| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q2968270 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968271 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968298 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801339 | 2016-04-07 | Paper |
| Convex order approximations in the case of cash flows of mixed signs | 2014-04-14 | Paper |
| On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures | 2014-04-10 | Paper |
| Risk measures and dependencies of risks | 2013-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2895138 | 2012-07-02 | Paper |
| Optimal portfolio selection for general provisioning and terminal wealth problems | 2012-02-10 | Paper |
| A note on additive risk measures in rank-dependent utility | 2012-02-10 | Paper |
| Decision principles derived from risk measures | 2012-02-10 | Paper |
| Worst case risk measurement: back to the future? | 2011-12-21 | Paper |
| A recursive approach to mortality-linked derivative pricing | 2011-08-02 | Paper |
| Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection | 2011-04-13 | Paper |
| Some new classes of consistent risk measures | 2010-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566016 | 2010-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562647 | 2010-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3647072 | 2009-11-27 | Paper |
| Spectral decomposition of optimal asset-liability management | 2009-08-07 | Paper |
| Actuarial risk measures for financial derivative pricing | 2009-01-28 | Paper |
| Optimal approximations for risk measures of sums of lognormals based on conditional expectations | 2008-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3523756 | 2008-09-05 | Paper |
| Managing Economic and Virtual Economic Capital Within Financial Conglomerates | 2008-08-12 | Paper |
| On the distribution of discounted loss reserves using generalized linear models | 2007-12-16 | Paper |
| The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance | 2007-12-16 | Paper |
| A note on some new perpetuities | 2007-05-29 | Paper |
| Risk Measures and Comonotonicity: A Review | 2007-02-15 | Paper |
| SELF EXCITING THRESHOLD INTEREST RATES MODELS | 2007-02-08 | Paper |
| Risk measurement with equivalent utility principles | 2007-01-30 | Paper |
| Some asymptotic results for sums of dependent random variables, with actuarial applications | 2006-01-10 | Paper |
| Approximations for life annuity contracts in a stochastic financial environment | 2006-01-10 | Paper |
| “Risk and Discounted Loss Reserves,” Greg Taylor, January 2004 | 2006-01-06 | Paper |
| Economic Capital Allocation Derived from Risk Measures | 2006-01-05 | Paper |
| Stable Laws and the Present Value of Fixed Cash Flows | 2006-01-05 | Paper |
| “Pricing Lookback Options and Dynamic Guarantees,” Hans U. Gerber and Elias S. W. Shiu, January 2003 | 2006-01-05 | Paper |
| Computation of convex bounds for present value functions with random payments | 2005-11-01 | Paper |
| Asymmetric skew Bessel processes and their applications to finance | 2005-11-01 | Paper |
| Bounds for the price of discrete arithmetic Asian options | 2005-10-26 | Paper |
| A comonotonic image of independence for additive risk measures | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461830 | 2005-07-27 | Paper |
| A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum | 2005-03-30 | Paper |
| A Unified Approach to Generate Risk Measures | 2005-03-30 | Paper |
| An optimization approach to the dynamic allocation of economic capital | 2005-01-13 | Paper |
| Some problems in actuarial finance involving sums of dependent risks | 2004-06-15 | Paper |
| Closed-form approximations for diffusion densities: A path integral approach. | 2004-03-15 | Paper |
| Confidence bounds for discounted loss reserves. | 2004-02-14 | Paper |
| The hurdle-race problem. | 2004-02-14 | Paper |
| The concept of comonotonicity in actuarial science and finance: applications. | 2003-11-16 | Paper |
| The concept of comonotonicity in actuarial science and finance: theory. | 2003-06-25 | Paper |
| Bounds for present value functions with stochastic interest rates and stochastic volatility. | 2003-06-25 | Paper |
| Upper and lower bounds for sums of random variables | 2001-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2750805 | 2001-10-21 | Paper |
| Convex upper and lower bounds for present value functions | 2001-09-16 | Paper |
| Explicit finite-time and infinite-time ruin probabilities in the continuous case | 2001-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4221327 | 2001-05-02 | Paper |
