De Schepper, Ann; Heijnen, Bart Distribution-free option pricing. (English) Zbl 1141.91434 Insur. Math. Econ. 40, No. 2, 179-199 (2007). MSC: 91G20 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{B. Heijnen}, Insur. Math. Econ. 40, No. 2, 179--199 (2007; Zbl 1141.91434) 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 Schepper, A.; Heijnen, B. General restrictions on tail probabilities. (English) Zbl 0851.60015 J. Comput. Appl. Math. 64, No. 1-2, 177-188 (1995). MSC: 60E15 60E99 PDFBibTeX XMLCite \textit{A. De Schepper} and \textit{B. Heijnen}, J. Comput. Appl. Math. 64, No. 1--2, 177--188 (1995; Zbl 0851.60015) Full Text: DOI Link
Heijnen, B.; Janssens, G. K. Bounds for the mean system size in \(M/G/1/K\)-queues. (English) Zbl 0851.60092 J. Comput. Appl. Math. 64, No. 1-2, 149-161 (1995). MSC: 60K25 90B22 PDFBibTeX XMLCite \textit{B. Heijnen} and \textit{G. K. Janssens}, J. Comput. Appl. Math. 64, No. 1--2, 149--161 (1995; Zbl 0851.60092) Full Text: DOI
Heijnen, B. Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk. (English) Zbl 0717.62102 Insur. Math. Econ. 9, No. 2-3, 207-220 (1990). Reviewer: W.-R.Heilmann MSC: 62P05 91B30 62E15 PDFBibTeX XMLCite \textit{B. Heijnen}, Insur. Math. Econ. 9, No. 2--3, 207--220 (1990; Zbl 0717.62102) 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
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