Change point analysis of extreme values von Dierckx, G., Teugels, J. L.

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Reinsurance of large claims von Ladoucette, Sophie A., Teugels, Jef L.

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Algebraic Descriptions of Nominal Multivariate Discrete Data von Teugels, J.L., Van Horebeek, J.

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Ruin estimates under interest force von Sundt, Bjørn, Teugels, Jozef L.

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Maximum microbiological contaminant levels von Carbonez, A., El-Shaarawi, A. H., Teugels, J. L.

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Exponential Behavior in the Presence of Dependence in Risk Theory von Albrecher, Hansjörg, Teugels, Jef L.

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On a gamma series expansion for the time-dependent probability of collective ruin von Albrecher, Hansjörg, Teugels, Jozef L., Tichy, Robert F.

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Estimating the stationary distribution in a GI/M/1-queue von Teugels, J.L., Vanmarcke, A.

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Challenges in modelling stochasticity in wind von Kestens, Elke, Teugels, Jef L.

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Tail Index Estimation, Pareto Quantile Plots Regression Diagnostics von Beirlant, Jan, Vynckier, Petra, Teugels, Jozef L.

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Extremal properties of shot noise processes von Hsing, Tailen, Teugels, J. L.

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The adjustment function in ruin estimates under interest force von Sundt, Bjørn, Teugels, Jozef L.

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Empirical Laplace transform and approximation of compound distributions von Csörgő, Sándor, Teugels, Jef L.

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Approximations for stop-loss premiums von Teugels, J.L., Willmot, G.

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Some representations of the multivariate Bernoulli and binomial distributions von Teugels, Jozef L

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Asymptotic expansions for waiting time probabilities in an M/G/1 queue with long-tailed service time von WILLEKENS, E, TEUGELS, J. L

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Asymptotic analysis of a measure of variation von Albrecher, H., Teugels, J. L.

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Generalized graphical models for discrete data von Teugels, Jozef L., Van Horebeek, Johan

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Convergence rates for M/G/1 queues and ruin problems with heavy tails von Asmussen, Søren, Teugels, Jozef L.

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Approximations for compound Poisson and Pólya processes von Embrechts, Paul, Jensen, Jens L., Maejima, Makoto, Teugels, J. L.

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