Edit Profile (opens in new tab) de Vylder, Florent Etienne Co-Author Distance Author ID: de-vylder.florent-etienne Published as: de Vylder, F.; De Vylder, F.; De Vylder, Fl.; De Vylder, F. Etienne; De Vylder, F. E.; de Vylder, Fl.; de Vylder, Florent Etienne; De Vylder, Floriaen E. C.; De Vylder, Floriaan; de Vylder, Floriaen; de Vylder, Florian more...less Documents Indexed: 68 Publications since 1976, including 2 Books 3 Contributions as Editor Co-Authors: 14 Co-Authors with 51 Joint Publications 232 Co-Co-Authors all top 5 Co-Authors 20 single-authored 42 Goovaerts, Marc J. 8 Haezendonck, Jean 6 Kaas, Rob 5 Marceau, Étienne 2 Broeckx, Fernand 2 van Wouwe, Martine 2 Vanneste, Marleen 1 Bertels, J. 1 Cossette, Hélène 1 De Schepper, Ann 1 Delbaen, Freddy 1 Goonvaerts, M. J. 1 Sundt, Bjørn Rosted 1 Young, Virginia R. all top 5 Serials 35 Insurance Mathematics & Economics 10 Scandinavian Actuarial Journal 7 Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) 3 Journal of Computational and Applied Mathematics 2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 2 Journal of Econometrics 2 NATO ASI Series. Series C. Mathematical and Physical Sciences 1 Journal of Applied Probability 1 Revue Belge de Statistique, d’Informatique et de Recherche Opérationnelle 1 Revue de Statistique Appliquée 1 North American Actuarial Journal all top 5 Fields 58 Statistics (62-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Probability theory and stochastic processes (60-XX) 9 Operations research, mathematical programming (90-XX) 5 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 3 Real functions (26-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Functional analysis (46-XX) 1 Combinatorics (05-XX) 1 Measure and integration (28-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 55 Publications have been cited 556 times in 403 Documents Cited by ▼ Year ▼ Insurance premiums. Theory and applications. Zbl 0532.62082 Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. 152 1984 Recursive calculation of finite-time ruin probabilities. Zbl 0629.62101 de Vylder, F.; Goovaerts, M. J. 45 1988 Analytical best upper bounds on stop-loss premiums. Zbl 0508.62088 de Vylder, F.; Goovaerts, M. J. 23 1982 Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. Zbl 0488.49030 de Vylder, F. 22 1982 Geometrical credibility. Zbl 0345.62082 De Vylder, Fl. 21 1976 Explicit finite-time and infinite-time ruin probabilities in the continuous case. Zbl 0963.91062 De Vylder, F. Etienne; Goovaerts, Marc J. 20 1999 Bounds for classical ruin probabilities. Zbl 0547.62068 de Vylder, F.; Goovaerts, M. 19 1984 Classical numerical ruin probabilities. Zbl 0880.62108 De Vylder, F.; Marceau, E. 16 1996 Interest randomness in annuities certain. Zbl 0778.62098 de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R. 16 1992 Numerical best bounds on stop-loss premiums. Zbl 0498.62089 Goovaerts, M. J.; Haezendonck, J.; de Vylder, F. 14 1982 Estimation of IBNR claims by credibility theory. Zbl 0504.62091 de Vylder, F. 12 1982 Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable. Zbl 0487.62087 de Vylder, F.; Goovaerts, M. 11 1982 Homogeneous risk models with equalized claim amounts. Zbl 1103.91361 De Vylder, F.; Goovaerts, M. 11 2000 Ordering of risks: a review. Zbl 0492.62090 Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. 