F. De Vylder

500 total citations
30 papers, 344 citations indexed

About

F. De Vylder is a scholar working on Management Science and Operations Research, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, F. De Vylder has authored 30 papers receiving a total of 344 indexed citations (citations by other indexed papers that have themselves been cited), including 15 papers in Management Science and Operations Research, 12 papers in Economics and Econometrics and 8 papers in Statistics and Probability. Recurrent topics in F. De Vylder's work include Probability and Risk Models (15 papers), Insurance and Financial Risk Management (9 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). F. De Vylder is often cited by papers focused on Probability and Risk Models (15 papers), Insurance and Financial Risk Management (9 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). F. De Vylder collaborates with scholars based in Belgium and Netherlands. F. De Vylder's co-authors include Marc Goovaerts, Étienne Marceau, J. Haezendonck, R. Kaas, Nelson De Pril and Hélène Cossette and has published in prestigious journals such as Journal of Econometrics, Journal of Computational and Applied Mathematics and Journal of Applied Probability.

In The Last Decade

F. De Vylder

28 papers receiving 284 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
F. De Vylder Belgium 11 249 122 112 111 92 30 344
J. Haezendonck Belgium 10 331 1.3× 209 1.7× 220 2.0× 62 0.6× 199 2.2× 18 451
Nelson De Pril Belgium 10 194 0.8× 92 0.8× 66 0.6× 115 1.0× 67 0.7× 20 292
François Dufresne Switzerland 8 432 1.7× 245 2.0× 258 2.3× 162 1.5× 88 1.0× 13 532
Bruno Bassan Italy 10 153 0.6× 29 0.2× 118 1.1× 137 1.2× 61 0.7× 22 310
Erhard Kremer Germany 13 301 1.2× 128 1.0× 167 1.5× 160 1.4× 205 2.2× 81 488
Harri Nyrhinen Finland 9 362 1.5× 207 1.7× 217 1.9× 91 0.8× 81 0.9× 22 410
Andrew Cheuk-Yin Ng Hong Kong 9 188 0.8× 180 1.5× 194 1.7× 46 0.4× 94 1.0× 22 350
Serguei Pergamenshchikov France 10 125 0.5× 101 0.8× 168 1.5× 84 0.8× 43 0.5× 24 249
Jae‐Kyung Woo Australia 11 403 1.6× 243 2.0× 190 1.7× 204 1.8× 93 1.0× 38 450
Raluca Vernic Romania 14 455 1.8× 201 1.6× 276 2.5× 294 2.6× 169 1.8× 64 664

Countries citing papers authored by F. De Vylder

Since Specialization
Citations

This map shows the geographic impact of F. De Vylder's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by F. De Vylder with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites F. De Vylder more than expected).

Fields of papers citing papers by F. De Vylder

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by F. De Vylder. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by F. De Vylder. The network helps show where F. De Vylder may publish in the future.

Co-authorship network of co-authors of F. De Vylder

This figure shows the co-authorship network connecting the top 25 collaborators of F. De Vylder. A scholar is included among the top collaborators of F. De Vylder based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with F. De Vylder. F. De Vylder is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Vylder, F. De & Marc Goovaerts. (1999). Solvency margins and equalization reserves. Insurance Mathematics and Economics. 24(1-2). 103–115. 4 indexed citations
2.
Vylder, F. De, Marc Goovaerts, & Étienne Marceau. (1997). The solution of Schmitter's simple problem: Numerical illustration. Insurance Mathematics and Economics. 20(1). 43–58. 3 indexed citations
3.
Vylder, F. De & Étienne Marceau. (1996). The numerical solution of the Schmitter problems: Theory. Insurance Mathematics and Economics. 19(1). 1–18. 3 indexed citations
4.
Vylder, F. De & Étienne Marceau. (1996). Classical numerical ruin probabilities. Scandinavian Actuarial Journal. 1996(2). 109–123. 26 indexed citations
5.
Vylder, F. De, Marc Goovaerts, & Hélène Cossette. (1995). Classical regression model under zero-excess assumptions. Journal of Computational and Applied Mathematics. 64(1-2). 189–196.
6.
Vylder, F. De, Marc Goovaerts, & R. Kaas. (1992). Stochastic processes defined from a Lagrangian. Insurance Mathematics and Economics. 11(1). 55–69. 5 indexed citations
7.
Goovaerts, Marc, F. De Vylder, & R. Kaas. (1992). A stochastic approach to insurance cycles. Insurance Mathematics and Economics. 11(2). 97–107. 10 indexed citations
8.
Vylder, F. De, et al.. (1992). Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model. Insurance Mathematics and Economics. 10(4). 233–238. 3 indexed citations
9.
Vylder, F. De. (1983). Practical models in credibility theory, including parameter estimation. Journal of Econometrics. 23(1). 147–164. 7 indexed citations
10.
Vylder, F. De & Marc Goovaerts. (1983). Best bounds on the stop loss premium in case of known range, expectation, variance and mode of the risk. Insurance Mathematics and Economics. 2(4). 241–249. 6 indexed citations
11.
Haezendonck, J., et al.. (1982). Numerical best bounds on stop-loss preminus. Insurance Mathematics and Economics. 1(4). 287–302. 17 indexed citations
12.
Goovaerts, Marc, F. De Vylder, & J. Haezendonck. (1982). Ordering of risks: a review. Insurance Mathematics and Economics. 1(2). 131–161. 12 indexed citations
13.
Vylder, F. De. (1980). An Illustration of the Duality Technique in Semi-Continuous Linear Programming. Astin Bulletin. 11(1). 17–28. 5 indexed citations
14.
Vylder, F. De & Marc Goovaerts. (1980). Convexity Inequalities for the Swiss premium. Blätter der DGVFM. 14(3). 427–437. 3 indexed citations
15.
Haezendonck, J. & F. De Vylder. (1980). A comparison criterion for explosions in point processes. Journal of Applied Probability. 17(4). 1102–1107. 2 indexed citations
16.
Vylder, F. De, et al.. (1979). A Numerical Illustration of Optimal Semilinear Credibility. Astin Bulletin. 10(2). 131–148. 4 indexed citations
17.
Goovaerts, Marc & F. De Vylder. (1979). A Note on Iterative Premium Calculation Principles. Astin Bulletin. 10(3). 325–329. 9 indexed citations
18.
Vylder, F. De. (1978). A practical solution to the problem of ultimate ruin probability. Scandinavian Actuarial Journal. 1978(2). 114–119. 39 indexed citations
19.
Vylder, F. De. (1978). A class of very regular distribution functions and corresponding ruin probabilities. Scandinavian Actuarial Journal. 1978(3). 177–181.
20.
Vylder, F. De. (1977). A new proof for a known result in risk theory. Journal of Computational and Applied Mathematics. 3(4). 277–279. 5 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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