| Publication | Date of Publication | Type |
|---|
| Two-phase selection of representative contracts for valuation of large variable annuity portfolios | 2024-02-13 | Paper |
| Enhancing Mortality Forecasting through Bivariate Model–Based Ensemble | 2024-02-13 | Paper |
| Discussion on the paper ‘Optimal reinsurance design based on risk measures: a review’ by Yichun Chi and Jun Cai | 2023-03-07 | Paper |
| VAR and CTE Criteria for Optimal Quota-Share and Stop-Loss Reinsurance | 2022-02-11 | Paper |
| A DSA Algorithm for Mortality Forecasting | 2021-12-18 | Paper |
| Optimal dynamic longevity hedge with basis risk | 2021-11-09 | Paper |
| Mean-expectile portfolio selection | 2021-07-15 | Paper |
| A central bank strategy for defending a currency peg | 2021-01-06 | Paper |
| BSDE approach to utility maximization with square-root factor processes | 2020-04-07 | Paper |
| Pricing bounds and bang-bang analysis of the Polaris variable annuities | 2020-02-10 | Paper |
| Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision | 2019-11-04 | Paper |
| PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS | 2019-09-09 | Paper |
| Regression Tree Credibility Model | 2019-06-18 | Paper |
| INDEX INSURANCE DESIGN | 2019-05-29 | Paper |
| Empirical Approach for Optimal Reinsurance Design | 2019-05-28 | Paper |
| Response to Hans U. Gerber on His Comments on Our Paper Entitled ”Empirical Approach for Optimal Reinsurance Design” | 2019-05-28 | Paper |
| Dynamic risk-sharing game and reinsurance contract design | 2019-05-23 | Paper |
| Derivatives trading for insurers | 2019-01-15 | Paper |
| Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions | 2018-08-10 | Paper |
| Optimal reinsurance with expectile | 2018-07-13 | Paper |
| CDF formulation for solving an optimal reinsurance problem | 2018-07-13 | Paper |
| Optimal investment strategies for participating contracts | 2017-11-23 | Paper |
| Vine copula models with GLM and sparsity | 2017-08-23 | Paper |
| Optimal hedging with basis risk under mean-variance criterion | 2017-07-17 | Paper |
| Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models | 2017-06-29 | Paper |
| Optimal multivariate quota-share reinsurance: a nonparametric mean-CVaR framework | 2017-01-31 | Paper |
| Marginal indemnification function formulation for optimal reinsurance | 2016-05-12 | Paper |
| Multivariate reinsurance designs for minimizing an insurer's capital requirement | 2015-02-03 | Paper |
| Optimal reinsurance subject to Vajda condition | 2014-04-15 | Paper |
| Limit theory for moderate deviations from a unit root under innovations with a possibly infinite variance | 2014-04-14 | Paper |
| Constant proportion portfolio insurance under a regime switching exponential Lévy process | 2014-04-04 | Paper |
| VAR-BASED OPTIMAL PARTIAL HEDGING | 2014-02-27 | Paper |
| Tail behavior of Poisson shot noise processes under heavy-tailed shocks and actuarial applications | 2013-09-20 | Paper |
| Characterization of multivariate heavy-tailed distribution families via copula | 2012-03-22 | Paper |
| Optimality of general reinsurance contracts under CTE risk measure | 2011-08-02 | Paper |
| Ruin probabilities in a discrete time risk model with dependent risks of heavy tail | 2011-02-22 | Paper |
| Approximation of the tail probability of randomly weighted sums and applications | 2009-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599773 | 2009-02-09 | Paper |
| Optimal reinsurance under VaR and CTE risk measures | 2008-08-18 | Paper |
| Some limiting properties of the bounds of the present value function of a life insurance portfolio | 2008-02-15 | Paper |
| An application of the \(\alpha\)-power approximation in multiple life insurance | 2006-10-05 | Paper |
| On the correlation order | 2006-08-04 | Paper |
