- Denuit , M. 1999 . The exponential premium calculation principle revisited . ASTIN Bulletin , 29 : 215 – 226 .
- Denuit , M. , Lefèvre , Cl. and Shaked , M. 1998 . The s-convex orders among real random variables, with applications . Mathematical Inequalities and Their Applications , 1 : 585 – 613 .
- Denuit , M. , De Vylder , F. E. and Lefèvre , Cl. 1999a . Extremal generators and extremal distributions for the continuous s-convex stochastic orderings . Insurance: Mathematics & Economics , 24 : 201 – 217 .
- Denuit , M. , Dhaene , J. and Van Wouwe , M. 1999b . The economics of insurance: a review and some recent developments . Bulletin de l'Association Suisse des Actuaires , 1999 (2) : 137 – 175 .
- Denuit , M. , Lefèvere , Cl. and Shaked , M. 1999e . Some contributions to the theory of high convexity stochastic orders . Statistics and Probability Letters , 47 : 287 – 293 .
- Denuit , M. , Lefèvre , Cl. and Utev , S. 1999d . Generalized stochastic convexity and stochastic orderings of mixtures . Probability in the Engineering and Informational Sciences , 13 : 275 – 291 .
- Denuit , M. , Lefèvre , Cl. and Shaked , M. 2000a . S-convex approximations . Advances in Applied Probability , 32 : 994 – 1010 .
- Denuit , M. , Lefèvre , Cl. and Utev , S. 2000b . Measuring the impact of dependence between claim occurrences . Submitted.
- De Pril , N. and Dhaene , J. 1992 . Error bounds for compound Poisson approximation of the the individual risk model . ASTIN Bulletin , 22 : 135 – 148 .
- De Vylder , F. E. 1996 . Advanced risk theory. A self-contained introduction , Bruxelles : Editions de l'Université Libre de Bruxelles-Swiss Association of Actuaries .
- Gerber , H. U. 1981 . An Introduction to Mathematical Risk Theory , Huebner Foundation Monograph
- Gerber , H. U. 1984 . Error bounds for the compound Poisson approximation . Insurance: Mathematics & Economics , 3 : 191 – 194 .
- Hesselager , O. , Wang , S. and Willmot , G. 1997 . Exponential and scale mixtures and equilibrium distributions . Scandinavian Actuarial Journal , 1997 (2) : 125 – 142 .
- Hürlimann , W. 1996 . Improved analytical bounds for some risk quantities . ASTIN Bulletin , 26 : 185 – 199 .
- Kaas , R. 1987 . Bounds and approximations for some risk theoretical quantities , Amsterdam : Kaal Boek .
- Kaas , R. and Hesselager , O. 1995 . Ordering claim size distributions and mixed Poisson probabilities . Insurance: Mathematics and Economics , 17 : 193 – 201 .
- Kaas , R. , Van Heerwaarden , A. E. and Goovaerts , M. J. 1994 . Ordering of actuarial risks , Bruxelles : Caire .
- Keatinge , C. L. Modeling losses with the mixed exponential distribution . Proceedings Papers Presented at the 1999 CAS Annual Meeting .
- Lefèvre , Cl. and Utev , S. 1998 . On order-preserving properties of probability metrics . Journal of Theoretical Probability , 11 : 907 – 920 .
- Lin , G. D. 1994 . On a probabilistic generalization of Taylor's theorem . Statistics and Probability Letters , 19 : 239 – 243 .
- Lin , G. D. 1998 . Characterizations of the L-class of life distributions . Statistics and Probability Letters , 40 : 259 – 266 .
- Lindsay , B. G. 1989 . Moment matrices: applications in mixtures . Annals of Statistics , 17 : 722 – 740 .
- Lindsay , B. G. and Roeder , K. 1997 . Moment-based oscillation properties of mixture models . Annals of Statistics , 25 : 378 – 386 .
- McCullagh , P. 1983 . Quasi-likelihood functions . Annals of Statistics , 11 : 59 – 67 .
- Massey , W. A. and Whitt , W. 1993 . A probabilistic generalization of Taylor's theorem . Statistics and Probability Letters , 16 : 51 – 543 .
- Müller , A. 1997 . Stochastic orderings generated by integrals: a unified study . Advances in Applied Probability , 29 : 414 – 428 .
- Neider , J. A. and Pregibon , D. 1987 . An extended quasi-likelihood function . Biometrika , 74 : 221 – 232 .
- Patilea , V. 1997 . Convex models, NPMLE and misspecifiation , Institut de Statistique, Université Catholique de Louvain . PhD Thesis
- Rachev , S. T. 1991 . Probability metrics and the stability of stochastic models , New York : John Wiley .
- Rachev , S.T. and Rüschendorf , L. 1990 . Approximation of sums by compound Poisson distributions with respect to stop-loss distances . Advances in Applied Probability , 22 : 350 – 374 .
Scandinavian Actuarial Journal
Volume 2002, 2002 - Issue 1