| On the distribution of IBNR reserves | 2000-11-21 | Paper |
| Supermodular ordering and stochastic annuities | 2000-08-16 | Paper |
| Solvency margins and equalization reserves | 2000-02-20 | Paper |
| On the dependency of risks in the individual life model | 2000-02-20 | Paper |
| Homogeneous risk models with equalized claim amounts | 2000-01-01 | Paper |
| A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results | 1999-10-06 | Paper |
| A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall | 1999-09-14 | Paper |
| Inequality extensions of Prabhu's formula in ruin theory | 1999-09-12 | Paper |
| The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean | 1999-08-16 | Paper |
| IBNR reserves under stochastic interest rates | 1999-05-05 | Paper |
| Prediction of claim numbers based on hazard rates | 1999-01-27 | Paper |
| A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate | 1998-05-04 | Paper |
| The solution of Schmitter's simple problem: Numerical illustration | 1998-05-04 | Paper |
| The bi-atomic uniform minimal solution of Schmitter's problem | 1998-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368721 | 1997-12-07 | Paper |
| A stochastic approach to catastrophic risks | 1997-05-20 | Paper |
| The compound Poisson approximation for a portfolio of dependent risks | 1997-01-09 | Paper |
| Classical regression model under zero-excess assumptions | 1996-07-15 | Paper |
| A note on the solution of practical ruin problems | 1995-07-03 | Paper |
| Double boundary crossing result for the brownian motion | 1995-04-19 | Paper |
| Interest randomness and differential equations | 1995-01-31 | Paper |
| Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian | 1995-01-31 | Paper |
| The distributions of annuities | 1995-01-09 | Paper |
| An analytical inversion of a Laplace transform related to annuities certain | 1994-07-04 | Paper |
| A review of the numerical calculation of ruin probabilities by means of recursions | 1994-07-04 | Paper |
| Boundary crossing result for the brownian motion | 1994-06-01 | Paper |
| A note on compound generalized distributions | 1994-01-19 | Paper |
| Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model | 1993-05-16 | Paper |
| Interest randomness in annuities certain | 1993-05-16 | Paper |
| Some further results on annuities certain with random interest | 1993-05-16 | Paper |
| The Laplace transform of annuities certain with exponential time distribution | 1993-05-16 | Paper |
| A stochastic approach to insurance cycles | 1993-04-01 | Paper |
| A summary of new results on optimal parameter estimation under zero- excess assumptions | 1993-04-01 | Paper |
| Optimal parameter estimation under zero-excess assumptions in a classical model | 1993-01-17 | Paper |
| Bounds on stop-loss premiums and ruin probabilities | 1992-06-28 | Paper |
| Path-integral evaluation for the three-dimensional potential \(\gamma{}\delta{} (r-a)\) | 1992-06-28 | Paper |
| A new approach for loaded credibility premiums | 1992-06-28 | Paper |
| Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model | 1992-06-28 | Paper |
| A recursive evaluation of the finite time ruin probability based on a equation of Seal | 1991-01-01 | Paper |
| On a multilevel hierarchical credibility algorithm | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3492929 | 1990-01-01 | Paper |
| Combining Panjer's recursion with convolution | 1989-01-01 | Paper |
| The practical application of credibility theory | 1989-01-01 | Paper |
| Properties of the Esscher premium calculation principle | 1989-01-01 | Paper |
| Optimal reinsurance in relation to ordering of risks | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033171 | 1989-01-01 | Paper |
| Best upper bounds on risks altered by deductibles under incomplete information | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4729219 | 1989-01-01 | Paper |
| Recursive calculation of finite-time ruin probabilities | 1988-01-01 | Paper |
| The analytical evaluation of one-dimensional Gaussian path-integrals | 1988-01-01 | Paper |
| New upper bounds for stop-loss premiums for the individual model | 1987-01-01 | Paper |
| A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints | 1987-01-01 | Paper |
| Premium rating under non-exponential utility | 1987-01-01 | Paper |
| On the use of QUADPACK for the calculation of risk theoretical quantities | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3026109 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3026112 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3832040 | 1987-01-01 | Paper |
