Modern actuarial risk theory R Kaas, M Goovaerts, J Dhaene Springer Science & Business Media, 2008 | 1568 | 2008 |
Actuarial theory for dependent risks: measures, orders and models M Denuit, J Dhaene, M Goovaerts, R Kaas John Wiley & Sons, 2006 | 1282 | 2006 |
The concept of comonotonicity in actuarial science and finance: theory J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (1), 3-33, 2002 | 953 | 2002 |
Design and implementation of an efficient priority queue P van Emde Boas, R Kaas, E Zijlstra Mathematical systems theory 10 (1), 99-127, 1976 | 784 | 1976 |
The concept of comonotonicity in actuarial science and finance: applications J Dhaene, M Denuit, MJ Goovaerts, R Kaas, D Vyncke Insurance: Mathematics and Economics 31 (2), 133-161, 2002 | 537 | 2002 |
Risk measures and comonotonicity: a review J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, Q Tang, D Vyncke Stochastic models 22 (4), 573-606, 2006 | 394 | 2006 |
Effective actuarial methods MJ Goovaerts, R Kaas, AE Van Heerwaarden, T Bauwelinckx AmsterdamNorth-Holland, 1990 | 358 | 1990 |
Ordering of actuarial risks R Kaas, AE van Heerwaarden, MJ Goovaerts BrusselsCaire, 1994 | 306 | 1994 |
Upper and lower bounds for sums of random variables R Kaas, J Dhaene, MJ Goovaerts Insurance: Mathematics and Economics 27 (2), 151-168, 2000 | 294 | 2000 |
On the probability and severity of ruin HU Gerber, MJ Goovaerts, R Kaas ASTIN Bulletin: The Journal of the IAA 17 (2), 151-163, 1987 | 284 | 1987 |
Economic capital allocation derived from risk measures J Dhaene, MJ Goovaerts, R Kaas North American Actuarial Journal 7 (2), 44-56, 2003 | 257 | 2003 |
Mean, median and mode in binomial distributions R Kaas, JM Buhrman Statistica Neerlandica 34 (1), 13-18, 1980 | 152 | 1980 |
Some new classes of consistent risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang Insurance: Mathematics and Economics 34 (3), 505-516, 2004 | 142 | 2004 |
Risk measurement with equivalent utility principles M Denuit, J Dhaene, M Goovaerts, R Kaas, R Laeven Statistics & Risk Modeling 24 (1), 1-25, 2006 | 117 | 2006 |
The tail probability of discounted sums of Pareto-like losses in insurance MJ Goovaerts, R Kaas, RJA Laeven, Q Tang, R Vernic Scandinavian Actuarial Journal 2005 (6), 446-461, 2005 | 103 | 2005 |
Comonotonic approximations for optimal portfolio selection problems J Dhaene, S Vanduffel, MJ Goovaerts, R Kaas, D Vyncke Journal of Risk and Insurance 72 (2), 253-300, 2005 | 94 | 2005 |
A unified approach to generate risk measures MJ Goovaerts, R Kaas, J Dhaene, Q Tang ASTIN Bulletin: The Journal of the IAA 33 (2), 173-191, 2003 | 88 | 2003 |
A comonotonic image of independence for additive risk measures MJ Goovaerts, R Kaas, RJA Laeven, Q Tang Insurance: Mathematics and Economics 35 (3), 581-594, 2004 | 78 | 2004 |
Practical actuarial credibility models DR Dannenburg, R Kaas, MJ Goovaerts AmsterdamIAE, 1996 | 78 | 1996 |
A simple geometric proof that comonotonic risks have the convex-largest sum R Kaas, J Dhaene, D Vyncke, MJ Goovaerts, M Denuit ASTIN Bulletin: The Journal of the IAA 32 (1), 71-80, 2002 | 76 | 2002 |