Kaas, Rob
Kaas, Rob
Professor of Actuarial Statistics, University of Amsterdam
Verified email at uva.nl
Title
Cited by
Cited by
Year
Modern actuarial risk theory: using R
R Kaas, M Goovaerts, J Dhaene, M Denuit
Springer Science & Business Media, 2008
11722008
Actuarial theory for dependent risks: measures, orders and models
M Denuit, J Dhaene, M Goovaerts, R Kaas
John Wiley & Sons, 2006
9172006
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
7802002
Design and implementation of an efficient priority queue
P van Emde Boas, R Kaas, E Zijlstra
Mathematical systems theory 10 (1), 99-127, 1976
7111976
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
4552002
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
M Dahl
Insurance: mathematics and economics 35 (1), 113-136, 2004
4472004
Effective actuarial methods
MJ Goovaerts, R Kaas, AE Van Heerwaarden, T Bauwelinckx
AmsterdamNorth-Holland, 1990
3191990
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
3002006
Ordering of actuarial risks
R Kaas, AE Van Heerwaarden, M Goovaerts
2801994
Upper and lower bounds for sums of random variables
R Kaas, J Dhaene, MJ Goovaerts
Insurance: Mathematics and Economics 27 (2), 151-168, 2000
2712000
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
2671987
Economic capital allocation derived from risk measures
J Dhaene, MJ Goovaerts, R Kaas
North American Actuarial Journal 7 (2), 44-56, 2003
2302003
Comonotonicity, correlation order and premium principles
S Wang, J Dhaene
Insurance: Mathematics and Economics 22 (3), 235-242, 1998
1701998
Some new classes of consistent risk measures
MJ Goovaerts, R Kaas, J Dhaene, Q Tang
Insurance: Mathematics and Economics 34 (3), 505-516, 2004
1192004
Risk measurement with equivalent utility principles
M Denuit, J Dhaene, M Goovaerts, R Kaas, RJA Laeven
Available at SSRN 880007, 2006
1072006
Mean, median and mode in binomial distributions
R Kaas, JM Buhrman
Statistica Neerlandica 34 (1), 13-18, 1980
1011980
Modern actuarial risk theory
R Kass, M Goovaerts, J Dhaene, M Denuit
Kluwer Academic Publishers 4, 81-106, 2001
992001
Computational actuarial science with R
A Charpentier
CRC press, 2014
962014
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
902005
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
842005
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