10 1982 Duality theory for bounds on integrals with applications to stop-loss premiums. Zbl 0522.62087 de Vylder, F. 10 1983 Maximization, under equality constraints, of a functional of a probability distribution. Zbl 0501.90071 de Vylder, F. 9 1983 Inequality extensions of Prabhu’s formula in ruin theory. Zbl 0982.91032 De Vylder, F. E.; Goovaerts, M. J. 9 1999 A stochastic approach to insurance cycles. Zbl 0760.62095 Goovaerts, M. J.; De Vylder, F.; Kaas, R. 9 1992 Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions. Zbl 0446.62107 Goovaerts, M. J.; De Vylder, F. 8 1980 Optimal semilinear credibility. Zbl 0329.62077 De Vylder, Fl. 7 1976 Ordering of risks and ruin probabilities. Zbl 0589.62089 Broeckx, F.; Goovaerts, M.; de Vylder, F. 7 1986 Martingales and ruin in a dynamical risk process. Zbl 0373.62062 de Vylder, F. 7 1977 Optimal parameter estimation under zero excess assumptions in the Bühlmann–Straub model. Zbl 0783.62088 de Vylder, F.; Goovaerts, M. 7 1992 The numerical solution of the Schmitter problems: Theory. Zbl 0890.90037 De Vylder, F.; Marceau, E. 6 1996 The bi-atomic uniform minimal solution of Schmitter’s problem. Zbl 0906.62107 De Vylder, F.; Goovaerts, M.; Marceau, E. 6 1997 Maximization of the variance of a stop-loss reinsured risk. Zbl 0513.62102 de Vylder, F.; Goovaerts, M. 5 1983 Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. Zbl 0519.62092 de Vylder, F.; Goovaerts, M. 5 1983 Practical models in credibility theory, including parameter estimation. Zbl 0535.62081 de Vylder, F. 5 1984 Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model. Zbl 0745.62097 de Vylder, F.; Goovaerts, M. J. 5 1992 Optimal parameter estimation under zero-excess assumptions in a classical model. Zbl 0752.62076 de Vylder, F.; Goovaerts, M. J. 5 1992 Credibility in favor of unlucky insureds. Zbl 1083.62549 Young, Virginia R.; De Vylder, F. Etienne 4 2000 Estimation of IBNR claims by least squares. Zbl 0394.62077 de Vylder, F. 4 1978 Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. Zbl 0519.90066 de Vylder, F. 3 1983 Practical models in credibility theory, including parameter estimation. Zbl 0527.62092 de Vylder, F. 3 1983 Classical regression model under zero-excess assumptions. Zbl 0847.62053 De Vylder, F.; Goovaerts, M.; Cossette, H. 3 1995 Non-linear regression in credibility theory. Zbl 0579.62091 de Vylder, F. 3 1985 The solution of Schmitter’s simple problem: Numerical illustration. Zbl 0906.62108 De Vylder, F.; Goovaerts, M.; Marceau, E. 3 1997 Stochastic processes defined from a Lagrangian. Zbl 0756.60104 de Vylder, F.; Goonvaerts, M. J.; Kaas, R. 3 1992 An invariance property of the Swiss premium calculation principle. Zbl 0419.62089 De Vylder, Floriaan; Goovaerts, Marc 3 1979 Constrained credibility estimators in the regression model. Zbl 0496.62086 de Vylder, Florian; Sundt, Bjorn 2 1982 The structure of the distribution of a couple of observable random variables in credibility theory. Zbl 0545.62067 de Vylder, F.; Goovaerts, M. 2 1984 Representation theorems for extremal distributions. Zbl 0546.60018 Haezendonck, J.; de Vylder, F.; Delbaen, F. 2 1984 Solvency margins and equalization reserves. Zbl 0931.62088 de Vylder, F.; Goovaerts, M. 2 1999 Insurance and risk theory. (Proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, July 15-25, 1985). Zbl 0587.00013 2 1986 A new proof for a known result in risk theory. Zbl 0372.60122 de Vylder, Fl. 2 1977 A class of very regular distribution functions and corresponding ruin probabilities. Zbl 0389.62080 De Vylder, Fl. 2 1978 Convexity inequalities for the Swiss premium. Zbl 0427.62077 De Vylder, F.; Goovaerts, M. 2 1980 A comparison criterion for explosions in point processes. Zbl 0461.60070 Haezendonck, J.; De Vylder, F. 2 1980 Compound and mixed distributions. Zbl 0666.60016 de Vylder, F. 1 1989 Regression model with scalar credibility weights. Zbl 0504.62093 de Vylder, Floriaen 1 1981 Premium calculation in insurance. Proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18–31, 1983. Zbl 0528.00012 1 1984 The influence of reinsurance limits on infinite time ruin probabilities. Zbl 