au.\*:("DE VYLDER F")
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A PRACTICAL SOLUTION TO THE PROBLEM OF ULTIMATE RUIN PROBABILITY.DE VYLDER F.1978; SCAND. ACTU. J.; SWE; DA. 1978; NO 2; PP. 114-119; BIBL. 5 REF.Article
MARTINGALES AND RUIN ON A DYNAMICAL RISH PROCESS.DE VYLDER F.1977; SCAND. ACTA. J.; SWED.; DA. 1977; NO 4; PP. 217-225; BIBL. 1/2 P.Article
A CLASS OF VERY REGULAR DISTRIBUTION FUNCTIONS AND CORRESPONDING RUIN PROBABILITIESDE VYLDER F.1978; SCAND. ACTU. J.; SWE; DA. 1978; NO 3; PP. 177-181Article
UPPER BOUNDS FOR RUIN PROBABILITIES IN A NEW GENERAL RISK MODEL, BY THE MARTINGALES METHODDE VYLDER F; GOOVAERTS MJ.1982; J. COMPUT. APPL. MATH.; ISSN 0377-0427; BEL; DA. 1982; VOL. 8; NO 2; PP. 121-126; BIBL. 4 REF.Article
ANALYTICAL BEST UPPER BOUNDS ON STOP-LOSS PREMIUMSDE VYLDER F; GOODVAERTS MJ.1982; INSUR., MATH. ECON.; ISSN 50355X; NLD; DA. 1982; VOL. 1; NO 3; PP. 197-211; BIBL. 13 REF.Article
A COMPARISON CRITERION FOR EXPLOSIONS IN POINT PROCESSESHAEZENDONCK J; DE VYLDER F.1980; J. APPL. PROBAB.; ISSN 0021-9002; GBR; DA. 1980; VOL. 17; NO 4; PP. 1102-1107; BIBL. 2 REF.Article
NUMERICAL BEST BOUNDS ON STOP-LOSS PREMINUSGOOVAERTS MJ; HAEZENDONCK J; DE VYLDER F et al.1982; INSUR., MATH. ECON.; ISSN 50355X; NLD; DA. 1982; VOL. 1; NO 4; PP. 287-302; BIBL. 14 REF.Article
Estimation de la variance, dans un modèle classique, si les coefficients d'aplatissement des variables sont connus = Variance estimation, in a classical model, when kurtosis of the variables is knownDE VYLDER, F. E. C; GOOVAERTS, M. J.Revue de statistique appliquée. 1993, Vol 41, Num 3, pp 5-20, issn 0035-175XArticle