| Publication | Date of Publication | Type |
|---|
| Optimal strategies for target benefit pension plans with longevity risk in ambiguous environments | 2024-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6200370 | 2024-03-22 | Paper |
| On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy | 2024-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6080470 | 2023-10-02 | Paper |
| Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity | 2023-07-28 | Paper |
| Optimal investment strategies for an insurer with liquid constraint | 2023-06-27 | Paper |
| Capital allocation with multivariate convex risk measures | 2023-04-24 | Paper |
| SET-VALUED CASH SUB-ADDITIVE RISK MEASURES | 2022-12-08 | Paper |
| Optimal insurance design under Vajda condition and exclusion clauses | 2022-08-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5086971 | 2022-07-08 | Paper |
| Systemic risk statistics with scenario analysis | 2022-06-10 | Paper |
| Multivariate shortfall risk statistics with scenario analysis | 2022-05-25 | Paper |
| Optimal reinsurance from the perspectives of both insurers and reinsurers under the VaR risk measure and Vajda condition | 2022-05-23 | Paper |
| Multivariate convex risk statistics with scenario analysis | 2022-05-20 | Paper |
| Optimal investment for an insurer under liquid reserves | 2021-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5129396 | 2020-10-27 | Paper |
| SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES | 2020-08-05 | Paper |
| Multivariate coherent risk measures induced by multivariate convex risk measures | 2020-06-10 | Paper |
| CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH | 2020-05-27 | Paper |
| On the dual risk model with diffusion under a mixed dividend strategy | 2020-05-06 | Paper |
| Acceptability indexes for portfolio vectors | 2020-02-20 | Paper |
| Asymptotic and Bootstrap Tests for a Sequential Change-Point of Panel | 2020-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5196342 | 2019-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5198161 | 2019-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5198278 | 2019-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5381762 | 2019-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5382236 | 2019-06-21 | Paper |
| SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES | 2019-05-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4624504 | 2019-02-22 | Paper |
| Asymptotic behavior and numerical simulations of a Lotka-Volterra mutualism system with white noises | 2018-12-05 | Paper |
| Set-valued loss-based risk measures | 2018-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3175215 | 2018-07-18 | Paper |
| Time consistency for set-valued dynamic risk measures for bounded discrete-time processes | 2018-07-05 | Paper |
| Quasiconvex risk measures with markets volatility | 2018-06-21 | Paper |
| Cash subadditive risk measures for portfolio vectors | 2018-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4642855 | 2018-05-25 | Paper |
| Coherent and convex loss-based risk measures for portfolio vectors | 2018-04-19 | Paper |
| Cumulative sum estimator for change-point in panel data | 2017-12-13 | Paper |
| Set-valued risk statistics with scenario analysis | 2017-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2984425 | 2017-05-17 | Paper |
| Optimal time-consistent investment and reinsurance strategy for mean-variance insurers under the inside information | 2017-04-04 | Paper |
| Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching | 2017-03-23 | Paper |
| On maximizing expected discounted taxation in a risk process with interest | 2017-01-16 | Paper |
| Optimal proportional reinsurance and dividend payments with transaction costs and internal competition | 2016-10-06 | Paper |
| Risk measures with comonotonic subadditivity or convexity on product spaces | 2016-08-10 | Paper |
| On the Markov-dependent risk model with tax | 2016-01-15 | Paper |
| Optimal investment, consumption and proportional reinsurance for an insurer with option type payoff | 2015-02-03 | Paper |
| Optimal investment, consumption and proportional reinsurance under model uncertainty | 2015-02-03 | Paper |
| Optimal proportional reinsurance and investment under partial information | 2015-01-28 | Paper |
| The optimal policy for insurance company under consideration of internal competition and the time value of ruin | 2014-12-09 | Paper |
| Coherent and convex risk measures for portfolios with applications | 2014-06-11 | Paper |
| Optimal financing and dividend control of the insurance company with excess-of-loss reinsurance policy | 2014-04-09 | Paper |
| Convolution kernels implementation of cardinalized probability hypothesis density filter | 2014-03-14 | Paper |
| On the generalized risk measures | 2013-11-19 | Paper |
| On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy | 2013-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4927814 | 2013-06-20 | Paper |
| Constant barrier strategies in a two-state Markov-modulated dual risk model | 2013-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900456 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901078 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901816 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901929 | 2013-01-24 | Paper |
| Absolute ruin problems for the risk processes with interest and a constant dividend barrier | 2012-06-01 | Paper |
| Optimal loss-carry-forward taxation for the Lévy risk model | 2012-04-18 | Paper |
| Optimal consumption and portfolio policies with the consumption habit constraints and the terminal wealth downside constraints | 2012-02-10 | Paper |