0539.62112 van Wouwe, M.; de Vylder, F.; Goovaerts, M. 1 1984 A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions. Zbl 0545.62068 Goovaerts, M.; de Vylder, F. 1 1984 Semilinear credibility with several approximating functions. Zbl 0571.62095 de Vylder, F.; Goovaerts, M. 1 1985 Semi-continuous linear programming. Zbl 0377.90069 de Vylder, Fl. 1 1978 Homogeneous risk models with equalized claim amounts. Zbl 1103.91361 De Vylder, F.; Goovaerts, M. 11 2000 Credibility in favor of unlucky insureds. Zbl 1083.62549 Young, Virginia R.; De Vylder, F. Etienne 4 2000 Explicit finite-time and infinite-time ruin probabilities in the continuous case. Zbl 0963.91062 De Vylder, F. Etienne; Goovaerts, Marc J. 20 1999 Inequality extensions of Prabhu’s formula in ruin theory. Zbl 0982.91032 De Vylder, F. E.; Goovaerts, M. J. 9 1999 Solvency margins and equalization reserves. Zbl 0931.62088 de Vylder, F.; Goovaerts, M. 2 1999 The bi-atomic uniform minimal solution of Schmitter’s problem. Zbl 0906.62107 De Vylder, F.; Goovaerts, M.; Marceau, E. 6 1997 The solution of Schmitter’s simple problem: Numerical illustration. Zbl 0906.62108 De Vylder, F.; Goovaerts, M.; Marceau, E. 3 1997 Classical numerical ruin probabilities. Zbl 0880.62108 De Vylder, F.; Marceau, E. 16 1996 The numerical solution of the Schmitter problems: Theory. Zbl 0890.90037 De Vylder, F.; Marceau, E. 6 1996 Classical regression model under zero-excess assumptions. Zbl 0847.62053 De Vylder, F.; Goovaerts, M.; Cossette, H. 3 1995 Interest randomness in annuities certain. Zbl 0778.62098 de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R. 16 1992 A stochastic approach to insurance cycles. Zbl 0760.62095 Goovaerts, M. J.; De Vylder, F.; Kaas, R. 9 1992 Optimal parameter estimation under zero excess assumptions in the Bühlmann–Straub model. Zbl 0783.62088 de Vylder, F.; Goovaerts, M. 7 1992 Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model. Zbl 0745.62097 de Vylder, F.; Goovaerts, M. J. 5 1992 Optimal parameter estimation under zero-excess assumptions in a classical model. Zbl 0752.62076 de Vylder, F.; Goovaerts, M. J. 5 1992 Stochastic processes defined from a Lagrangian. Zbl 0756.60104 de Vylder, F.; Goonvaerts, M. J.; Kaas, R. 3 1992 Compound and mixed distributions. Zbl 0666.60016 de Vylder, F. 1 1989 Recursive calculation of finite-time ruin probabilities. Zbl 0629.62101 de Vylder, F.; Goovaerts, M. J. 45 1988 Ordering of risks and ruin probabilities. Zbl 0589.62089 Broeckx, F.; Goovaerts, M.; de Vylder, F. 7 1986 Insurance and risk theory. (Proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, July 15-25, 1985). Zbl 0587.00013 2 1986 Non-linear regression in credibility theory. Zbl 0579.62091 de Vylder, F. 3 1985 Semilinear credibility with several approximating functions. Zbl 0571.62095 de Vylder, F.; Goovaerts, M. 1 1985 Insurance premiums. Theory and applications. Zbl 0532.62082 Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. 152 1984 Bounds for classical ruin probabilities. Zbl 0547.62068 de Vylder, F.; Goovaerts, M. 19 1984 Practical models in credibility theory, including parameter estimation. Zbl 0535.62081 de Vylder, F. 5 1984 The structure of the distribution of a couple of observable random variables in credibility theory. Zbl 0545.62067 de Vylder, F.; Goovaerts, M. 2 1984 Representation theorems for extremal distributions. Zbl 0546.60018 Haezendonck, J.; de Vylder, F.; Delbaen, F. 2 1984 Premium calculation in insurance. Proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18–31, 1983. Zbl 0528.00012 1 1984 The influence of reinsurance limits on infinite time ruin probabilities. Zbl 0539.62112 van Wouwe, M.; de Vylder, F.; Goovaerts, M. 1 1984 A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions. Zbl 