J. Haezendonck

University of Antwerp — Belgium

Decision Sciences · Social Sciences

12h-index654citations33works0.02yr avg
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Research Topics

Probability and Risk Models(13), Stochastic processes and financial applications(10), Risk and Portfolio Optimization(7), Insurance and Financial Risk Management(6), Point processes and geometric inequalities(4)

Publications33 total

A martingale approach to premium calculation principles in an arbitrage free market
Insurance Mathematics and Economics·1989· 111 cited
Delay in claim settlement
Insurance Mathematics and Economics·1989· 24 cited
Symposium on risk theory, Louvain - special issue
Insurance Mathematics and Economics·1989· 1 cited
Editorial
Insurance Mathematics and Economics·1989Open Access
Macro-economic influences on the crossing of dividend barriers
Scandinavian Actuarial Journal·1988· 5 cited
Limit theorems for the present value of the surplus of an insurance portfolio
Insurance Mathematics and Economics·1988· 15 cited
Classical risk theory in an economic environment
Insurance Mathematics and Economics·1987· 116 cited
Upper bounds on stop-loss premiums in case of known moments up to the fourth order
Insurance Mathematics and Economics·1986· 54 cited
Martingales in Markov processes applied to risk theory
Insurance Mathematics and Economics·1986· 15 cited
Insurance and risk theory. Proceedings of the Nato ASI on Insurance and Risk Theory, Maratea 1985
1986
Application of Martingales in Risk Theory
1986
Inversed martingales in risk theory
Insurance Mathematics and Economics·1985· 14 cited
Representation theorems for extremal distributions
Insurance Mathematics and Economics·1984· 2 cited
Stop-loss dominance
Blätter der DGVFM·1984
Premiums calculation in insurance. Proceedings of the Nato ASI on Insurance Premiums,Leuven,1983
1984
Premium Calculation in Insurance
1984· 22 cited
Limit Theorems for Risk Processes
1984
Insurance premiums: Theory and applications
Medical Entomology and Zoology·1984· 137 cited
Weighted Markov Processes with an Application to Risk Theory
1984· 1 cited
Limit distributions for risk processes in case of claim amounts of finite expectation
Insurance Mathematics and Economics·1983· 2 cited
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Frequent Co-authors

Freddy Delbaen(12), Marc Goovaerts(10), Kenneth E. Jansen(4), F. De Vylder(4), P. Boogaert(3), Florent de Vylder(2), F. De Vylder(2), FE De Vylder(2), M.J. Goovaerts(1), H.U. Gerber(1), Mammitzsch(1), G. de Vylder(1), Hans U. Gerber(1), Volker Mammitzsch(1), Paul Glansdorff(1), E. Dereuster(1)