| Publication | Date of Publication | Type |
|---|
How to improve the fit of Archimedean copulas by means of transforms
Statistical Papers | 2012-09-20 | Paper |
A new method for the construction of bivariate Archimedean copulas based on the \(\lambda\) function
Communications in Statistics: Theory and Methods | 2011-07-20 | Paper |
Measuring Comonotonicity in M-Dimensional Vectors
| 2011-06-15 | Paper |
How to estimate the value at risk under incomplete information
Journal of Computational and Applied Mathematics | 2010-02-12 | Paper |
A copula test space model how to avoid the wrong copula choice
| 2009-10-21 | Paper |
Spectral decomposition of optimal asset-liability management
Journal of Economic Dynamics and Control | 2009-08-07 | Paper |
Distribution-free option pricing
Insurance Mathematics & Economics | 2007-09-03 | Paper |
A note on some new perpetuities
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
An application of comonotonicity and convex ordering to present values with truncated stochastic interest rates
Insurance Mathematics & Economics | 2007-05-23 | Paper |
Stable Laws and the Present Value of Fixed Cash Flows
North American Actuarial Journal | 2006-01-05 | Paper |
Closed-form approximations for diffusion densities: A path integral approach.
Journal of Computational and Applied Mathematics | 2004-03-15 | Paper |
Bounds for present value functions with stochastic interest rates and stochastic volatility.
Insurance Mathematics & Economics | 2003-06-25 | Paper |
A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results
Scandinavian Actuarial Journal | 1999-10-06 | Paper |
A Recursive Scheme for Perpetuities with Random Positive Interest Rates. II: The Impenetrable Wall
Scandinavian Actuarial Journal | 1999-09-14 | Paper |
The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean
Insurance Mathematics & Economics | 1999-08-16 | Paper |
IBNR reserves under stochastic interest rates
Insurance Mathematics & Economics | 1999-05-05 | Paper |
A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
Insurance Mathematics & Economics | 1998-05-04 | Paper |
General restrictions on tail probabilities
Journal of Computational and Applied Mathematics | 1996-11-17 | Paper |
Interest randomness and differential equations
Blätter der DGVFM | 1995-01-31 | Paper |
An analytical inversion of a Laplace transform related to annuities certain
Insurance Mathematics & Economics | 1994-07-04 | Paper |
The Laplace transform of annuities certain with exponential time distribution
Insurance Mathematics & Economics | 1993-05-16 | Paper |
Interest randomness in annuities certain
Insurance Mathematics & Economics | 1993-05-16 | Paper |
Some further results on annuities certain with random interest
Insurance Mathematics & Economics | 1993-05-16 | Paper |
scientific article; zbMATH DE number 4180617 (Why is no real title available?)
| 1990-01-01 | Paper |
