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de Vylder, Florent Etienne

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Author ID: de-vylder.florent-etienne Recent zbMATH articles by "de Vylder, Florent Etienne"
Published as: De Vylder, F.; De Vylder, F. E.; De Vylder, F. Etienne; De Vylder, Fl.; De Vylder, Floriaan; De Vylder, Floriaen E. C.; de Vylder, F.; de Vylder, Fl.; de Vylder, Florent Etienne; de Vylder, Floriaen; de Vylder, Florian
Documents Indexed: 71 Publications since 1976, including 4 Books

Publications by Year

Citations contained in zbMATH Open

56 Publications have been cited 525 times in 375 Documents Cited by Year
Insurance premiums. Theory and applications. Zbl 0532.62082
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J.
138
1984
Recursive calculation of finite-time ruin probabilities. Zbl 0629.62101
de Vylder, F.; Goovaerts, M. J.
39
1988
Analytical best upper bounds on stop-loss premiums. Zbl 0508.62088
de Vylder, F.; Goovaerts, M. J.
22
1982
Bounds for classical ruin probabilities. Zbl 0547.62068
de Vylder, F.; Goovaerts, M.
21
1984
Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. Zbl 0488.49030
de Vylder, F.
20
1982
Explicit finite-time and infinite-time ruin probabilities in the continuous case. Zbl 0963.91062
De Vylder, F. Etienne; Goovaerts, Marc J.
19
1999
Geometrical credibility. Zbl 0345.62082
De Vylder, Fl.
19
1976
Classical numerical ruin probabilities. Zbl 0880.62108
De Vylder, F.; Marceau, E.
16
1996
Interest randomness in annuities certain. Zbl 0778.62098
de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R.
15
1992
Numerical best bounds on stop-loss premiums. Zbl 0498.62089
Goovaerts, M. J.; Haezendonck, J.; de Vylder, F.
15
1982
Estimation of IBNR claims by credibility theory. Zbl 0504.62091
de Vylder, F.
12
1982
Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable. Zbl 0487.62087
de Vylder, F.; Goovaerts, M.
12
1982
Duality theory for bounds on integrals with applications to stop-loss premiums. Zbl 0522.62087
de Vylder, F.
11
1983
Homogeneous risk models with equalized claim amounts. Zbl 1103.91361
De Vylder, F.; Goovaerts, M.
10
2000
Ordering of risks: a review. Zbl 0492.62090
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J.
9
1982
Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions. Zbl 0446.62107
Goovaerts, M. J.; De Vylder, F.
9
1980
Inequality extensions of Prabhu’s formula in ruin theory. Zbl 0982.91032
De Vylder, F. E.; Goovaerts, M. J.
8
1999
A stochastic approach to insurance cycles. Zbl 0760.62095
Goovaerts, M. J.; De Vylder, F.; Kaas, R.
8
1992
Maximization, under equality constraints, of a functional of a probability distribution. Zbl 0501.90071
de Vylder, F.
7
1983
Martingales and ruin in a dynamical risk process. Zbl 0373.62062
de Vylder, F.
7
1977
Optimal parameter estimation under zero-excess assumptions in a classical model. Zbl 0752.62076
de Vylder, F.; Goovaerts, M. J.
6
1992
Ordering of risks and ruin probabilities. Zbl 0589.62089
Broeckx, F.; Goovaerts, M.; de Vylder, F.
6
1986
Optimal semilinear credibility. Zbl 0329.62077
De Vylder, Fl.
6
1976
Optimal parameter estimation under zero excess assumptions in the Bühlmann–Straub model. Zbl 0783.62088
de Vylder, F.; Goovaerts, M.
5
1992
Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model. Zbl 0745.62097
