| Publication | Date of Publication | Type |
|---|
| Recursive utility using the stochastic maximum principle | 2018-09-12 | Paper |
| LIFE INSURANCE AND PENSION CONTRACTS I: THE TIME ADDITIVE LIFE CYCLE MODEL | 2018-06-04 | Paper |
| LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY | 2018-06-04 | Paper |
| The investment horizon problem: a possible resolution | 2017-04-11 | Paper |
| Strategic insider trading equilibrium: a filter theory approach | 2013-04-08 | Paper |
| Partially informed noise traders | 2013-02-26 | Paper |
| An anticipative linear filtering equation | 2011-07-27 | Paper |
| The Nash bargaining solution vs. equilibrium in a reinsurance syndicate | 2011-02-22 | Paper |
| Existence and uniqueness of equilibrium in a reinsurance syndicate | 2011-02-01 | Paper |
| ON THE CONSISTENCY OF THE LUCAS PRICING FORMULA | 2008-04-30 | Paper |
| New Econ for Life Actuaries | 2005-03-30 | Paper |
| Perspectives of Risk Sharing | 2003-02-06 | Paper |
| Representative agent pricing of financial assets based on Lévy processes with normal inverse Gaussian marginals | 2003-01-27 | Paper |
| An equilibrium asset pricing model based on Lévy processes: Relations to stochastic volatility, and the survival hypothesis | 2002-10-10 | Paper |
| Using the Donsker delta function to compute hedging strategies | 2002-01-02 | Paper |
| Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion | 2002-01-01 | Paper |
| On the St. Petersburg Paradox | 2001-09-16 | Paper |
| White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance | 2001-03-01 | Paper |
| A Jump/Diffusion Consumption‐Based Capital Asset Pricing Model and the Equity Premium Puzzle | 1998-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4866230 | 1996-03-04 | Paper |
| Pricing of Unit-linked Life Insurance Policies | 1995-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296399 | 1994-08-03 | Paper |
| Contingent claims valuation when the security price is a combination of an Itō process and a random point process | 1988-01-01 | Paper |
| Admissible investment strategies in continuous trading | 1988-01-01 | Paper |
| A new method for valueing underwriting agreements for rights issues | 1988-01-01 | Paper |
| Stochastic control of geometric processes | 1987-01-01 | Paper |
| Ruin problems and myopic portfolio optimization in continuous trading | 1986-01-01 | Paper |
| R&D projects analyzed by semimartingale methods | 1985-01-01 | Paper |
| Accumulated claims and collective risk in insurance: Higher order asymptotic approximations | 1985-01-01 | Paper |
| Optimum portfolio diversification in a general continuous-time model | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036531 | 1983-01-01 | Paper |
| Stochastic continuous-time model reference adaptive systems with decreasing gain | 1982-01-01 | Paper |
| Model reference adaptive systems applied to regression analyses | 1981-01-01 | Paper |
| Conditioned moments of time to fixation | 1977-01-01 | Paper |
| A conditional expectation formula for diffusion processes | 1977-01-01 | Paper |
| A note on a singular diffusion equation in population genetics | 1976-01-01 | Paper |
