-294 (1992). MSC: 62P05 PDFBibTeX XMLCite \textit{A. de Schepper} et al., Insur. Math. Econ. 11, No. 4, 291--294 (1992; Zbl 0784.62091) 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
Kling, B. M.; Goovaerts, M. J. A recursive evaluation of the finite time ruin probability based on a equation of Seal. (English) Zbl 0729.62627 Insur. Math. Econ. 10, No. 2, 93-97 (1991). MSC: 62P05 PDFBibTeX XMLCite \textit{B. M. Kling} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 10, No. 2, 93--97 (1991; Zbl 0729.62627) Full Text: DOI
Bauwelinckx, T.; Labie, E.; Goovaerts, M. J. A new approach for loaded credibility premiums. (English) Zbl 0738.62096 J. Comput. Appl. Math. 37, No. 1-3, 301-314 (1991). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{T. Bauwelinckx} et al., J. Comput. Appl. Math. 37, No. 1--3, 301--314 (1991; Zbl 0738.62096) Full Text: DOI
Bauwelinckx, T.; Goovaerts, M. J. On a multilevel hierarchical credibility algorithm. (English) Zbl 0714.62100 Insur. Math. Econ. 9, No. 2-3, 221-228 (1990). MSC: 62P05 PDFBibTeX XMLCite \textit{T. Bauwelinckx} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 9, No. 2--3, 221--228 (1990; Zbl 0714.62100) Full Text: DOI
Heijnen, B.; Goovaerts, M. J. Best upper bounds on risks altered by deductibles under incomplete information. (English) Zbl 0706.62096 Scand. Actuarial J. 1989, No. 1, 23-46 (1989). Reviewer: E.Di Lorenzo MSC: 62P05 PDFBibTeX XMLCite \textit{B. Heijnen} and \textit{M. J. Goovaerts}, Scand. Actuarial J. 1989, No. 1, 23--46 (1989; Zbl 0706.62096) 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
Goovaerts, M. J.; Bauwelinckx, T.; Stoop, C. The practical application of credibility theory. (English) Zbl 0666.62104 Insur. Math. Econ. 8, No. 1, 23-29 (1989). MSC: 62P05 62-04 PDFBibTeX XMLCite \textit{M. J. Goovaerts} et al., Insur. Math. Econ. 8, No. 1, 23--29 (1989; Zbl 0666.62104) 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
Goovaerts, M. J.; Taylor, G. C. Premium rating under non-exponential utility. (English) Zbl 0638.62100 Insur. Math. Econ. 6, 245-257 (1987). Reviewer: W.R.Heilmann MSC: 62P05 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{G. C. Taylor}, Insur. Math. Econ. 6, 245--257 (1987; Zbl 0638.62100) 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
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
Jansen, K.; Haezendonck, J.; Goovaerts, M. J. Upper bounds on stop-loss premiums in case of known moments up to the fourth order. (English) Zbl 0607.62129 Insur. Math. Econ. 5, 315-334 (1986). Reviewer: W.R.Heilmann MSC: 62P05 60E99 62E99 PDFBibTeX XMLCite \textit{K. Jansen} et al., Insur. Math. Econ. 5, 315--334 (1986; Zbl 0607.62129) Full Text: DOI
Heijnen, B.; Goovaerts, M. J. Additivity and premium calculation principles. (English) Zbl 0606.62118 Bl., Dtsch. Ges. Versicherungsmath. 17, 217-223 (1986). Reviewer: J.Kupper MSC: 62P05 PDFBibTeX XMLCite \textit{B. Heijnen} and \textit{M. J. Goovaerts}, Bl., Dtsch. Ges. Versicherungsmath. 17, 217--223 (1986; Zbl 0606.62118) Full Text: DOI
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
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
Runnenburg, J. Th.; Goovaerts, M. J. Bounds on compound distributions and stop-loss premiums. (English) Zbl 0584.62173 Insur. Math. Econ. 4, 287-293 (1985). MSC: 62P05 60E15 PDFBibTeX XMLCite \textit{J. Th. Runnenburg} and \textit{M. J. Goovaerts}, Insur. Math. Econ. 4, 287--293 (1985; Zbl 0584.62173) 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
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
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.; 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 Pril, Nelson; Goovaerts, Marc Bounds for the optimal critical claim size of a bonus system. (English) Zbl 0504.62092 Insur. Math. Econ. 2, 27-32 (1983). MSC: 62P05 PDFBibTeX XMLCite \textit{N. de Pril} and \textit{M. Goovaerts}, Insur. Math. Econ. 2, 27--32 (1983; Zbl 0504.62092) Full Text: DOI Link
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
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. 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