de Vylder, F.; Goovaerts, M. J.
5
1992
Maximization of the variance of a stop-loss reinsured risk. Zbl 0513.62102
de Vylder, F.; Goovaerts, M.
5
1983
Credibility in favor of unlucky insureds. Zbl 1083.62549
Young, Virginia R.; De Vylder, F. Etienne
4
2000
The bi-atomic uniform minimal solution of Schmitter’s problem. Zbl 0906.62107
De Vylder, F.; Goovaerts, M.; Marceau, E.
4
1997
The numerical solution of the Schmitter problems: Theory. Zbl 0890.90037
De Vylder, F.; Marceau, E.
4
1996
Practical models in credibility theory, including parameter estimation. Zbl 0535.62081
de Vylder, F.
4
1984
Practical models in credibility theory, including parameter estimation. Zbl 0527.62092
de Vylder, F.
4
1983
Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. Zbl 0519.62092
de Vylder, F.; Goovaerts, M.
4
1983
An invariance property of the Swiss premium calculation principle. Zbl 0419.62089
De Vylder, Floriaan; Goovaerts, Marc
4
1979
Estimation of IBNR claims by least squares. Zbl 0394.62077
de Vylder, F.
4
1978
The solution of Schmitter’s simple problem: Numerical illustration. Zbl 0906.62108
De Vylder, F.; Goovaerts, M.; Marceau, E.
3
1997
Stochastic processes defined from a Lagrangian. Zbl 0756.60104
de Vylder, F.; Goonvaerts, M. J.; Kaas, R.
3
1992
Non-linear regression in credibility theory. Zbl 0579.62091
de Vylder, F.
3
1985
Premium calculation in insurance. Proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18–31, 1983. Zbl 0528.00012
de Vylder, F. (ed.); Goovaerts, M. (ed.); Haezendonck, J. (ed.)
3
1984
Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. Zbl 0519.90066
de Vylder, F.
3
1983
Constrained credibility estimators in the regression model. Zbl 0496.62086
de Vylder, Florian; Sundt, Bjorn
3
1982
Solvency margins and equalization reserves. Zbl 0931.62088
de Vylder, F.; Goovaerts, M.
2
1999
Classical regression model under zero-excess assumptions. Zbl 0847.62053
De Vylder, F.; Goovaerts, M.; Cossette, H.
2
1995
Insurance and risk theory. (Proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, July 15-25, 1985). Zbl 0587.00013
Goovaerts, M. (ed.); de Vylder, F. (ed.); Haezendonck, J. (ed.)
2
1986
Representation theorems for extremal distributions. Zbl 0546.60018
Haezendonck, J.; de Vylder, F.; Delbaen, F.
2
1984
The structure of the distribution of a couple of observable random variables in credibility theory. Zbl 0545.62067
de Vylder, F.; Goovaerts, M.
2
1984
A comparison criterion for explosions in point processes. Zbl 0461.60070
Haezendonck, J.; De Vylder, F.
2
1980
Convexity inequalities for the Swiss premium. Zbl 0427.62077
De Vylder, F.; Goovaerts, M.
2
1980
A class of very regular distribution functions and corresponding ruin probabilities. Zbl 0389.62080
De Vylder, Fl.
2
1978
A new proof for a known result in risk theory. Zbl 0372.60122
de Vylder, Fl.
2
1977
Compound and mixed distributions. Zbl 0666.60016
de Vylder, F.
1
1989
Semilinear credibility with several approximating functions. Zbl 0571.62095
de Vylder, F.; Goovaerts, M.
1
1985
A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions. Zbl 0545.62068
Goovaerts, M.; de Vylder, F.
1
1984
The influence of reinsurance limits on infinite time ruin probabilities. Zbl 0539.62112
van Wouwe, M.; de Vylder, F.; Goovaerts, M.
1
1984
Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions. Zbl 0527.62093
