EEMCS

Albers, W. and Kallenberg, W.C.M. and Lukocius, V. (2009) A flexible model for actuarial risks under dependence. Scandinavian Actuarial Journal, 2009 (2). pp. 152-167. ISSN 0346-1238 *** ISI Impact 0,613 ***

Lukocius, V. (2008) Statistical analysis of dependencies within insurance portfolios. PhD thesis, University of Twente. ISBN 978-90-365-2739-2

Lukocius, V. and Albers, W. and Kallenberg, W.C.M. (2007) Accuracy of approximations in actuarial overdispersion models. Memorandum 1842, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

Albers, W. and Kallenberg, W.C.M. and Lukocius, V. (2006) Small dependencies and large actuarial risks. Memorandum 1812, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690