Authors:
De Schepper, A.
Goovaerts, J. M.
Kaas, R.
Citation: A. De Schepper, et al., A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results, Scandinavian actuarial journal , 1997(1), 1997, pp. 1-10
Citation: B. Hejnen, et M. Goovaerts, J., Best upper bounds on risks altered by deductibles under incomplete information, Scandinavian actuarial journal , 1989(1), 1989, pp. 23-46
Citation: M. Goovaerts, J. et M. Declercq,, On an application of a smoothing inequality to the estimation of stop-loss premiums, Scandinavian actuarial journal , 1980(1), 1980, pp. 33-40
Citation: M. Goovaerts, J. et F. De Vylder,, Stop-loss ordering for scale and power mixtures of distributions, Scandinavian actuarial journal , 1984(2), 1984, pp. 95-101
Citation: M. Goovaerts, J. et F. De Vylder,, Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions, Scandinavian actuarial journal , 1980(3), 1980, pp. 141-148
Citation: M. Goovaerts, J., A remark on survival probabilities for a weighted poisson process, Scandinavian actuarial journal , 1982(3-4), 1982, pp. 211-215
Citation: H. Gerber, U. et M. Goovaerts, J., On the representation of additive principles of premium calculation, Scandinavian actuarial journal , 1981(4), 1981, pp. 221-227