Edit Profile (opens in new tab) Heijnen, Bart Co-Author Distance Author ID: 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 Co-Authors 3 single-authored 6 Goovaerts, Marc J. 5 De Schepper, Ann 1 Gerber, Hans U. 1 Janssens, Gerrit K. 1 van Wouwe, Martine all top 5 Serials 4 Insurance Mathematics & Economics 3 Journal of Computational and Applied Mathematics 2 Scandinavian Actuarial Journal 2 Methods of Operations Research 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) Fields 12 Statistics (62-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Probability theory and stochastic processes (60-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 Cited by 61 Authors 6 Heijnen, Bart 4 Sikorska, Justyna 4 Zuluaga, Luis Fernando 3 De Schepper, Ann 2 Cox, Samuel H. jun. 2 Du, Donglei 2 Janssens, Gerrit K. 2 Ramaekers, Katrien M. 2 Rüschendorf, Ludger 2 Vanduffel, Steven 2 Wong, Man Hong 2 Zhang, Shuzhong 1 Bernard, Carole L. 1 Brekelmans, Ruud C. M. 1 Cornilly, Dries 1 De Vylder, Etienne F. 1 den Hertog, Dick 1 Denuit, Michel M. 1 Do, Trung K. 1 Guo, Jun 1 Han, Qiaoming 1 Hu, Xiang 1 Hürlimann, Werner 1 Jentsch, Carsten 1 Johnson, Brent A. 1 Kazzi, Rodrigue 1 Krasin, Vladislav Y. 1 Lefèvre, Claude 1 Li, Lujun 1 Li, Wenbo V. 1 Liu, Guoqing 1 Liu, Yi 1 Medaglia, Andrés L. 1 Melnikov, Aleksander Viktorovich 1 Paganoni, Luigi 1 Peña, Javier F. 1 Perry, David 1 Phillips, Richard D. 1 Rätz, Jürg 1 Rice, John D. 1 Robbins, Edward L. 1 Roos, Ernst 1 Sahabi, Bahram 1 Shao, Hui 1 Smirnov, Ivan 1 Song, Lixiang 1 Stadje, Wolfgang 1 Strawderman, Robert L. 1 Tang, Meiling 1 Tian, Ruilin 1 van Leeuwaarden, Johan S. H. 1 Villegas, Andrés M. 1 Wang, Ruodu 1 Weiß, Christian H. 1 Yang, Hailiang 1 Yang, Jingping 1 Zhang, Lianzeng 1 Zhou, Chao 1 Zhou, Jianzhong 1 Zolfaghari, Mehdi 1 Zou, Qiang all top 5 Cited in 17 Serials 11 Insurance Mathematics & Economics 5 Journal of Computational and Applied Mathematics 3 European Journal of Operational Research 2 Aequationes Mathematicae 2 North American Actuarial Journal 2 Set-Valued and Variational Analysis 1 Operations Research 1 Results in Mathematics 1 Applied Mathematical Modelling 1 Communications in Statistics. Theory and Methods 1 Lifetime Data Analysis 1 Bernoulli 1 Journal of Interdisciplinary Mathematics 1 4OR 1 Asia-Pacific Financial Markets 1 SIAM Journal on Financial Mathematics 1 Annals of Finance all top 5 Cited in 14 Fields 22 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 11 Probability theory and stochastic processes (60-XX) 10 Operations research, mathematical programming (90-XX) 5 Difference and functional equations (39-XX) 3 General topology (54-XX) 2 Operator theory (47-XX) 2 Numerical analysis (65-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Computer science (68-XX) Citations by Year