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Kaas, Rob
Kaas, Rob
Professor of Actuarial Statistics, University of Amsterdam
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Modern actuarial risk theory
R Kaas, M Goovaerts, J Dhaene
Springer Science & Business Media, 2008
15852008
Actuarial theory for dependent risks: measures, orders and models
M Denuit, J Dhaene, M Goovaerts, R Kaas
John Wiley & Sons, 2006
13012006
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
9702002
Design and implementation of an efficient priority queue
P van Emde Boas, R Kaas, E Zijlstra
Mathematical systems theory 10 (1), 99-127, 1976
7941976
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
5482002
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
4012006
Effective actuarial methods
MJ Goovaerts, R Kaas, AE Van Heerwaarden, T Bauwelinckx
AmsterdamNorth-Holland, 1990
3611990
Ordering of actuarial risks
R Kaas, AE Van Heerwaarden, MJ Goovaerts
BrusselsCaire, 1994
3141994
Upper and lower bounds for sums of random variables
R Kaas, J Dhaene, MJ Goovaerts
Insurance: Mathematics and Economics 27 (2), 151-168, 2000
3062000
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
2861987
Economic capital allocation derived from risk measures
J Dhaene, MJ Goovaerts, R Kaas
North American Actuarial Journal 7 (2), 44-56, 2003
2662003
Mean, median and mode in binomial distributions
R Kaas, JM Buhrman
Statistica Neerlandica 34 (1), 13-18, 1980
1591980
Some new classes of consistent risk measures
MJ Goovaerts, R Kaas, J Dhaene, Q Tang
Insurance: Mathematics and Economics 34 (3), 505-516, 2004
1472004
Risk measurement with equivalent utility principles
M Denuit, J Dhaene, M Goovaerts, R Kaas, R Laeven
Statistics & Risk Modeling 24 (1), 1-25, 2006
1172006
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
1022005
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
982005
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
902003
Practical actuarial credibility models
DR Dannenburg, R Kaas, MJ Goovaerts
AmsterdamIAE, 1996
801996
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
782004
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
782002
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