Werner Hürlimann

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Person:331123

Available identifiers

zbMath Open hurlimann.wernerMaRDI QIDQ331123

List of research outcomes

PublicationDate of PublicationType
ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS2020-02-05Paper
https://portal.mardi4nfdi.de/entity/Q49623302018-11-02Paper
The concepts of pseudo compound Poisson and partition representations in discrete probability2018-08-14Paper
Permutation invariant properties of primitive cubic quadruples2017-11-03Paper
An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications2017-09-26Paper
A comprehensive extension of the FGM copula2017-06-27Paper
https://portal.mardi4nfdi.de/entity/Q29784442017-04-25Paper
https://portal.mardi4nfdi.de/entity/Q29784672017-04-25Paper
https://portal.mardi4nfdi.de/entity/Q29784952017-04-25Paper
ON THE NUMBER OF DISTINCT NON-VANISHING REPRESENTATIONS OF PRIME POWERS BY SUMS OF THREE AND FOUR SQUARES2017-03-14Paper
On universal zero-free ternary quadratic form representations of primes in arithmetic progressions2016-10-26Paper
https://portal.mardi4nfdi.de/entity/Q28186502016-09-07Paper
https://portal.mardi4nfdi.de/entity/Q31875742016-09-02Paper
https://portal.mardi4nfdi.de/entity/Q31876662016-09-02Paper
https://portal.mardi4nfdi.de/entity/Q28014072016-04-07Paper
https://portal.mardi4nfdi.de/entity/Q28014312016-04-07Paper
ANGLE CORRELATION INEQUALITIES OF DE FINETTI TYPE2016-03-22Paper
A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle2016-01-13Paper
An improved Laguerre-Samuelson inequality of Chebyshev-Markov type2015-12-11Paper
A closed-form universal trivariate pair-copula2015-10-06Paper
Cooper and Lam's conjecture for generalized Bell ternary quadratic forms2015-09-09Paper
Correction note: ``On maximum likelihood estimation for count data models2015-09-07Paper
On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation2015-05-06Paper
https://portal.mardi4nfdi.de/entity/Q52462362015-04-20Paper
Multivariate likelihood ratio order for skew-symmetric distributions with a common kernel2014-08-05Paper
Improved FFT approximations of probability functions based on modified quadrature rules2014-03-12Paper
Generalized Helmert-Ledermann orthogonal matrices and ROM simulation2014-02-19Paper
A moment method for the multivariate asymmetric Laplace distribution2013-05-13Paper
https://portal.mardi4nfdi.de/entity/Q49181392013-04-23Paper
https://portal.mardi4nfdi.de/entity/Q49181472013-04-23Paper
Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations2013-02-25Paper
Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns2013-02-06Paper
https://portal.mardi4nfdi.de/entity/Q31456192012-12-21Paper
https://portal.mardi4nfdi.de/entity/Q46484092012-11-09Paper
https://portal.mardi4nfdi.de/entity/Q29059532012-08-28Paper
https://portal.mardi4nfdi.de/entity/Q28905242012-06-11Paper
Biometric Solvency Risk for Portfolios of General Life Contracts. I. The Single-Life Multiple Decrement Case2011-08-23Paper
https://portal.mardi4nfdi.de/entity/Q30107382011-06-27Paper
https://portal.mardi4nfdi.de/entity/Q30711122011-02-01Paper
Credible Loss Ratio Claims Reserves: the Benktander, Neuhaus and Mack Methods Revisited2011-01-20Paper
From the general affine transform family to a Pareto type IV model2010-12-01Paper
https://portal.mardi4nfdi.de/entity/Q36562122010-01-13Paper
Quasi-Likelihood Estimation of Benchmark Rates for Excess of Loss Reinsurance Programs2009-12-22Paper
Generalizing Benford's law using power laws: application to integer sequences2009-11-10Paper
On Stop-Loss Order and the Distortion Pricing Principle2009-09-02Paper
https://portal.mardi4nfdi.de/entity/Q36365732009-06-30Paper
Fitting bivariate cumulative returns with copulas2008-11-26Paper
https://portal.mardi4nfdi.de/entity/Q35187672008-08-12Paper
https://portal.mardi4nfdi.de/entity/Q35156192008-07-29Paper
https://portal.mardi4nfdi.de/entity/Q35141342008-07-21Paper
https://portal.mardi4nfdi.de/entity/Q54438102008-02-22Paper
On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods2007-10-30Paper
Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory2007-10-30Paper
Higher degree stop-loss transforms and stochastic orders — (II) Applications2007-10-30Paper
Truncated linear zero utility pricing and actuarial protection models2007-10-30Paper
On higher-degree bivariate stop-loss transforms, with applications2007-10-30Paper
Characterization of higher-degree dispersion, right spread and stop-loss transform orders2007-10-30Paper
