| Publication | Date of Publication | Type |
|---|
| Tail risk driven by investment losses and exogenous shocks | 2025-01-22 | Paper |
| Worst-case moments under partial ambiguity | 2023-07-13 | Paper |
| Pricing extreme mortality risk in the wake of the COVID-19 pandemic | 2023-02-03 | Paper |
| Insurance risk analysis of financial networks vulnerable to a shock | 2022-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5065010 | 2022-03-17 | Paper |
| Portfolio risk analysis of excess of loss reinsurance | 2022-03-10 | Paper |
| UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES | 2021-10-20 | Paper |
| Large portfolio losses in a turbulent market | 2021-06-07 | Paper |
| Indifference pricing of insurance-linked securities in a multi-period model | 2021-06-03 | Paper |
| Liquidation risk in insurance under contemporary regulatory frameworks | 2020-08-03 | Paper |
| ANALYZING MORTALITY BOND INDEXES VIA HIERARCHICAL FORECAST RECONCILIATION | 2019-11-22 | Paper |
| On additivity of tail comonotonic risks | 2019-11-06 | Paper |
| CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION | 2019-05-29 | Paper |
| Asymptotic Analysis of the Loss Given Default in the Presence of Multivariate Regular Variation | 2019-05-15 | Paper |
| Interplay of insurance and financial risks in a stochastic environment | 2019-05-10 | Paper |
| Robust Actuarial Risk Analysis | 2019-05-08 | Paper |
| Sharp asymptotics for large portfolio losses under extreme risks | 2019-03-12 | Paper |
| A limit distribution of credit portfolio losses with low default probabilities | 2017-11-23 | Paper |
| Random difference equations with subexponential innovations | 2017-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968298 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968271 | 2017-03-13 | Paper |
| Risk reducers in convex order | 2016-12-13 | Paper |
| Interplay of insurance and financial risks in a discrete-time model with strongly regular variation | 2015-08-05 | Paper |
| Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function | 2015-02-03 | Paper |
| Randomly weighted sums of subexponential random variables with application to capital allocation | 2015-01-23 | Paper |
| A hybrid estimate for the finite-time ruin probability in a bivariate autoregressive risk model with application to portfolio optimization | 2014-07-19 | Paper |
| Reducing risk by merging counter-monotonic risks | 2014-06-23 | Paper |
| A time-homogeneous diffusion model with tax | 2013-04-25 | Paper |
| Remarks on quantiles and distortion risk measures | 2013-02-05 | Paper |
| Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments | 2013-01-19 | Paper |
| On the Haezendonck-Goovaerts risk measure for extreme risks | 2012-04-18 | Paper |
| Heavy tails of a Lévy process and its maximum over a random time interval | 2012-03-29 | Paper |
| Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model | 2012-02-10 | Paper |
| Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence | 2012-02-10 | Paper |
| Asymptotics of random contractions | 2012-02-10 | Paper |
| Asymptotics for risk capital allocations based on conditional tail expectation | 2011-12-21 | Paper |
| Characterization of upper comonotonicity via tail convex order | 2011-08-01 | Paper |
| The product of two dependent random variables with regularly varying or rapidly varying tails | 2011-07-26 | Paper |
| The subexponential product convolution of two Weibull-type distributions | 2011-06-14 | Paper |
| Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model | 2011-02-09 | Paper |
| A note on max-sum equivalence | 2010-12-20 | Paper |
| The probabilities of absolute ruin in the renewal risk model with constant force of interest | 2010-07-20 | Paper |
| Asymptotic tail probabilities of sums of dependent subexponential random variables | 2010-01-04 | Paper |
| Asymptotic ruin probabilities of the Lévy insurance model under periodic taxation | 2009-12-22 | Paper |
| From light tails to heavy tails through multiplier | 2009-08-08 | Paper |
| On the Maximum Exceedance of a Sequence of Random Variables Over a Renewal Threshold | 2009-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599657 | 2009-02-09 | Paper |
| Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims | 2009-01-16 | Paper |
| A uniform asymptotic estimate for discounted aggregate claims with subexponential tails | 2008-08-18 | Paper |
| Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums | 2008-06-12 | Paper |
| Sums of Dependent Nonnegative Random Variables with Subexponential Tails | 2008-04-30 | Paper |
| Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model | 2008-02-22 | Paper |