0545.62068 Goovaerts, M.; de Vylder, F. 1 1984 Duality theory for bounds on integrals with applications to stop-loss premiums. Zbl 0522.62087 de Vylder, F. 10 1983 Maximization, under equality constraints, of a functional of a probability distribution. Zbl 0501.90071 de Vylder, F. 9 1983 Maximization of the variance of a stop-loss reinsured risk. Zbl 0513.62102 de Vylder, F.; Goovaerts, M. 5 1983 Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. Zbl 0519.62092 de Vylder, F.; Goovaerts, M. 5 1983 Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. Zbl 0519.90066 de Vylder, F. 3 1983 Practical models in credibility theory, including parameter estimation. Zbl 0527.62092 de Vylder, F. 3 1983 Analytical best upper bounds on stop-loss premiums. Zbl 0508.62088 de Vylder, F.; Goovaerts, M. J. 23 1982 Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. Zbl 0488.49030 de Vylder, F. 22 1982 Numerical best bounds on stop-loss premiums. Zbl 0498.62089 Goovaerts, M. J.; Haezendonck, J.; de Vylder, F. 14 1982 Estimation of IBNR claims by credibility theory. Zbl 0504.62091 de Vylder, F. 12 1982 Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable. Zbl 0487.62087 de Vylder, F.; Goovaerts, M. 11 1982 Ordering of risks: a review. Zbl 0492.62090 Goovaerts, M. J.; de Vylder, F.; Haezendonck, J. 10 1982 Constrained credibility estimators in the regression model. Zbl 0496.62086 de Vylder, Florian; Sundt, Bjorn 2 1982 Regression model with scalar credibility weights. Zbl 0504.62093 de Vylder, Floriaen 1 1981 Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions. Zbl 0446.62107 Goovaerts, M. J.; De Vylder, F. 8 1980 Convexity inequalities for the Swiss premium. Zbl 0427.62077 De Vylder, F.; Goovaerts, M. 2 1980 A comparison criterion for explosions in point processes. Zbl 0461.60070 Haezendonck, J.; De Vylder, F. 2 1980 An invariance property of the Swiss premium calculation principle. Zbl 0419.62089 De Vylder, Floriaan; Goovaerts, Marc 3 1979 Estimation of IBNR claims by least squares. Zbl 0394.62077 de Vylder, F. 4 1978 A class of very regular distribution functions and corresponding ruin probabilities. Zbl 0389.62080 De Vylder, Fl. 2 1978 Semi-continuous linear programming. Zbl 0377.90069 de Vylder, Fl. 1 1978 Martingales and ruin in a dynamical risk process. Zbl 0373.62062 de Vylder, F. 7 1977 A new proof for a known result in risk theory. Zbl 0372.60122 de Vylder, Fl. 2 1977 Geometrical credibility. Zbl 0345.62082 De Vylder, Fl. 21 1976 Optimal semilinear credibility. Zbl 0329.62077 De Vylder, Fl. 7 1976 all cited Publications top 5 cited Publications all top 5 Cited by 405 Authors 59 Goovaerts, Marc J. 36 de Vylder, Florent Etienne 22 Kaas, Rob 15 Lefèvre, Claude 12 Kremer, Erhard K. 10 De Schepper, Ann 10 Marceau, Étienne 9 Hürlimann, Werner 8 Laeven, Roger J. A. 7 Haezendonck, Jean 7 Heijnen, Bart 7 van Heerwaarden, A. E. 6 Cossette, Hélène 6 Delbaen, Freddy 6 Dickson, David C. M. 6 Kałuszka, Marek 6 Picard, Philippe 6 Psarrakos, Georgios 6 Šiaulys, Jonas 5 Politis, Konstadinos G. 5 Tsai, Cary Chi-Liang 4 Claramunt, M. Mercè 4 Denuit, Michel M. 4 Dhaene, Jan 4 Gerber, Hans U. 4 Loisel, Stéphane 4 Norberg, Ragnar 4 Pitselis, Georgios 4 Shiu, Elias S. W. 4 Sundt, Bjørn Rosted 4 Young, Virginia R. 3 Bauwelinckx, T. 3 Chadjiconstantinidis, Stathis 3 De Waegenaere, Anja 3 Egídio dos Reis, Alfredo D. 3 Grigutis, Andrius 3 Landriault, David 3 Lu, Yi 3 Mack, Thomas 3 Milevsky, Moshe Arye 3 Taylor, Gregory Clive 3 Teugels, Jozef L. 3 Tsanakas, Andreas 3 Vanneste, Marleen 3 Waters, Howard R. 3 Yam, Sheung Chi Phillip 3 Yang, Hailiang 3 Zitikis, Ričardas 2 Albrecher, Hansjörg 2 Balakrishnan, Narayanaswamy 2 Balbás, Alejandro 2 Balbás, Beatriz 2 Barmalzan, Ghobad 2 