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Original Article

A stochastic approach to catastrophic risks

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Pages 99-108 | Received 01 May 1993, Published online: 22 Dec 2011

References

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  • Goovaerts , M. J. , De Vylder , F. and Kaas , R. 1992 . A stochastic approach to insurance cycles . IME , 11 : 2 – 2 . 97 – 107 .
  • Goovaerts , M. J. 1976 . “ Bijdrage tot het pad-integraalformalisme van de niet-Relativistische Quantummechanica ” . In thesis R.U.G.
  • Goovaerts , M. J. , Babcenco , A. and Devreese , J. T. 1973 . A new expansion method in the Feynman path integral formalism: Application to a one-dimensional delta-function . Journal of Math. Physics , 14 : 554 – 559 .
  • Grosjean , C. C. and Goovaerts , M. J. 1988 . The analytical evaluation of the one-dimensional path integrals . JCAM 21 , : 311 – 331 .
  • Oberhettinger , F. and Badii , L. 1973 . Tables of Laplace transform , Springer-Verlag .
  • De Vylder , F. and Kaas , R. 1992 . Stochastic processes defined from a Lagrangian . IME , 11 : 55 – 69 .

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