| Publication | Date of Publication | Type |
|---|
| Stochastic control for insurance: models, strategies, and numerics | 2018-11-19 | Paper |
| Stochastic control for insurance: new problems and methods | 2018-11-19 | Paper |
| Optimal constrained investment in the Cramer-Lundberg model | 2018-07-11 | Paper |
| Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints | 2016-05-04 | Paper |
| Solving a Hamilton–Jacobi–Bellman equation with constraints | 2014-04-17 | Paper |
| Optimal non-proportional reinsurance control | 2012-02-10 | Paper |
| Convolutions of multivariate phase-type distributions | 2011-08-01 | Paper |
| Higher-order expansions for compound distributions and ruin probabilities with subexponential claims | 2011-02-22 | Paper |
| On the Normal Approximation to Symmetric Binomial Distributions | 2008-11-03 | Paper |
| Lundberg's risk process with tax | 2007-10-10 | Paper |
| Speedy convolution algorithms and Panjer recursions for phase-type distributions | 2006-10-05 | Paper |
| Asymptotics of ruin probabilities for controlled risk processes in the small claims case | 2006-05-24 | Paper |
| Optimal investment for investors with state dependent income, and for insurers | 2005-05-20 | Paper |
| Optimal Dynamic XL Reinsurance | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4657106 | 2005-03-14 | Paper |
| On the time to ruin for Erlang(2) risk processes. | 2003-11-16 | Paper |
| Optimal investment for insurers | 2002-12-04 | Paper |
| Ruin Problems for Phase-Type(2) Risk Processes | 2001-09-16 | Paper |
| Stochastic control for optimal new business | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4370177 | 1998-04-05 | Paper |
| Ruin probabilities for Erlang (2) risk processes | 1998-01-01 | Paper |
| The delta-method for actuarial statistics | 1996-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856016 | 1996-07-18 | Paper |
| Asymptotic distribution of statistics in time series | 1995-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3998984 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3978054 | 1992-06-25 | Paper |
| Local limit theorems for sums of finite range potentials of a Gibbsian random field | 1990-01-01 | Paper |
| Feller-Ross-Approximation für Summenverteilungen | 1990-01-01 | Paper |
| Asymptotic expansions for potential functions of I.I.D. random fields | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3474015 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806639 | 1987-01-01 | Paper |
| Third order efficient tests in exponential lattice models | 1986-01-01 | Paper |
| Approximation of aggregate claims distributions by compound Poisson distributions | 1985-01-01 | Paper |
| Asymptotic expansions in the central limit theorem for compound and Markov processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694348 | 1984-01-01 | Paper |
| Third-order efficiency of conditional tests in exponential models: The lattice case | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3673756 | 1983-01-01 | Paper |
| Asymptotic expansions for sums of weakly dependent random vectors | 1983-01-01 | Paper |
| Convergence rates in the central limit theorem for stationary mixing sequences of random vectors | 1979-01-01 | Paper |
| Convergence rates of the strong law for stationary mixing sequences | 1979-01-01 | Paper |
| Asymptotic expansions in the central limit theorem under moment conditions | 1978-01-01 | Paper |
| Edgeworth expansions for integrals of smooth functions | 1977-01-01 | Paper |
| A characterization of Chebyshev-Cramer expansions | 1976-01-01 | Paper |
| On the Bernstein-von Mises approximation of posterior distributions | 1976-01-01 | Paper |
| Note on the paper 'Transformation groups and sufficient statistics' by J. Pfanzagl | 1975-01-01 | Paper |
| Sufficient statistics and exponential families | 1974-01-01 | Paper |