| The impact on ruin probabilities of the association structure among financial risks | 2008-01-21 | Paper |
| The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails | 2007-12-16 | Paper |
| Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation | 2007-12-16 | Paper |
| The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance | 2007-12-16 | Paper |
| The subexponentiality of products revisited | 2007-12-16 | Paper |
| On the ruin probabilities of a bidimensional perturbed risk model | 2007-07-19 | Paper |
| A large deviation result for aggregate claims with dependent claim occurrences | 2007-05-24 | Paper |
| Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model | 2007-04-10 | Paper |
| The overshoot of a random walk with negative drift | 2007-03-15 | Paper |
| Risk Measures and Comonotonicity: A Review | 2007-02-15 | Paper |
| On convolution equivalence with applications | 2006-11-06 | Paper |
| Insensitivity to negative dependence of the asymptotic behavior of precise large deviations | 2006-11-03 | Paper |
| A note on the ruin probability in the delayed renewal risk model | 2006-10-24 | Paper |
| A sharp inequality for the tail probabilities of sums of i.i.d. r.v.'s with dominatedly varying tails | 2006-09-22 | Paper |
| An asymptotic relationship for ruin probabilities under heavy-tailed claims | 2006-09-22 | Paper |
| Tail Probabilities of Randomly Weighted Sums of Random Variables with Dominated Variation | 2006-07-13 | Paper |
| ASYMPTOTIC RUIN PROBABILITIES IN FINITE HORIZON WITH SUBEXPONENTIAL LOSSES AND ASSOCIATED DISCOUNT FACTORS | 2006-05-09 | Paper |
| The finite-time ruin probability of the compound Poisson model with constant interest force | 2006-01-26 | Paper |
| Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift | 2006-01-05 | Paper |
| Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process | 2006-01-05 | Paper |
| Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. | 2005-11-29 | Paper |
| Weighted sums of subexponential random variables and their maxima | 2005-09-29 | Paper |
| A comonotonic image of independence for additive risk measures | 2005-08-05 | Paper |
| Two-sided bounds for ruin probability under constant interest force | 2005-06-28 | Paper |
| Maxima of sums and random sums for negatively associated random variables with heavy tails | 2005-04-21 | Paper |
| Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments | 2005-04-05 | Paper |
| A Unified Approach to Generate Risk Measures | 2005-03-30 | Paper |
| Maxima of Sums of Heavy-Tailed Random Variables | 2005-03-30 | Paper |
| Asymptotics for the Finite Time Ruin Probability in the Renewal Model with Consistent Variation | 2005-01-19 | Paper |
| On the moments of the severity of ruin in the delayed renewal risk model under heavy-tailed claims | 2004-10-28 | Paper |
| Precise large deviations for sums of random variables with consistently varying tails | 2004-09-24 | Paper |
| Randomly weighted sums of subexponential random variables with application to ruin theory | 2004-09-24 | Paper |
| On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications | 2004-09-24 | Paper |
| Asymptotic behavior of tail and local probabilities for sums of subexponential random variables | 2004-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4470809 | 2004-06-18 | Paper |
| A NOTE ON THE SEVERITY OF RUIN IN THE RENEWAL MODEL WITH CLAIMS OF DOMINATED VARIATION | 2004-05-27 | Paper |
| UNIFORM ESTIMATES FOR THE TAIL PROBABILITY OF MAXIMA OVER FINITE HORIZONS WITH SUBEXPONENTIAL TAILS | 2004-03-29 | Paper |
| Extension of some classical results on ruin probability to delayed renewal model | 2004-02-27 | Paper |
| Precise large deviations for the prospective-loss process | 2003-11-17 | Paper |
| Estimates for the ruin probability in the classical risk model with constant interest force in the presence of heavy tails. | 2003-11-16 | Paper |
| Characterizations on heavy-tailed distributions by means of hazard rate. | 2003-09-23 | Paper |
| Approximations for moments of deficit at ruin with exponential and subexponential claims. | 2003-05-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4792211 | 2003-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4780584 | 2003-02-06 | Paper |
| Ruin probabilities for large claims in delayed renewal risk model | 2002-12-01 | Paper |
| A contribution to large deviations for heavy-tailed random sums | 2002-08-15 | Paper |
| A theorem on the convergence of sums of independent random variables | 2002-06-18 | Paper |
| Large deviations for heavy-tailed random sums in compound renewal model | 2002-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528689 | 2001-08-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516741 | 2000-11-28 | Paper |
