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
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
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 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
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.; 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
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 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
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
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
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.; 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