| Publication | Date of Publication | Type |
|---|
| Identifying the generator matrix of a stationary Markov chain using partially observable data | 2024-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5873460 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5873530 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998092 | 2021-07-01 | Paper |
| Taboo rate and hitting time distribution of continuous-time reversible Markov chains | 2021-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5209067 | 2020-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5383530 | 2019-06-21 | Paper |
| On the expected discounted penalty function for the classical risk model with potentially delayed claims and random incomes | 2019-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4690360 | 2018-10-22 | Paper |
| Adjoining batch Markov arrival processes of a Markov chain | 2018-04-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3131124 | 2018-01-29 | Paper |
| Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer | 2017-12-06 | Paper |
| OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET | 2017-10-17 | Paper |
| Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion | 2017-09-28 | Paper |
| Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits | 2017-08-30 | Paper |
| Robust optimal investment and reinsurance problem for a general insurance company under Heston model | 2017-08-11 | Paper |
| A joint Laplace transform for pre-exit diffusion of occupation times | 2017-08-03 | Paper |
| The mean correcting martingale measures for exponential additive processes | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823324 | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2823508 | 2016-10-06 | Paper |
| A Markov decision problem in a risk model with interest rate and Markovian environment | 2016-07-06 | Paper |
| Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle | 2016-01-15 | Paper |
| Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables | 2015-12-21 | Paper |
| Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates | 2015-09-02 | Paper |
| A periodic dividend problem with inconstant barrier in Markovian environment | 2015-07-23 | Paper |
| Optimal consumption and investment problem with random horizon in a BMAP model | 2015-05-26 | Paper |
| Criterion of semi-Markov dependent risk model | 2014-12-10 | Paper |
| Optimal dividend strategy in compound binomial model with bounded dividend rates | 2014-12-09 | Paper |
| Expected present value of total dividends in a compound binomial model with delayed claims and random income | 2014-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980463 | 2014-06-30 | Paper |
| A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy | 2014-06-23 | Paper |
| Double-Markov risk model | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5400163 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2859768 | 2013-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2860469 | 2013-11-19 | Paper |
| Option pricing by mean correcting method for non-Gaussian Lévy processes | 2013-11-15 | Paper |
| The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments | 2013-07-10 | Paper |
| A Markov chain inversion approach to identify the transition rates of ion channels | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4927607 | 2013-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5299679 | 2013-06-20 | Paper |
| On a BMAP/G/1 G-queue with setup times and multiple vacations | 2013-03-18 | Paper |
| Dividend-reinsurance strategy in the Sparre Andersen model | 2013-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900754 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900876 | 2013-01-24 | Paper |
| The compound binomial model with a constant dividend barrier and periodically paid dividends | 2012-11-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2918220 | 2012-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2885993 | 2012-06-01 | Paper |
| The compound binomial model with randomly paying dividends to shareholders and policyholders | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3169688 | 2011-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014175 | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3016967 | 2011-07-19 | Paper |
| A note on the mean correcting martingale measure for geometric Lévy processes | 2011-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071832 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073387 | 2011-02-05 | Paper |
| Modeling dependence based on mixture copulas and its application in risk management | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3052067 | 2010-11-05 | Paper |
| Application of Moore-Penrose inverse in deciding the minimal martingale measure | 2010-10-29 | Paper |
| Unified characteristic numbers and solutions of equations for birth and death processes with barriers | 2010-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3570782 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571300 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3573971 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404704 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404965 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404967 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641938 | 2009-11-11 | Paper |
| Second order spiking perceptrons | 2009-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318514 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318940 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320118 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320558 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622290 | 2009-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597870 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599720 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599797 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3513645 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3516647 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501585 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501860 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5455620 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5455633 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456323 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435853 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435890 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5432845 | 2007-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5425194 | 2007-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5422988 | 2007-10-30 | Paper |
| On a class of measure-valued processes: singular cases | 2007-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3412167 | 2006-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3412170 | 2006-12-05 | Paper |
| Approximation for ruin probability in the Sparre Andersen model with interest | 2006-10-24 | Paper |
| The compound binomial model with randomized decisions on paying dividends | 2006-10-05 | Paper |
| Decomposition and embedment of trajectories after explosion for a birth and death process | 2006-09-22 | Paper |
| Identifying transition rates of ionic channels of star-graph branch type | 2006-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475139 | 2006-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5200781 | 2006-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3373212 | 2006-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374683 | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3368891 | 2006-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5701965 | 2005-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5464321 | 2005-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458157 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543095 | 2003-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543174 | 2003-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4543194 | 2003-03-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3152705 | 2002-12-10 | Paper |
| Joint distributions of first hitting time and first hitting location after explosion for birth and death processes. | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544047 | 2002-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2719956 | 2002-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2750972 | 2001-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2748329 | 2001-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489632 | 2000-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4500086 | 2000-11-21 | Paper |
| Some properties of repeated hits after first explosion for birth and death processes | 2000-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4241192 | 1999-09-15 | Paper |
| Distributions of lifetime after explosion for birth and death processes | 1999-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215301 | 1999-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4387983 | 1998-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4714879 | 1997-05-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129119 | 1997-04-27 | Paper |
| Markov properties of MM-class processes with two parameters | 1996-01-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4841637 | 1995-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311738 | 1995-02-14 | Paper |
| Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations | 1993-01-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4019873 | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999491 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3984813 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694376 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745003 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673798 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673799 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3314682 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3946915 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3969658 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3880029 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3891528 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3911176 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3942169 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4197857 | 1978-01-01 | Paper |
