| Publication | Date of Publication | Type |
|---|
Product formulas and convolutions for Laplace-Beltrami operators on product spaces: beyond the trivial case
Mathematische Annalen | 2023-09-07 | Paper |
On some effects of dependencies on an insurer's risk exposure, probability of ruin, and optimal premium loading
European Actuarial Journal | 2023-07-13 | Paper |
Convolution-like structures, differential operators and diffusion processes
Lecture Notes in Mathematics | 2022-06-09 | Paper |
| Minimizing ruin probability under dependencies for insurance pricing | 2021-08-03 | Paper |
A unified construction of product formulas and convolutions for Sturm-Liouville operators
Analysis and Mathematical Physics | 2021-06-07 | Paper |
Lévy processes with respect to the Whittaker convolution
Transactions of the American Mathematical Society | 2021-03-10 | Paper |
Minimizing ruin probability under dependencies for insurance pricing
(available as arXiv preprint) | 2021-01-01 | Paper |
| On the construction of convolution-like operators associated with multidimensional diffusion processes | 2020-09-04 | Paper |
| Product formulas and convolutions for two-dimensional Laplace-Beltrami operators: beyond the trivial case | 2020-06-25 | Paper |
Product formulas and convolutions for two-dimensional Laplace-Beltrami operators: beyond the trivial case
(available as arXiv preprint) | 2020-01-01 | Paper |
On the construction of convolution-like operators associated with multidimensional diffusion processes
(available as arXiv preprint) | 2020-01-01 | Paper |
On the product formula and convolution associated with the index Whittaker transform
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Indifference Pricing in a Market with Transaction Costs and Jumps
Novel Methods in Computational Finance | 2019-02-28 | Paper |
Stochastic Dynamic Programming and Control of Markov Processes
Novel Methods in Computational Finance | 2019-02-28 | Paper |
| Sturm-Liouville hypergroups without the compactness axiom | 2019-01-30 | Paper |
| The hyperbolic maximum principle approach to the construction of generalized convolutions | 2019-01-29 | Paper |
The hyperbolic maximum principle approach to the construction of generalized convolutions
(available as arXiv preprint) | 2019-01-01 | Paper |
Sturm-Liouville hypergroups without the compactness axiom
(available as arXiv preprint) | 2019-01-01 | Paper |
| On the stochastic Lie algebra | 2018-05-18 | Paper |
On the stochastic Lie algebra
(available as arXiv preprint) | 2018-01-01 | Paper |
Barrier option pricing under the 2-hypergeometric stochastic volatility model
Journal of Computational and Applied Mathematics | 2017-09-27 | Paper |
| On a Class of Optimal Stopping Problems with Applications to Real Option Theory | 2017-01-08 | Paper |
On a Class of Optimal Stopping Problems with Applications to Real Option Theory
(available as arXiv preprint) | 2017-01-01 | Paper |
| New Approach to Derive the Value Function of a Firm with Exit Option | 2013-09-20 | Paper |
New Approach to Derive the Value Function of a Firm with Exit Option
(available as arXiv preprint) | 2013-01-01 | Paper |
Singular L-Q problems and the Dirac-Bergmann theory of constraints
Nonlinear control in the Year 2000 | 2012-06-04 | Paper |
Are quantile risk measures suitable for risk-transfer decisions?
Insurance Mathematics & Economics | 2012-05-11 | Paper |
The optimal reinsurance strategy -- the individual claim case
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Optimal reinsurance for variance related premium calculation principles
ASTIN Bulletin | 2010-06-21 | Paper |
Optimal reinsurance policy: The adjustment coefficient and the expected utility criteria
Insurance Mathematics & Economics | 2009-01-28 | Paper |
| scientific article; zbMATH DE number 1552384 (Why is no real title available?) | 2001-01-15 | Paper |
Highly singular L-Q problems: Solutions in distribution spaces
Journal of Dynamical and Control Systems | 2000-12-07 | Paper |