Goovaerts, M. J.; de Vylder, F.
1
1983
Regression model with scalar credibility weights. Zbl 0504.62093
de Vylder, Floriaen
1
1981
Semi-continuous linear programming. Zbl 0377.90069
de Vylder, Fl.
1
1978
Homogeneous risk models with equalized claim amounts. Zbl 1103.91361
De Vylder, F.; Goovaerts, M.
10
2000
Credibility in favor of unlucky insureds. Zbl 1083.62549
Young, Virginia R.; De Vylder, F. Etienne
4
2000
Explicit finite-time and infinite-time ruin probabilities in the continuous case. Zbl 0963.91062
De Vylder, F. Etienne; Goovaerts, Marc J.
19
1999
Inequality extensions of Prabhu’s formula in ruin theory. Zbl 0982.91032
De Vylder, F. E.; Goovaerts, M. J.
8
1999
Solvency margins and equalization reserves. Zbl 0931.62088
de Vylder, F.; Goovaerts, M.
2
1999
The bi-atomic uniform minimal solution of Schmitter’s problem. Zbl 0906.62107
De Vylder, F.; Goovaerts, M.; Marceau, E.
4
1997
The solution of Schmitter’s simple problem: Numerical illustration. Zbl 0906.62108
De Vylder, F.; Goovaerts, M.; Marceau, E.
3
1997
Classical numerical ruin probabilities. Zbl 0880.62108
De Vylder, F.; Marceau, E.
16
1996
The numerical solution of the Schmitter problems: Theory. Zbl 0890.90037
De Vylder, F.; Marceau, E.
4
1996
Classical regression model under zero-excess assumptions. Zbl 0847.62053
De Vylder, F.; Goovaerts, M.; Cossette, H.
2
1995
Interest randomness in annuities certain. Zbl 0778.62098
de Schepper, A.; de Vylder, F.; Goovaerts, M.; Kaas, R.
15
1992
A stochastic approach to insurance cycles. Zbl 0760.62095
Goovaerts, M. J.; De Vylder, F.; Kaas, R.
8
1992
Optimal parameter estimation under zero-excess assumptions in a classical model. Zbl 0752.62076
de Vylder, F.; Goovaerts, M. J.
6
1992
Optimal parameter estimation under zero excess assumptions in the Bühlmann–Straub model. Zbl 0783.62088
de Vylder, F.; Goovaerts, M.
5
1992
Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model. Zbl 0745.62097
de Vylder, F.; Goovaerts, M. J.
5
1992
Stochastic processes defined from a Lagrangian. Zbl 0756.60104
de Vylder, F.; Goonvaerts, M. J.; Kaas, R.
3
1992
Compound and mixed distributions. Zbl 0666.60016
de Vylder, F.
1
1989
Recursive calculation of finite-time ruin probabilities. Zbl 0629.62101
de Vylder, F.; Goovaerts, M. J.
39
1988
Ordering of risks and ruin probabilities. Zbl 0589.62089
Broeckx, F.; Goovaerts, M.; de Vylder, F.
6
1986
Insurance and risk theory. (Proceedings of the NATO Advanced Study Institute on Insurance and Risk Theory, Maratea, Italy, July 15-25, 1985). Zbl 0587.00013
Goovaerts, M. (ed.); de Vylder, F. (ed.); Haezendonck, J. (ed.)
2
1986
Non-linear regression in credibility theory. Zbl 0579.62091
de Vylder, F.
3
1985
Semilinear credibility with several approximating functions. Zbl 0571.62095
de Vylder, F.; Goovaerts, M.
1
1985
Insurance premiums. Theory and applications. Zbl 0532.62082
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J.
138
1984
Bounds for classical ruin probabilities. Zbl 0547.62068
de Vylder, F.; Goovaerts, M.
21
1984
Practical models in credibility theory, including parameter estimation. Zbl 0535.62081
de Vylder, F.
4
1984
Premium calculation in insurance. Proceedings of the NATO Advanced Study Institute on Insurance Premiums, Louvain, Belgium, July 18–31, 1983. Zbl 0528.00012
de Vylder, F. (ed.); Goovaerts, M. (ed.); Haezendonck, J. (ed.)
3
1984
Representation theorems for extremal distributions. Zbl 0546.60018
Haezendonck, J.; de Vylder, F.; Delbaen, F.
2
1984
The structure of the distribution of a couple of observable random variables in credibility theory. Zbl 0545.62067
de Vylder, F.; Goovaerts, M.
2
1984
A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions. Zbl 0545.62068
Goovaerts, M.; de Vylder, F.
1
1984
The influence of reinsurance limits on infinite time ruin probabilities. Zbl 0539.62112
van Wouwe, M.; de Vylder, F.; Goovaerts, M.
1
1984
Duality theory for bounds on integrals with applications to stop-loss premiums. Zbl 0522.62087
de Vylder, F.
11
1983
Maximization, under equality constraints, of a functional of a probability distribution. Zbl 0501.90071
de Vylder, F.
7
1983
Maximization of the variance of a stop-loss reinsured risk. Zbl 0513.62102
de Vylder, F.; Goovaerts, M.
5
1983
Practical models in credibility theory, including parameter estimation. Zbl 0527.62092
de Vylder, F.
4
1983
Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk. Zbl 0519.62092
de Vylder, F.; Goovaerts, M.
4
1983
Bound on integrals: Elimination of the dual and reduction of the number of equality constraints. Zbl 0519.90066
de Vylder, F.
3
1983
Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions. Zbl 0527.62093
Goovaerts, M. J.; de Vylder, F.
1
1983
Analytical best upper bounds on stop-loss premiums. Zbl 0508.62088
de Vylder, F.; Goovaerts, M. J.
22
1982
Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints. Zbl 0488.49030
de Vylder, F.
20
1982
Numerical best bounds on stop-loss premiums. Zbl 0498.62089
Goovaerts, M. J.; Haezendonck, J.; de Vylder, F.
15
1982
Estimation of IBNR claims by credibility theory. Zbl 0504.62091
de Vylder, F.
12
1982
Upper and lower bounds on stop-loss premiums in case of known expectation and variance of the risk variable. Zbl 0487.62087
de Vylder, F.; Goovaerts, M.
12
1982
Ordering of risks: a review. Zbl 0492.62090
Goovaerts, M. J.; de Vylder, F.; Haezendonck, J.
9
1982
Constrained credibility estimators in the regression model. Zbl 0496.62086
de Vylder, Florian; Sundt, Bjorn
3
1982
Regression model with scalar credibility weights. Zbl 0504.62093
de Vylder, Floriaen
1
1981
Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions. Zbl 0446.62107
Goovaerts, M. J.; De Vylder, F.
9
1980
A comparison criterion for explosions in point processes. Zbl 0461.60070
Haezendonck, J.; De Vylder, F.
2
1980
Convexity inequalities for the Swiss premium. Zbl 0427.62077
De Vylder, F.; Goovaerts, M.
2
1980
An invariance property of the Swiss premium calculation principle. Zbl 0419.62089
De Vylder, Floriaan; Goovaerts, Marc
4
1979
Estimation of IBNR claims by least squares. Zbl 0394.62077
de Vylder, F.
4
1978
A class of very regular distribution functions and corresponding ruin probabilities. Zbl 0389.62080
De Vylder, Fl.
2
1978
Semi-continuous linear programming. Zbl 0377.90069
de Vylder, Fl.
1
1978
Martingales and ruin in a dynamical risk process. Zbl 0373.62062
de Vylder, F.
7
1977
A new proof for a known result in risk theory. Zbl 0372.60122
de Vylder, Fl.
2
1977
Geometrical credibility. Zbl 0345.62082
De Vylder, Fl.
19
1976
Optimal semilinear credibility. Zbl 0329.62077
De Vylder, Fl.
6
1976
all top 5

