The following pages link to Hanspeter Schmidli (Q190748):
Displaying 50 items.
- Large deviation principles in boundary problems for compound renewal processes (Q311242) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Quadratic hedging: an actuarial view extended to solvency control (Q362036) (← links)
- Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
- Ruin probabilities and the ruin time distribution (Q378500) (← links)
- Lebesgue property of convex risk measures for bounded càdlàg processes (Q390190) (← links)
- Path decomposition of ruinous behavior for a general Lévy insurance risk process (Q453239) (← links)
- Moderate deviations on different scales: no relations (Q476497) (← links)
- On optimal dividends with exponential and linear penalty payments (Q506101) (← links)
- Ruin probability in the Cramér-Lundberg model with risky investments (Q544507) (← links)
- Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case (Q596416) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes (Q601942) (← links)
- A class of Sparre Andersen risk process (Q610720) (← links)
- Ruin probabilities for a regenerative Poisson gap generated risk process (Q635979) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs (Q635982) (← links)
- A continuity theorem in the ruin problem (Q642074) (← links)
- A normal inverse Gaussian model for a risky asset with dependence (Q654485) (← links)
- On the Gerber-Shiu function and change of measure (Q659175) (← links)
- Conditional law of risk processes given that ruin occurs (Q659222) (← links)
- Risk theory (Q680077) (← links)
- Optimal reinsurance and investment in a diffusion model (Q777940) (← links)
- Current developments in German pension schemes: what are the benefits of the new target pension? (Q825284) (← links)
- Optimal dividend policy in an insurance company with contagious arrivals of claims (Q829004) (← links)
- Optimal control of capital injections by reinsurance in a diffusion approximation (Q845587) (← links)
- Regenerative tree growth: Markovian embedding of fragmenters, bifurcators, and bead splitting processes (Q888537) (← links)
- Parameter reduction in log-normal chain-ladder models (Q903678) (← links)
- A note on the net profit condition for discrete and classical risk models (Q904327) (← links)
- Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation (Q968848) (← links)
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections (Q974817) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- (Q1341322) (redirect page) (← links)
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion (Q1341323) (← links)
- An extension to the renewal theorem and an application to risk theory (Q1355738) (← links)
- Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer (Q1639555) (← links)
- On optimal dividends with penalty payments in the Cramér-Lundberg model (Q1689031) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- On minimizing the ruin probability by investment and reinsurance (Q1872375) (← links)
- Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion (Q1902631) (← links)
- Bayesian analysis of reduced rank regression (Q1919726) (← links)
- Joint density of the number of claims until ruin and the time to ruin in the delayed renewal risk model with Erlang(\(n\)) claims (Q1936140) (← links)
- Lévy systems and the time value of ruin for Markov additive processes (Q1936473) (← links)
- Compound sums and subexponentiality (Q1962611) (← links)
- Would you prefer your retirement income to depend on your life expectancy? (Q1995284) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation (Q2050919) (← links)
- Bayesian optimal investment and reinsurance with dependent financial and insurance risks (Q2135611) (← links)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
- Optimal capital injections and dividends with tax in a risk model in discrete time (Q2209796) (← links)
- Insurance as a lemons market: coverage denials and pooling (Q2211475) (← links)