Robust confidence bounds for the mean of some count data models2007-10-30Paper
Economic risk capital allocation from top down2007-10-30Paper
https://portal.mardi4nfdi.de/entity/Q34090232006-11-07Paper
Excess of Loss Reinsurance with Reinstatements Revisited2006-10-04Paper
Bounds for Actuarial Present Values Under the Fractional Independence Assumption2006-01-13Paper
Distortion Risk Measures and Economic Capital2006-01-06Paper
Improved analytical bounds for gambler's ruin probabilities2005-08-08Paper
On the economic risk capital of portfolio insurance2005-05-25Paper
Multivariate Fréchet copulas and conditional value-at-risk2005-05-18Paper
Analytical Bounds for two Value-at-Risk Functionals2005-03-30Paper
A Gaussian Exponential Approximation to Some Compound Poisson Distributions2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q48247232004-11-01Paper
General affine transform families: why is the Pareto an exponential transform?2004-09-22Paper
Measuring operational risk using a mean scaled individual risk model2004-08-06Paper
https://portal.mardi4nfdi.de/entity/Q44696992004-06-15Paper
https://portal.mardi4nfdi.de/entity/Q44641222004-05-27Paper
Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks2004-03-30Paper
Financial Data Analysis with Two Symmetric Distributions2004-03-30Paper
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.2004-03-14Paper
On the rate of convergence to asymptotic independence between order statistics.2004-03-14Paper
Distribution-free comparison of pricing principles.2003-11-16Paper
On the accumulated aggregate surplus of a life portfolio.2003-11-16Paper
On immunization, stop-loss order and the maximum Shiu measure.2003-11-16Paper
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation2003-03-18Paper
General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation2002-07-28Paper
Non-optimality of a linear combination of proportional and non-proportional reinsurance2000-10-12Paper
On distribution-free safe layer-additive pricing1999-05-05Paper
https://portal.mardi4nfdi.de/entity/Q38429351998-11-09Paper
On mean scaled insurance risk models1998-10-19Paper
Extremal functions and financial gain1998-10-13Paper
On the characterization of maximum likelihood estimators for location-scale families1998-08-30Paper
Best bounds for expected financial payoffs. I: Algorithmic evaluation1998-05-25Paper
Best bounds for expected financial payoffs. II: Applications1998-05-25Paper
On Quasi-mean value principles1997-12-02Paper
https://portal.mardi4nfdi.de/entity/Q43679011997-01-01Paper
https://portal.mardi4nfdi.de/entity/Q48655091996-11-12Paper
Predictive stop-loss premiums and Student's \(t\)-distribution1996-05-20Paper
A uniform approximation to the sampling distribution of the coefficient of variation1996-05-20Paper
https://portal.mardi4nfdi.de/entity/Q43206911995-06-29Paper
A note on experience rating, reinsurance and premium principles1994-11-06Paper
https://portal.mardi4nfdi.de/entity/Q42978321994-10-25Paper
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums1994-01-19Paper
https://portal.mardi4nfdi.de/entity/Q42034511993-09-13Paper
https://portal.mardi4nfdi.de/entity/Q52871141993-08-11Paper
Orderings of risks through loss ratio1993-01-17Paper
On parameter orthogonality to the mean1992-06-28Paper
https://portal.mardi4nfdi.de/entity/Q39917011992-06-28Paper
Negative claim amounts, Bessel functions, linear programming and Miller's algorithm1992-06-25Paper
On life table applications of ordering among risks1990-01-01Paper
On maximum likelihood estimation for count data models1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q31971221990-01-01Paper
On algebraic equivalence of tariffing systems1988-01-01Paper
An elementary proof of the Adelson-Panjer recursion formula1988-01-01Paper
Simple risk forecasts using credibility1988-01-01Paper
A numerical approach to utility functions in risk theory1987-01-01Paper
\(H^ 3\) and rational points on biquadratic bicyclic norm forms1986-01-01Paper
Two inequalities on stop-loss premiums and some of its applications1986-01-01Paper
Error bounds for stop-loss premiums calculated with the Fast Fourier Transform1986-01-01Paper
On the Exponent of Norm Residue Groups1985-01-01Paper
A cyclotomic Hilbert 90 theorem1984-01-01Paper
On algebraic tori of norm type1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39477691982-01-01Paper
Sur le Groupe de Brauer d’un Anneau de Polynomes en Caracteristique p et la Theorie des Invariants1981-01-01Paper

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