| 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
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints
Stochastics | 2016-05-04 | Paper |
Solving a Hamilton-Jacobi-Bellman equation with constraints
Stochastics | 2014-04-17 | Paper |
Optimal non-proportional reinsurance control
Insurance Mathematics \& Economics | 2012-02-10 | Paper |
Convolutions of multivariate phase-type distributions
Insurance Mathematics \& Economics | 2011-08-01 | Paper |
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
Scandinavian Actuarial Journal | 2011-02-22 | Paper |
On the Normal Approximation to Symmetric Binomial Distributions
Theory of Probability & Its Applications | 2008-11-03 | Paper |
Lundberg's risk process with tax
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2007-10-10 | Paper |
Speedy convolution algorithms and Panjer recursions for phase-type distributions
Insurance Mathematics \& Economics | 2006-10-05 | Paper |
Asymptotics of ruin probabilities for controlled risk processes in the small claims case
Scandinavian Actuarial Journal | 2006-05-24 | Paper |
Optimal investment for investors with state dependent income, and for insurers
Finance and Stochastics | 2005-05-20 | Paper |
Optimal Dynamic XL Reinsurance
ASTIN Bulletin | 2005-03-30 | Paper |
scientific article; zbMATH DE number 2144816 (Why is no real title available?)
| 2005-03-14 | Paper |
On the time to ruin for Erlang(2) risk processes.
Insurance Mathematics \& Economics | 2003-11-16 | Paper |
Optimal investment for insurers
Insurance Mathematics \& Economics | 2002-12-04 | Paper |
Ruin Problems for Phase-Type(2) Risk Processes
Scandinavian Actuarial Journal | 2001-09-16 | Paper |
Stochastic control for optimal new business
Insurance Mathematics \& Economics | 2000-01-01 | Paper |
scientific article; zbMATH DE number 1104309 (Why is no real title available?)
| 1998-04-05 | Paper |
Ruin probabilities for Erlang (2) risk processes
Insurance Mathematics \& Economics | 1998-01-01 | Paper |
The delta-method for actuarial statistics
Scandinavian Actuarial Journal | 1996-10-28 | Paper |
scientific article; zbMATH DE number 819208 (Why is no real title available?)
| 1996-07-18 | Paper |
Asymptotic distribution of statistics in time series
The Annals of Statistics | 1995-08-21 | Paper |
scientific article; zbMATH DE number 47917 (Why is no real title available?)
| 1992-09-17 | Paper |
scientific article; zbMATH DE number 13593 (Why is no real title available?)
| 1992-06-25 | Paper |
Local limit theorems for sums of finite range potentials of a Gibbsian random field
The Annals of Probability | 1990-01-01 | Paper |
Feller-Ross-Approximation für Summenverteilungen
Blätter der DGVFM | 1990-01-01 | Paper |
Asymptotic expansions for potential functions of I.I.D. random fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1989-01-01 | Paper |
scientific article; zbMATH DE number 4143312 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4076411 (Why is no real title available?)
| 1987-01-01 | Paper |
Third order efficient tests in exponential lattice models
Journal of Multivariate Analysis | 1986-01-01 | Paper |
Asymptotic expansions in the central limit theorem for compound and Markov processes
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1985-01-01 | Paper |
Approximation of aggregate claims distributions by compound Poisson distributions
Insurance Mathematics \& Economics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3917352 (Why is no real title available?)
| 1984-01-01 | Paper |
Asymptotic expansions for sums of weakly dependent random vectors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1983-01-01 | Paper |
Third-order efficiency of conditional tests in exponential models: The lattice case
Journal of Multivariate Analysis | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3828933 (Why is no real title available?)
| 1983-01-01 | Paper |
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors
Journal of Multivariate Analysis | 1979-01-01 | Paper |
Convergence rates of the strong law for stationary mixing sequences
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1979-01-01 | Paper |
Asymptotic expansions in the central limit theorem under moment conditions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
Edgeworth expansions for integrals of smooth functions
The Annals of Probability | 1977-01-01 | Paper |
On the Bernstein-von Mises approximation of posterior distributions
The Annals of Statistics | 1976-01-01 | Paper |
A characterization of Chebyshev-Cramer expansions
Manuscripta Mathematica | 1976-01-01 | Paper |
Note on the paper 'Transformation groups and sufficient statistics' by J. Pfanzagl
The Annals of Statistics | 1975-01-01 | Paper |
Sufficient statistics and exponential families
The Annals of Statistics | 1974-01-01 | Paper |