Cited by 364 Authors

60 Goovaerts, Marc J.
36 de Vylder, Florent Etienne
23 Kaas, Rob
14 Kremer, Erhard K.
12 Lefèvre, Claude
10 De Schepper, Ann
10 Marceau, Étienne
9 Hürlimann, Werner
8 Laeven, Roger J. A.
7 Haezendonck, Jean
7 Heijnen, Bart
7 Kałuszka, Marek
7 van Heerwaarden, A. E.
6 Cossette, Hélène
6 Delbaen, Freddy
6 Dickson, David C. M.
6 Psarrakos, Georgios
5 Picard, Philippe
5 Politis, Konstadinos
5 Shiu, Elias S. W.
5 Šiaulys, Jonas
4 Denuit, Michel M.
4 Dhaene, Jan
4 Gerber, Hans U.
4 Norberg, Ragnar
4 Sundt, Bjørn Rosted
4 Tsai, Cary Chi-Liang
4 Young, Virginia R.
3 Bauwelinckx, T.
3 Claramunt, M. Mercè
3 De Waegenaere, Anja
3 Egídio dos Reis, Alfredo D.
3 Garrido, José Luis
3 Landriault, David
3 Lu, Yi
3 Mack, Thomas
3 Milevsky, Moshe Arye
3 Pitselis, Georgios
3 Schmidt, Klaus D.
3 Taylor, Gregory Clive
3 Teugels, Jozef L.
3 Tsanakas, Andreas
3 Vanneste, Marleen
3 Waters, Howard R.
3 Yang, Hailiang
2 Beirlant, Jan
2 Benkhelifa, Lazhar
2 Bieliauskienė, Eugenija
2 Borch, Karl
2 Boucher, Jean-Philippe
2 Brockett, Patrick L.
2 Cai, Jun
2 Cardoso, Rui M. R.
2 Castañer, Anna
2 Chadjiconstantinidis, Stathis
2 Cox, Samuel H. jun.
2 Czarna, Irmina
2 De Pril, Nelson
2 Drozdenko, Vitaliy O.
2 Durbach, Ian N.
2 Fragnelli, Vito
2 Goffard, Pierre-Olivier
2 Hesselager, Ole
2 Janssens, Gerrit K.
2 Krzeszowiec, Michał
2 Labie, E.
2 Levikson, Benny
2 Loisel, Stéphane
2 Malinovskiĭ, Vsevolod Konstantinovich
2 Marina, Maria Erminia
2 Nakai, Toru
2 Nowak, Maciej
2 Palmowski, Zbigniew
2 Perry, David
2 Pratsiovytyi, Mykola V.
2 Ramaekers, Katrien M.
2 Ramsay, Colin M.
2 Reich, Axel
2 Schumacher, Johannes M.
2 Siu, Tak Kuen
2 Sordo, Miguel A.
2 Stadje, Wolfgang
2 Suijs, Jeroen
2 Tang, Qihe
2 Usábel, Miguel A.
2 Walhin, Jean-François
2 Wang, Guojing
2 Wang, Ruodu
2 Wang, Shaun S.
2 Weba, Michael
2 Wong, Man Hong
2 Wu, Rong
2 Yuen, Kam Chuen
2 Zhang, Lihong
2 Zhang, Shuzhong
2 Zitikis, Ričardas
1 Acciaio, Beatrice
1 Afanaseva, Larisa G.
1 Aissani, Djamil
1 Albrecher, Hansjörg
...and 264 more Authors
all top 5

Cited in 55 Serials

198 Insurance Mathematics & Economics
29 Scandinavian Actuarial Journal
24 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
18 Scandinavian Actuarial Journal
13 Journal of Computational and Applied Mathematics
10 Methodology and Computing in Applied Probability
7 ASTIN Bulletin
7 North American Actuarial Journal
6 European Journal of Operational Research
5 European Actuarial Journal
4 Stochastic Models
3 Journal of Econometrics
3 SIAM Journal on Financial Mathematics
2 Computers & Mathematics with Applications
2 Lithuanian Mathematical Journal
2 Applied Mathematics and Computation
2 Journal of Applied Probability
2 Nonlinear Analysis. Real World Applications
2 Modern Stochastics. Theory and Applications
1 Theory of Probability and its Applications
1 International Statistical Review
1 Statistica Neerlandica
1 Journal of Information & Optimization Sciences
1 Statistics & Probability Letters
1 Revue de Statistique Appliquée
1 Social Choice and Welfare
1 Statistics
1 Applied Stochastic Models and Data Analysis
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Economics Letters
1 Games and Economic Behavior
1 Communications in Statistics. Theory and Methods
1 International Journal of Computer Mathematics
1 Stochastic Processes and their Applications
1 Applied Mathematics. Series B (English Edition)
1 Top
1 Bernoulli
1 Mathematical Problems in Engineering
1 Finance and Stochastics
1 Doklady Mathematics
1 Mathematical Methods of Operations Research
1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Journal of Interdisciplinary Mathematics
1 Extremes
1 Applied Stochastic Models in Business and Industry
1 Discrete and Continuous Dynamical Systems. Series B
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 4OR
1 Stochastics
1 European Journal of Pure and Applied Mathematics
1 AStA. Advances in Statistical Analysis
1 Statistics & Risk Modeling
1 Dependence Modeling
1 Cogent Mathematics

Citations by Year