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Classification: MSC-62P05
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2010

Albers, W. and Kallenberg, W.C.M. (2010) Estimation effects on stop-loss premiums under dependence. International Journal of Statistics and Management System, 5 (1-2). pp. 21-58. ISSN 0973-7359

2009

Kallenberg, W.C.M. (2009) Estimating copula densities, using model selection techniques. Insurance: mathematics and economics, 45 (2). pp. 209-223. ISSN 0167-6687 *** ISI Impact 1,378 ***

2008

Kallenberg, W.C.M. (2008) Modelling dependence. Insurance: mathematics and economics, 42 (1). pp. 127-146. ISSN 0167-6687 *** ISI Impact 1,378 ***
Kallenberg, W.C.M. (2008) Estimating dependence, model selection of copulas. Memorandum 1866, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

2007

Albers, W. and Kallenberg, W.C.M. (2007) Estimation effects on stop-loss premiums under dependence. Memorandum 1837, Department of Applied Mathematics, University of Twente, Enschede. ISSN 1874-4850

2006

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
Kallenberg, W.C.M. (2006) Modeling dependence. Memorandum 1809, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2005

Reijnen, R. and Albers, W. and Kallenberg, W.C.M. (2005) Approximations for stop-loss reinsurance premiums. Insurance: Mathematics and Economics, 36 (3). pp. 237-250. ISSN 0167-6687 *** ISI Impact 1,378 ***
Zilber, A. (2005) A market model for stochastic smile: a conditional density approach. Memorandum 1783, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

2003

Reijnen, R. and Albers, W. and Kallenberg, W.C.M. (2003) Approximations for stop-loss reinsurance premiums. Memorandum 1695, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690

1998

Albers, W. (1998)
Stop-loss premiums under dependence.
Memorandum 1441, Department of Applied Mathematics, University of Twente, Enschede. ISSN 0169-2690