| Optimal portfolio on tracking the expected wealth process with liquidity constraints | 2012-01-27 | Paper |
| The optimal strategy for an insurance company under the influence of the terminal value | 2012-01-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110647 | 2012-01-27 | Paper |
| On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier | 2011-09-29 | Paper |
| Large deviations for heavy-tailed random sums of independent random variables with dominatedly varying tails | 2011-07-21 | Paper |
| Uniform estimate on finite time ruin probabilities with random interest rate | 2011-07-19 | Paper |
| Optimal proportional reinsurance with constant dividend barrier | 2011-07-19 | Paper |
| Duration of negative surplus for a two state Markov-modulated risk model | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014827 | 2011-07-19 | Paper |
| A diffusion model for optimal dividend payment and risk control for a firm under consideration of the time value of ruin | 2011-07-19 | Paper |
| On the expected discounted penalty function for risk process with tax | 2011-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071689 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072114 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051922 | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051941 | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3051973 | 2010-11-05 | Paper |
| Optimal portfolio selection strategies under some constraints | 2010-11-05 | Paper |
| Cox risk model with correlated classes of business | 2010-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405131 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405158 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405162 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641261 | 2009-11-11 | Paper |
| The Compound Poisson Risk Model with Interest and a Threshold Strategy | 2009-11-10 | Paper |
| Absolute ruin in the compound Poisson risk model with constant dividend barrier | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319338 | 2009-07-22 | Paper |
| A local asymptotic behavior for ruin probability in the renewal risk model | 2009-03-06 | Paper |
| A large deviation principle for the risk process with varying premium | 2009-03-06 | Paper |
| Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier | 2009-01-21 | Paper |
| Large deviations and moderate deviations for \(m\)-negatively associated random variables | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3500437 | 2008-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3501301 | 2008-06-03 | Paper |
| Ruin probabilities for discrete time risk models with stochastic rates of interest | 2008-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452812 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452848 | 2008-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452854 | 2008-04-04 | Paper |
| Ruin Probability for the Integrated Gaussian Process with Force of Interest | 2008-02-05 | Paper |
| Large deviations viewpoints for a heavy-tailed \(\beta\)-mixing sequence | 2007-05-29 | Paper |
| Ruin probability with variable premium rate and disturbed by diffusion in a Markovian environment | 2006-08-23 | Paper |
| On the ruin functions for a correlated aggregate claims model with Poisson and Erlang risk processes | 2006-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3367233 | 2006-01-24 | Paper |
| Finite time ruin probabilities and large deviations for generalized compound binomial risk models | 2006-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4679758 | 2005-06-21 | Paper |
| Large deviations for generalized compound Poisson risk models and its bankruptcy moments | 2005-05-23 | Paper |
| Self-normalized large deviations for stationary sequences | 2005-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4666861 | 2005-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4651075 | 2005-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4825323 | 2004-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458040 | 2004-03-17 | Paper |
| Complete convergence theorems for \(L^{p}\)-mixingales. | 2004-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709553 | 2004-02-05 | Paper |
| Moderate deviation principles for trajectories of sums of independent Banach space valued random variables | 2003-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4399592 | 2003-01-20 | Paper |
| Large deviation principles for stationary NA sequences | 2002-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488988 | 2001-07-25 | Paper |
| On complete convergence for \(L^p\)-mixingales | 2001-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4952888 | 2001-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4262777 | 2000-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4254797 | 1999-06-29 | Paper |
| A unified approach to the large deviations for small perturbations of random evolution equations | 1998-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3123031 | 1997-07-20 | Paper |
| Large deviations for stationary \(\Phi\)-mixing sequences in \(\tau\)-topology | 1996-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4879757 | 1996-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4847983 | 1995-10-18 | Paper |
| A note on the relationship between the rate functions for stationary dependent random sequences in \(\tau\)-topology and the relative entropy | 1995-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4300279 | 1995-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4288997 | 1994-08-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4023001 | 1993-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4004491 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349669 | 1990-01-01 | Paper |
