| Publication | Date of Publication | Type |
|---|
| Optimal mean-variance reinsurance and investment strategy with constraints in a non-Markovian regime-switching model | 2023-03-07 | Paper |
| Open-loop equilibrium mean-variance reinsurance, new business and investment strategies with constraints | 2022-09-23 | Paper |
| Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model | 2022-06-10 | Paper |
| Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy | 2022-03-21 | Paper |
| Optimal dividend, capital injection and reinsurance strategies with variance premium principle | 2021-12-17 | Paper |
| Pricing dynamic fund protection under hidden Markov models | 2019-06-18 | Paper |
| Optimal investment-consumption strategy with liability and regime switching model under value-at-risk constraint | 2019-04-29 | Paper |
| Time-consistent investment-proportional reinsurance strategy with random coefficients for mean-variance insurers | 2019-03-28 | Paper |
| Minimization of risks in defined benefit pension plan with time‐inconsistent preferences | 2019-02-08 | Paper |
| Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs | 2019-02-05 | Paper |
| Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer | 2018-06-13 | Paper |
| OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE | 2018-06-04 | Paper |
| Valuation of correlation options under a stochastic interest rate model with regime switching | 2018-01-19 | Paper |
| An FFT approach for option pricing under a regime-switching stochastic interest rate model | 2017-08-23 | Paper |
| Optimal dividends and capital injections for a spectrally positive Lévy process | 2017-06-15 | Paper |
| Time-inconsistent consumption-investment problem for a member in a defined contribution pension plan | 2017-06-14 | Paper |
| Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle | 2017-05-02 | Paper |
| Exponential utility maximization for an insurer with time-inconsistent preferences | 2016-12-13 | Paper |
| Optimal risk and dividend control of an insurance company with exponential premium principle and liquidation value | 2016-11-25 | Paper |
| Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles | 2016-06-28 | Paper |
| Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin | 2016-05-25 | Paper |
| Pricing dynamic fund protections with regime switching | 2015-12-14 | Paper |
| Optimal dividends and capital injections in the dual model with a random time horizon | 2015-10-28 | Paper |
| On a Markov chain approximation method for option pricing with regime switching | 2015-10-22 | Paper |
| Cox risk model with variable premium rate and stochastic return on investment | 2015-06-16 | Paper |
| Pricing annuity guarantees under a double regime-switching model | 2015-05-26 | Paper |
| Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model | 2015-05-06 | Paper |
| Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission | 2015-02-03 | Paper |
| On dividend strategies with non-exponential discounting | 2015-01-28 | Paper |
| Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion | 2014-10-14 | Paper |
| Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model | 2014-03-11 | Paper |
| Optimal stochastic investment games under Markov regime switching market | 2014-03-11 | Paper |
| Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model | 2013-11-14 | Paper |
| Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model | 2013-04-10 | Paper |
| Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk | 2013-01-28 | Paper |
| On the Optimal Dividend Strategy in a Regime-Switching Diffusion Model | 2012-11-02 | Paper |
| Optimal Threshold Dividend Strategies under the Compound Poisson Model with Regime Switching | 2012-09-07 | Paper |
| Optimal surrender strategies for equity-indexed annuity investors with partial information | 2012-08-30 | Paper |
| Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs | 2012-05-14 | Paper |
| Valuation of equity-indexed annuity under stochastic mortality and interest rate | 2012-02-10 | Paper |
| Upper bounds for ruin probabilities in two dependent risk models under rates of interest | 2011-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014808 | 2011-07-19 | Paper |
| Optimal financing and dividend strategies in a dual model with proportional costs | 2011-01-19 | Paper |
| Optimal Reinsurance and Dividend Strategies Under the Markov-Modulated Insurance Risk Model | 2011-01-13 | Paper |
| Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching | 2010-12-21 | Paper |
| Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors | 2010-07-20 | Paper |
| On the Markov-modulated insurance risk model with tax | 2010-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318957 | 2009-07-22 | Paper |
| On maximizing the expected terminal utility by investment and reinsurance | 2009-03-30 | Paper |
| A decomposition of the ruin probability for risk processes with Vasicek interest rate | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599709 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597843 | 2009-02-09 | Paper |
| On the distributions of two classes of multiple dependent aggregate claims | 2008-10-27 | Paper |
| The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails | 2008-09-24 | Paper |
| On the consistency of credibility premiums regarding Esscher principle | 2008-08-22 | Paper |
| Ruin problems with stochastic premium stochastic return on investments | 2008-07-29 | Paper |
| Exponential bounds for ruin probability in two moving average risk models with constant interest rate | 2008-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386298 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435861 | 2008-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5425199 | 2007-11-08 | Paper |
| