Eckles, David L.; McCarthy, David G.; Zeng, Xudong The theory of optimal stochastic control as applied to insurance underwriting cycles. (English) Zbl 1414.91182 N. Am. Actuar. J. 20, No. 4, 327-340 (2016). MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{D. L. Eckles} et al., N. Am. Actuar. J. 20, No. 4, 327--340 (2016; Zbl 1414.91182) 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
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, 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
Deelstra, G.; Delbaen, F. Remarks on the methodology introduced by Goovaerts et al. (English) Zbl 0768.62096 Insur. Math. Econ. 11, No. 4, 295-299 (1992). MSC: 62P05 60H10 60G15 60H99 PDFBibTeX XMLCite \textit{G. Deelstra} and \textit{F. Delbaen}, Insur. Math. Econ. 11, No. 4, 295--299 (1992; Zbl 0768.62096) Full Text: DOI Link
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