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Author ID: heijnen.bart Recent zbMATH articles by "Heijnen, Bart"
Published as: Heijnen, B.; Heijnen, Bart
External Links: MGP
Documents Indexed: 15 Publications since 1986
Co-Authors: 5 Co-Authors with 12 Joint Publications
130 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 54 times in 36 Documents Cited by Year
How to estimate the value at risk under incomplete information. Zbl 1182.91099
de Schepper, Ann; Heijnen, Bart
11
2010
Distribution-free option pricing. Zbl 1141.91434
De Schepper, Ann; Heijnen, Bart
10
2007
Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk. Zbl 0717.62102
Heijnen, B.
9
1990
Best upper bounds on risks altered by deductibles under incomplete information. Zbl 0706.62096
Heijnen, B.; Goovaerts, M. J.
7
1989
General restrictions on tail probabilities. Zbl 0851.60015
De Schepper, A.; Heijnen, B.
6
1995
Additivity and premium calculation principles. Zbl 0606.62118
Heijnen, B.; Goovaerts, M. J.
5
1986
Bounds on modified stop-loss premiums in case of unimodal distributions. Zbl 0624.62096
Heijnen, B.; Goovaerts, M. J.
4
1987
A recursive scheme for perpetuities with random positive interest rates. II: The impenetrable wall. Zbl 0928.62102
De Schepper, Ann; Goovaerts, Mark; Heijnen, Bart
1
1999
On the small risk approximation. Zbl 0602.62093
Heijnen, Bart; Gerber, Hans U.
1
1986
How to estimate the value at risk under incomplete information. Zbl 1182.91099
de Schepper, Ann; Heijnen, Bart
11
2010
Distribution-free option pricing. Zbl 1141.91434
De Schepper, Ann; Heijnen, Bart
10
2007
A recursive scheme for perpetuities with random positive interest rates. II: The impenetrable wall. Zbl 0928.62102
De Schepper, Ann; Goovaerts, Mark; Heijnen, Bart
1
1999
General restrictions on tail probabilities. Zbl 0851.60015
De Schepper, A.; Heijnen, B.
6
1995
Best upper and lower bounds on modified stop loss premiums in case of known range, mode, mean and variance of the original risk. Zbl 0717.62102
Heijnen, B.
9
1990
Best upper bounds on risks altered by deductibles under incomplete information. Zbl 0706.62096
Heijnen, B.; Goovaerts, M. J.
7
1989
Bounds on modified stop-loss premiums in case of unimodal distributions. Zbl 0624.62096
Heijnen, B.; Goovaerts, M. J.
4
1987
Additivity and premium calculation principles. Zbl 0606.62118
Heijnen, B.; Goovaerts, M. J.
5
1986
On the small risk approximation. Zbl 0602.62093
Heijnen, Bart; Gerber, Hans U.
1
1986

Citations by Year