Răducan, Anişoara Maria; Vernic, Raluca; Zbăganu, Gheorghiţă On the ruin probability for nonhomogeneous claims and arbitrary inter-claim revenues. (English) Zbl 1319.91098 J. Comput. Appl. Math. 290, 319-333 (2015). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{A. M. Răducan} et al., J. Comput. Appl. Math. 290, 319--333 (2015; Zbl 1319.91098) Full Text: DOI
Andreoli, Alessandro; Ballestra, Luca Vincenzo; Pacelli, Graziella Computing survival probabilities based on stochastic differential models. (English) Zbl 1310.65008 J. Comput. Appl. Math. 277, 127-137 (2015). MSC: 65C30 60H30 91B30 92D25 PDFBibTeX XMLCite \textit{A. Andreoli} et al., J. Comput. Appl. Math. 277, 127--137 (2015; Zbl 1310.65008) Full Text: DOI
Kemaloglu, Sibel Acik; Gebizlioglu, Omer L. Risk analysis under progressive type II censoring with binomial claim numbers. (English) Zbl 1355.91048 J. Comput. Appl. Math. 233, No. 1, 61-72 (2009). MSC: 91B30 62P05 62N01 PDFBibTeX XMLCite \textit{S. A. Kemaloglu} and \textit{O. L. Gebizlioglu}, J. Comput. Appl. Math. 233, No. 1, 61--72 (2009; Zbl 1355.91048) 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
Hürlimann, Werner Best bounds for expected financial payoffs. II: Applications. (English) Zbl 0887.65150 J. Comput. Appl. Math. 82, No. 1-2, 213-227 (1997). Reviewer: G.S.Stavrakakis (Chania) MSC: 65C99 62P05 91G60 PDFBibTeX XMLCite \textit{W. Hürlimann}, J. Comput. Appl. Math. 82, No. 1--2, 213--227 (1997; Zbl 0887.65150) Full Text: DOI
Hürlimann, Werner Best bounds for expected financial payoffs. I: Algorithmic evaluation. (English) Zbl 0887.65149 J. Comput. Appl. Math. 82, No. 1-2, 199-212 (1997). Reviewer: G.S.Stavrakakis (Chania) MSC: 65C99 62P05 91G60 PDFBibTeX XMLCite \textit{W. Hürlimann}, J. Comput. Appl. Math. 82, No. 1--2, 199--212 (1997; Zbl 0887.65149) 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 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
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
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
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
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