| Publication | Date of Publication | Type |
|---|
| Conditional likelihood based inference on single-index models for motor insurance claim severity | 2024-11-26 | Paper |
| A Bayesian joint model for zero-inflated integers and left-truncated event times with a time-varying association: applications to senior health care | 2024-10-29 | Paper |
| Aggregation of Dependent Risks with Heavy-Tail Distributions | 2023-01-31 | Paper |
| Risk Classification for Claim Counts | 2022-01-10 | Paper |
| Fees in tontines | 2021-10-19 | Paper |
| Joint generalized quantile and conditional tail expectation regression for insurance risk analysis | 2021-07-06 | Paper |
| Can Automobile Insurance Telematics Predict the Risk of Near-Miss Events? | 2020-05-04 | Paper |
| Quantile regression for cross-sectional and time series data. Applications in energy markets using R | 2020-04-29 | Paper |
| Tail risk measures using flexible parametric distributions | 2020-01-24 | Paper |
| Forecasting compositional risk allocations | 2019-01-15 | Paper |
| Allowing for time and cross dependence assumptions between claim counts in ratemaking models | 2018-11-19 | Paper |
| SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL | 2018-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4583168 | 2018-08-28 | Paper |
| IMPLEMENTING INDIVIDUAL SAVINGS DECISIONS FOR RETIREMENT WITH BOUNDS ON WEALTH | 2018-06-05 | Paper |
| MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE | 2018-06-04 | Paper |
| Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance | 2018-03-01 | Paper |
| Risk aggregation in Solvency II through recursive log-normals | 2017-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4593689 | 2017-11-22 | Paper |
| Multi-state models for evaluating conversion options in life insurance | 2017-07-04 | Paper |
| Fundamentals of Risk Measurement and Aggregation for Insurance Applications | 2017-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965078 | 2017-02-27 | Paper |
| What attitudes to risk underlie distortion risk measure choices? | 2016-10-06 | Paper |
| Indicators for the characterization of discrete Choquet integrals | 2016-07-08 | Paper |
| The use of flexible quantile-based measures in risk assessment | 2016-05-25 | Paper |
| Less is more: increasing retirement gains by using an upside terminal wealth constraint | 2015-09-14 | Paper |
| Bringing cost transparency to the life annuity market | 2015-01-28 | Paper |
| A survey of personalized treatment models for pricing strategies in insurance | 2015-01-28 | Paper |
| GlueVaR risk measures in capital allocation applications | 2015-01-28 | Paper |
| Exchanging uncertain mortality for a cost | 2014-07-16 | Paper |
| Simple risk measure calculations for sums of positive random variables | 2014-04-15 | Paper |
| A nonparametric approach to calculating value-at-risk | 2014-04-03 | Paper |
| The connection between distortion risk measures and ordered weighted averaging operators | 2014-04-03 | Paper |
| A CORRELATION SENSITIVITY ANALYSIS OF NON-LIFE UNDERWRITING RISK IN SOLVENCY CAPITAL REQUIREMENT ESTIMATION | 2014-02-27 | Paper |
| Performance measurement of pension strategies: a case study of Danish life-cycle products | 2013-12-17 | Paper |
| Performance measurement of pension strategies: a case study of Danish life cycle products | 2013-12-13 | Paper |
| Semi-Markov Disability Insurance Models | 2013-11-14 | Paper |
| Full backward non-homogeneous semi-Markov processes for disability insurance models: a Catalunya real data application | 2012-02-10 | Paper |
| Quantitative Operational Risk Models | 2011-11-30 | Paper |
| Multivariate density estimation using dimension reducing information and tail flattening trans\-formations | 2011-08-01 | Paper |
| A Semi-Nonparametric Approach to Model Panel Count Data | 2011-06-17 | Paper |
| On the link between credibility and frequency premium | 2010-06-08 | Paper |
| A survey on models for panel count data with applications to insurance | 2010-01-27 | Paper |
| Multivariate Latent Risk: A Credibility Approach | 2009-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5323525 | 2009-07-23 | Paper |
| Skewed bivariate models and nonparametric estimation for the CTE risk measure | 2009-01-16 | Paper |
| Joint modelling of the total amount and the number of claims by conditionals | 2009-01-16 | Paper |
| Inverse beta transformation in kernel density estimation | 2008-09-29 | Paper |
| Two-dimensional Hazard Estimation for Longevity Analysis | 2007-12-16 | Paper |
| Improving the Efficiency of the Nelson–Aalen Estimator: the Naive Local Constant Estimator | 2007-12-16 | Paper |
| Strategies for detecting fraudulent claims in the automobile insurance industry | 2006-10-25 | Paper |
| Kernel density estimation for heavy-tailed distributions using the champernowne transformation | 2006-07-13 | Paper |
| Return smoothing mechanisms in life and pension insurance: path-dependent contingent claims | 2006-06-09 | Paper |
| A Multiple State Model for Disability Using the Decomposition of Death Probabilities and Cross-Sectional Data | 2005-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4659785 | 2005-03-21 | Paper |
| Time-varying credibility for frequency risk models: estimation and tests for autoregressive specifications on the random effects. | 2004-02-14 | Paper |
| Kernel density estimation of actuarial loss functions | 2003-11-16 | Paper |
| Longevity studies based on kernel hazard estimation | 2003-07-03 | Paper |
| Approximated Perfect Values in Logistic Regression for Prediction and Outlier Detection | 2003-04-07 | Paper |
| Perfect cells, direct models and contingency table outliers | 2000-06-13 | Paper |
| Perfect value and outlier detection in logistic binary choice models | 2000-02-17 | Paper |
| Modelling different types of automobile insurance fraud behaviour in the Spanish market | 1999-12-14 | Paper |