| Best bounds for positive distributions with fixed moments | 1986-01-01 | Paper |
| Upper bounds on stop-loss premiums in case of known moments up to the fourth order | 1986-01-01 | Paper |
| Extremal values of stop-loss premiums under moment constraints | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729892 | 1986-01-01 | Paper |
| ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742575 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742578 | 1986-01-01 | Paper |
| Additivity and premium calculation principles | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745127 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4723114 | 1986-01-01 | Paper |
| Ordering of risks and ruin probabilities | 1986-01-01 | Paper |
| On the series expansion of certain types of integral transforms. I | 1985-01-01 | Paper |
| Semilinear credibility with several approximating functions | 1985-01-01 | Paper |
| Bounds on compound distributions and stop-loss premiums | 1985-01-01 | Paper |
| Application of the problem of moments to derive bounds on integrals with integral constraints | 1985-01-01 | Paper |
| The structure of the distribution of a couple of observable random variables in credibility theory | 1984-01-01 | Paper |
| A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions | 1984-01-01 | Paper |
| Bounds for classical ruin probabilities | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3314810 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319651 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326685 | 1984-01-01 | Paper |
| Stop-loss ordering for scale and power mixtures of distributions | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675937 | 1984-01-01 | Paper |
| Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions | 1983-01-01 | Paper |
| Maximization of the variance of a stop-loss reinsured risk | 1983-01-01 | Paper |
| Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk | 1983-01-01 | Paper |
| Bounds for the optimal critical claim size of a bonus system | 1983-01-01 | Paper |
| Stop-loss dominance | 1983-01-01 | Paper |
| Ordering of risks: a review | 1982-01-01 | Paper |
| A new premium calculation principle based on Orlicz norms | 1982-01-01 | Paper |
| Numerical best bounds on stop-loss premiums | 1982-01-01 | Paper |
| Upper bounds for ruin probabilities in a new general risk model, by the martingales method | 1982-01-01 | Paper |
| Analytical best upper bounds on stop-loss premiums | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948505 | 1982-01-01 | Paper |
| A remark on survival probabilities for a weighted poisson process | 1982-01-01 | Paper |
| The Wiener process with drift between a linear retaining and an absorbing barrier | 1981-01-01 | Paper |
| Some further results on ordering of risks | 1981-01-01 | Paper |
| On the representation of additive principles of premium calculation | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945457 | 1981-01-01 | Paper |
| Convexity Inequalities for the Swiss premium | 1980-01-01 | Paper |
| On an application of a smoothing inequality to the estimation of stop-loss premiums | 1980-01-01 | Paper |
| Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions | 1980-01-01 | Paper |
| Approximation formulae for compound Poisson processes for a kind of claim distributions having a prescribed asymptotic behavior | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3853027 | 1979-01-01 | Paper |
| On a Berry-Esseen theorem for compound Poisson processes | 1978-01-01 | Paper |
| On the infinite divisibility of the ratio of two gamma-distributed variables | 1978-01-01 | Paper |
| On the infinite divisibility of the product of two \(\Gamma\)-distributed stochastical variables | 1977-01-01 | Paper |
| On a class of generalized Γ-convolutions (Part I) | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4136269 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4188578 | 1977-01-01 | Paper |
| A bibliography on credibility theory and its applications | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3049692 | 1976-01-01 | Paper |
| A note on the numerical evaluation of integrals over strongly oscillating functions | 1975-01-01 | Paper |
| Path−integral evaluation of a nonstationary Calogero model | 1975-01-01 | Paper |
| Numerical evaluation of bounded bayesian parameters in case of autocorrelated errors and multicollinearity in data | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4049490 | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4043558 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4084001 | 1973-01-01 | Paper |
