The following pages link to Rob Kaas (Q201404):
Displaying 50 items.
- Worst case risk measurement: back to the future? (Q654815) (← links)
- A note on additive risk measures in rank-dependent utility (Q661234) (← links)
- Decision principles derived from risk measures (Q661251) (← links)
- (Q882472) (redirect page) (← links)
- Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality (Q882473) (← links)
- A large deviation result for aggregate claims with dependent claim occurrences (Q882851) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Some new classes of consistent risk measures (Q977158) (← links)
- Worst VaR scenarios with given marginals and measures of association (Q1017757) (← links)
- Best bounds for positive distributions with fixed moments (Q1076468) (← links)
- Extremal values of stop-loss premiums under moment constraints (Q1086963) (← links)
- New upper bounds for stop-loss premiums for the individual model (Q1096302) (← links)
- A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints (Q1096377) (← links)
- Combining Panjer's recursion with convolution (Q1116616) (← links)
- A branch and bound algorithm for the acyclic subgraph problem (Q1154950) (← links)
- Actuarial software (Q1185318) (← links)
- Stochastic processes defined from a Lagrangian (Q1199965) (← links)
- Stop-loss order, unequal means, and more dangerous distributions (Q1199966) (← links)
- A stochastic approach to insurance cycles (Q1205677) (← links)
- The Dutch premium principle (Q1205679) (← links)
- Interest randomness in annuities certain (Q1209481) (← links)
- Properties of the Esscher premium calculation principle (Q1262678) (← links)
- How to (and how not to) compute stop-loss premiums in practice (Q1323592) (← links)
- The concept of comonotonicity in actuarial science and finance: theory. (Q1394963) (← links)
- Bounds for present value functions with stochastic interest rates and stochastic volatility. (Q1394966) (← links)
- The concept of comonotonicity in actuarial science and finance: applications. (Q1413349) (← links)
- The hurdle-race problem. (Q1423369) (← links)
- On the use of QUADPACK for the calculation of risk theoretical quantities (Q1819519) (← links)
- Optimal reinsurance in relation to ordering of risks (Q1824976) (← links)
- Some alternatives for the individual model (Q1892984) (← links)
- Ordering claim size distributions and mixed Poisson probabilities (Q1905001) (← links)
- Application of the problem of moments to derive bounds on integrals with integral constraints (Q2266334) (← links)
- A comonotonic image of independence for additive risk measures (Q2485529) (← links)
- Decision principles derived from risk measures (Q2895138) (← links)
- (Q2968271) (← links)
- (Q2968298) (← links)
- Risk measurement with equivalent utility principles (Q3417648) (← links)
- Risk Measures and Comonotonicity: A Review (Q3424141) (← links)
- (Q3523756) (← links)
- (Q3647072) (← links)
- Computing moments of compound distributions (Q3711610) (← links)
- (Q3729892) (← links)
- ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS (Q3740876) (← links)
- (Q3742575) (← links)
- Mean, Median and Mode in Binomial Distributions (Q3888322) (← links)
- Technical Note—Data-Dependent Bounds for Heuristics to Find a Minimum Weight Hamiltonian Circuit (Q3896864) (← links)
- Stronger Gomory cuts by multidimensional knapsack problems (Q3922476) (← links)
- Design and implementation of an efficient priority queue (Q4137890) (← links)
- A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results (Q4248557) (← links)
- Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian (Q4320527) (← links)
