| Publication | Date of Publication | Type |
|---|
| Optimisation of drawdowns by generalised reinsurance in the classical risk model | 2023-11-17 | Paper |
| Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance | 2022-07-08 | Paper |
| Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times | 2022-06-20 | Paper |
| Mortality options: the point of view of an insurer | 2021-03-17 | Paper |
| Optimal capital injections and dividends with tax in a risk model in discrete time | 2020-11-04 | Paper |
| Optimal reinsurance and investment in a diffusion model | 2020-07-08 | Paper |
| Dividends with tax and capital injection in a spectrally negative Lévy risk model | 2018-10-10 | Paper |
| On capital injections and dividends with tax in a diffusion approximation | 2018-07-17 | Paper |
| Risk theory | 2018-01-22 | Paper |
| On optimal dividends with exponential and linear penalty payments | 2017-01-31 | Paper |
| On capital injections and dividends with tax in a classical risk model | 2016-12-14 | Paper |
| A Note on Gerber–Shiu Functions with an Application | 2015-10-15 | Paper |
| Extended Gerber-Shiu functions in a risk model with interest | 2015-05-26 | Paper |
| Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times | 2014-07-19 | Paper |
| Minimising expected discounted capital injections by reinsurance in a classical risk model | 2013-12-13 | Paper |
| On the Gerber-Shiu function and change of measure | 2012-02-10 | Paper |
| Conditional law of risk processes given that ruin occurs | 2012-02-10 | Paper |
| Ruin probabilities in a diffusion environment | 2011-10-25 | Paper |
| Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest | 2011-10-25 | Paper |
| Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs | 2011-08-25 | Paper |
| Optimal dividend strategies in a Cramér-Lundberg model with capital injections | 2010-06-08 | Paper |
| Optimal control of capital injections by reinsurance in a diffusion approximation | 2010-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3607219 | 2009-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5302587 | 2009-01-07 | Paper |
| On the Distribution of the Surplus Prior and at Ruin | 2008-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434181 | 2008-01-03 | Paper |
| Optimisation in Non-Life Insurance | 2007-02-15 | Paper |
| Asymptotics of ruin probabilities for controlled risk processes in the small claims case | 2006-05-24 | Paper |
| On optimal investment and subexponential claims | 2005-08-01 | Paper |
| On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance | 2005-03-30 | Paper |
| Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case | 2004-08-10 | Paper |
| On minimizing the ruin probability by investment and reinsurance | 2003-05-06 | Paper |
| Pricing catastrophe insurance products based on actually reported claims | 2002-10-10 | Paper |
| Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion | 2002-03-03 | Paper |
| Optimal Proportional Reinsurance Policies in a Dynamic Setting | 2001-09-16 | Paper |
| Compound sums and subexponentiality | 2000-12-03 | Paper |
| Tail probabilities for non-standard risk and queueing processes with subexponential jumps | 2000-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489978 | 2000-07-12 | Paper |
| Estimation of the Lundberg coefficient for a Markov modulated risk model | 1999-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4230625 | 1999-02-07 | Paper |
| An extension to the renewal theorem and an application to risk theory | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357491 | 1997-09-25 | Paper |
| Bayesian analysis of reduced rank regression | 1996-11-17 | Paper |
| Lundberg inequalities for a Cox model with a piecewise constant intensity | 1996-09-16 | Paper |
| Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion | 1996-05-20 | Paper |
| Saddlepoint approximations for the probability of ruin in finite time | 1996-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311655 | 1995-07-13 | Paper |
| Ruin estimation for a general insurance risk model | 1995-04-26 | Paper |
| Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion | 1995-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311656 | 1994-10-30 | Paper |
| Diffusion approximations for a risk process with the possibility of borrowing and investment | 1994-08-11 | Paper |
| Modelling of extremal events in insurance and finance | 1994-04-28 | Paper |
| Finite-time Lundberg inequalities in the Cox case | 1994-04-26 | Paper |
