| Publication | Date of Publication | Type |
|---|
| Optimal premium pricing in a competitive stochastic insurance market with incomplete information: a Bayesian game-theoretic approach | 2025-01-17 | Paper |
| Stochastic response determination of structural systems modeled via dependent coordinates: a frequency domain treatment based on generalized modal analysis | 2024-01-09 | Paper |
| Long-term dynamic asset allocation under asymmetric risk preferences | 2023-11-14 | Paper |
| Project scheduling problem with fuzzy activity durations: a novel operational law based solution framework | 2023-07-03 | Paper |
| Pricing American options under Azzalini Ito-McKean skew Brownian motions | 2023-06-26 | Paper |
| The study of the projective transformation under the bilinear strict equivalence | 2022-07-08 | Paper |
| Novel utility-based life cycle models to optimise income in retirement | 2022-02-23 | Paper |
| Bayesian value-at-risk backtesting: the case of annuity pricing | 2021-06-07 | Paper |
| Pricing discretely-monitored double barrier options with small probabilities of execution | 2021-06-03 | Paper |
| Pricing in a competitive stochastic insurance market | 2021-03-17 | Paper |
| Univariate and multivariate claims reserving with generalized link ratios | 2021-03-17 | Paper |
| An integro quadratic spline-based scheme for solving nonlinear fractional stochastic differential equations with constant time delay | 2020-11-17 | Paper |
| Implicit analytic solutions for a nonlinear fractional partial differential beam equation | 2020-10-15 | Paper |
| An approximate technique for determining in closed form the response transition probability density function of diverse nonlinear/hysteretic oscillators | 2020-02-18 | Paper |
| Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework | 2020-01-31 | Paper |
| Response determination of linear dynamical systems with singular matrices: a polynomial matrix theory approach | 2020-01-15 | Paper |
| Closed-form approximate solutions for a class of coupled nonlinear stochastic differential equations | 2020-01-14 | Paper |
| Approximate analytical solutions for a class of nonlinear stochastic differential equations | 2019-10-17 | Paper |
| Mortality effects of economic fluctuations in selected eurozone countries | 2019-05-28 | Paper |
| Pricing and simulating catastrophe risk bonds in a Markov-dependent environment | 2019-03-29 | Paper |
| Implicit analytic solutions for the linear stochastic partial differential beam equation with fractional derivative terms | 2019-02-27 | Paper |
| Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application | 2018-11-13 | Paper |
| How to Finance Pensions: Optimal Strategies for Pay‐as‐You‐Go Pension Systems | 2018-10-12 | Paper |
| Mortality effects of temperature changes in the United Kingdom | 2018-10-12 | Paper |
| The maximum number of 3- and 4-cliques within a planar maximally filtered graph | 2018-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4581162 | 2018-08-23 | Paper |
| On the solution of higher order linear homogeneous complex \(\sigma-\alpha\) descriptor matrix differential systems of Apostol-Kolodner type | 2018-08-15 | Paper |
| Claims Reserving with a Stochastic Vector Projection | 2018-06-20 | Paper |
| Modeling Frost Losses: Application to Pricing Frost Insurance | 2018-06-20 | Paper |
| Optimal premium pricing strategies for competitive general insurance markets | 2018-06-07 | Paper |
| ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK | 2018-06-04 | Paper |
| POTENTIAL GAMES WITH AGGREGATION IN NON-COOPERATIVE GENERAL INSURANCE MARKETS | 2018-06-04 | Paper |
| Stochastic degenerate Sobolev equations: well posedness and exact controllability | 2018-04-10 | Paper |
| Noncooperative dynamic games for general insurance markets | 2018-02-15 | Paper |
| Closed form solution for the equations of motion for constrained linear mechanical systems and generalizations: an algebraic approach | 2017-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2829371 | 2016-10-27 | Paper |
| Linear stochastic degenerate Sobolev equations and applications† | 2016-04-08 | Paper |
| A high order finite element scheme for pricing options under regime switching jump diffusion processes | 2016-02-29 | Paper |
| Catastrophe risk bonds with applications to earthquakes | 2015-07-29 | Paper |
| Robust LMI stability, stabilization and \(H_\infty\) control for premium pricing models with uncertainties into a stochastic discrete-time framework | 2015-02-03 | Paper |
| On the robust stability of pricing models for non-life insurance products | 2015-01-22 | Paper |
| On linear generalized neutral differential delay systems | 2014-11-06 | Paper |
| Approximating distributional behaviour of LTI differential systems using Gaussian function and its derivatives | 2014-01-30 | Paper |
| A new approach for second-order linear matrix descriptor differential equations of Apostol-Kolodner type | 2014-01-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2866635 | 2013-12-13 | Paper |
| Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems | 2013-04-22 | Paper |
| Strong stability of discrete-time systems | 2012-04-19 | Paper |
| Constructing a homogeneous LTI descriptor system with desired properties using perturbation theory | 2012-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3100009 | 2011-11-22 | Paper |
| The dynamic response of homogeneous LTI descriptor differential systems under perturbations of the right matrix coefficients | 2011-10-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3020213 | 2011-08-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3000221 | 2011-05-18 | Paper |
| An Efficient Algorithm for Bilinear Strict Equivalent (BSE)- Matrix Pencils | 2011-01-18 | Paper |
| Linear Generalized Stochastic Systems for Insurance Portfolios | 2011-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3065040 | 2011-01-03 | Paper |
| Optimal premium pricing for a heterogeneous portfolio of insurance risks | 2010-12-01 | Paper |
| Hankel-norm approximation of FIR filters: a descriptor-systems based approach | 2010-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3584207 | 2010-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3584225 | 2010-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3559489 | 2010-05-14 | Paper |
| Discretizing LTI descriptor (Regular) differential input systems with consistent initial conditions | 2010-04-26 | Paper |
| Solution properties of linear descriptor (singular) matrix differential systems of higher order with (non-) consistent initial conditions | 2010-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656565 | 2010-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3181445 | 2009-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3181684 | 2009-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3399107 | 2009-09-29 | Paper |
| An angle metric through the notion of Grassmann representative | 2009-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320856 | 2009-07-22 | Paper |
| Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds | 2009-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3630763 | 2009-06-04 | Paper |
| The Weierstrass Canonical Form of a Regular Matrix Pencil: Numerical Issues and Computational Techniques | 2009-03-24 | Paper |
| Stochastic Control System for Mortality Benefits | 2009-03-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3606318 | 2009-02-26 | Paper |
| Dynamic bank portfolio hedging of investment and loan repayment risk within a stochastic continuous framework using optimal control theory | 2009-02-12 | Paper |
| On Generalized Regular Stochastic Differential Delay Systems with Time Invariant Coefficients | 2008-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3531564 | 2008-10-31 | Paper |
| Dynamic reforming of a quasi pay-as-you-go social security system within a discrete stochastic multidimensional framework using optimal control methods | 2008-09-03 | Paper |
| An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques | 2008-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511521 | 2008-07-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511525 | 2008-07-11 | Paper |
| The Drazin inverse through the matrix pencil approach and its application to the study of generalized linear systems with rectangular or square coefficient matrices | 2008-05-28 | Paper |
| A stabilization criterion for matrix pencils under bilinear transformation | 2008-05-15 | Paper |
| On the relation of the Drazin inverse and matrix pencil theory methods for the study of generalized linear systems | 2007-11-09 | Paper |