Beirlant, Jan 2 Benkhelifa, Lazhar 2 Bieliauskienė, Eugenija 2 Borch, Karl 2 Boucher, Jean-Philippe 2 Brekelmans, Ruud C. M. 2 Brockett, Patrick L. 2 Cardoso, Rui M. R. 2 Castañer, Anna 2 Cheung, Ka Chun 2 Chudziak, Jacek 2 Cox, Samuel H. jun. 2 Czarna, Irmina 2 De Pril, Nelson 2 Deme, El Hadji 2 Drozdenko, Vitaliy O. 2 Durbach, Ian N. 2 Embrechts, Paul 2 Fragnelli, Vito 2 Furman, Edward 2 Goffard, Pierre-Olivier 2 Heras, Antonio J. 2 Hesselager, Ole 2 Janssens, Gerrit K. 2 Kazi-Tani, Nabil 2 Labie, E. 2 Levikson, Benny 2 Malinovskiĭ, Vsevolod Konstantinovich 2 Marina, Maria Erminia 2 Montesinos, Pierre 2 Nakai, Toru 2 Palmowski, Zbigniew 2 Payandeh Najafabadi, Amir T. 2 Perry, David 2 Pratsiovytyi, Mykola 2 Ramaekers, Katrien M. 2 Ramsay, Colin M. 2 Reich, Axel 2 Rosenlund, Stig I. 2 Schmidt, Klaus D. 2 Schumacher, Johannes M. 2 Siu, Tak Kuen 2 Sordo, Miguel Ángel 2 Stadje, Wolfgang 2 Suijs, Jeroen 2 Svindland, Gregor 2 Tan, Ken Seng ...and 305 more Authors all top 5 Cited in 59 Serials 199 Insurance Mathematics & Economics 29 Scandinavian Actuarial Journal 24 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 20 Scandinavian Actuarial Journal 14 North American Actuarial Journal 13 Journal of Computational and Applied Mathematics 12 Methodology and Computing in Applied Probability 7 European Journal of Operational Research 7 ASTIN Bulletin 7 European Actuarial Journal 4 Applied Mathematics and Computation 4 Communications in Statistics. Theory and Methods 4 Stochastic Models 3 Lithuanian Mathematical Journal 3 Journal of Econometrics 3 SIAM Journal on Financial Mathematics 3 Modern Stochastics. Theory and Applications 2 Computers & Mathematics with Applications 2 Journal of Applied Probability 2 Nonlinear Analysis. Real World Applications 2 Statistics & Risk Modeling 1 Theory of Probability and its Applications 1 International Statistical Review 1 Statistica Neerlandica 1 Journal of Information & Optimization Sciences 1 Statistics & Probability Letters 1 Revue de Statistique Appliquée 1 Social Choice and Welfare 1 Statistics 1 Applied Stochastic Models and Data Analysis 1 Mathematical and Computer Modelling 1 Queueing Systems 1 Economics Letters 1 Games and Economic Behavior 1 International Journal of Computer Mathematics 1 Stochastic Processes and their Applications 1 Applied Mathematics. Series B (English Edition) 1 Top 1 Bernoulli 1 Mathematical Problems in Engineering 1 Finance and Stochastics 1 Doklady Mathematics 1 Mathematical Methods of Operations Research 1 Far East Journal of Theoretical Statistics 1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Journal of Interdisciplinary Mathematics 1 Extremes 1 Applied Stochastic Models in Business and Industry 1 Discrete and Continuous Dynamical Systems. Series B 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 4OR 1 Computational Management Science 1 Stochastics 1 European Journal of Pure and Applied Mathematics 1 AStA. Advances in Statistical Analysis 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 Journal of Business and Economic Statistics 1 Dependence Modeling 1 Cogent Mathematics all top 5 Cited in 21 Fields 251 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 248 Statistics (62-XX) 109 Probability theory and stochastic processes (60-XX) 27 Operations research, mathematical programming (90-XX) 19 Numerical analysis (65-XX) 4 Systems theory; control (93-XX) 3 Field theory and polynomials (12-XX) 3 Real functions (26-XX) 3 Functional analysis (46-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Integral equations (45-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) 1 Convex and discrete geometry (52-XX) 1 Computer science (68-XX) 1 Biology and other natural sciences (92-XX) Citations by Year