| Publication | Date of Publication | Type |
|---|
| Credibility in Favor of Unlucky Insureds | 2006-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4785512 | 2003-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2750805 | 2001-10-21 | Paper |
| Explicit finite-time and infinite-time ruin probabilities in the continuous case | 2001-06-27 | Paper |
| Solvency margins and equalization reserves | 2000-02-20 | Paper |
| Homogeneous risk models with equalized claim amounts | 2000-01-01 | Paper |
| Inequality extensions of Prabhu's formula in ruin theory | 1999-09-12 | Paper |
| The numerical solution of the Schmitter problems: Theory | 1998-05-04 | Paper |
| The solution of Schmitter's simple problem: Numerical illustration | 1998-05-04 | Paper |
| The bi-atomic uniform minimal solution of Schmitter's problem | 1998-05-04 | Paper |
| Classical numerical ruin probabilities | 1998-02-05 | Paper |
| A stochastic approach to catastrophic risks | 1997-05-20 | Paper |
| Explicit analytic ruin probabilities for bounded claims | 1996-07-18 | Paper |
| Classical regression model under zero-excess assumptions | 1996-07-15 | Paper |
| A note on the solution of practical ruin problems | 1995-07-03 | Paper |
| Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian | 1995-01-31 | Paper |
| Optimal parameter estimation under zero excess assumptions in the Bühlmann--Straub model | 1993-05-16 | Paper |
| Interest randomness in annuities certain | 1993-05-16 | Paper |
| A stochastic approach to insurance cycles | 1993-04-01 | Paper |
| A summary of new results on optimal parameter estimation under zero- excess assumptions | 1993-04-01 | Paper |
| Optimal parameter estimation under zero-excess assumptions in a classical model | 1993-01-17 | Paper |
| Stochastic processes defined from a Lagrangian | 1993-01-17 | Paper |
| Estimation of the heterogeneity parameter in the Bühlmann-Straub credibility theory model | 1992-06-28 | Paper |
| Compound and mixed distributions | 1989-01-01 | Paper |
| Recursive calculation of finite-time ruin probabilities | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745127 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3811578 | 1986-01-01 | Paper |
| Ordering of risks and ruin probabilities | 1986-01-01 | Paper |
| Semilinear credibility with several approximating functions | 1985-01-01 | Paper |
| Non-linear regression in credibility theory | 1985-01-01 | Paper |
| The structure of the distribution of a couple of observable random variables in credibility theory | 1984-01-01 | Paper |
| A characterization of the class of credibility matrices corresponding to a certain class of discrete distributions | 1984-01-01 | Paper |
| Representation theorems for extremal distributions | 1984-01-01 | Paper |
| Bounds for classical ruin probabilities | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3314810 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319648 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3326685 | 1984-01-01 | Paper |
| Stop-loss ordering for scale and power mixtures of distributions | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675937 | 1984-01-01 | Paper |
| Practical models in credibility theory, including parameter estimation | 1983-01-01 | Paper |
| Upper and lower bounds on infinite time ruin probabilities in case of constraints on claim size distributions | 1983-01-01 | Paper |
| Maximization of the variance of a stop-loss reinsured risk | 1983-01-01 | Paper |
| Best bounds on the stop-loss premium in case of known range, expectation, variance and mode of the risk | 1983-01-01 | Paper |
| Bound on integrals: Elimination of the dual and reduction of the number of equality constraints | 1983-01-01 | Paper |
| Maximization, under equality constraints, of a functional of a probability distribution | 1983-01-01 | Paper |
| Duality theory for bounds on integrals with applications to stop-loss premiums | 1983-01-01 | Paper |
| Best upper bounds for integrals with respect to measures allowed to vary under conical and integral constraints | 1982-01-01 | Paper |
| Ordering of risks: a review | 1982-01-01 | Paper |
| Numerical best bounds on stop-loss premiums | 1982-01-01 | Paper |
| Upper bounds for ruin probabilities in a new general risk model, by the martingales method | 1982-01-01 | Paper |
| Estimation of IBNR claims by credibility theory | 1982-01-01 | Paper |
| Analytical best upper bounds on stop-loss premiums | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948505 | 1982-01-01 | Paper |
| Constrained credibility estimators in the regression model | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4741620 | 1981-01-01 | Paper |
| Convexity Inequalities for the Swiss premium | 1980-01-01 | Paper |
| Upper bounds on stop-loss premiums under constraints on claim size distributions as derived from representation theorems for distribution functions | 1980-01-01 | Paper |
| Explosions in random point processes | 1980-01-01 | Paper |
| A comparison criterion for explosions in point processes | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3853027 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4156136 | 1978-01-01 | Paper |
| A class of very regular distribution functions and corresponding ruin probabilities | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4176877 | 1978-01-01 | Paper |
| A new proof for a known result in risk theory | 1977-01-01 | Paper |
| Martingales and ruin in a dynamical risk process | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4095742 | 1976-01-01 | Paper |
| Geometrical credibility | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4117223 | 1976-01-01 | Paper |
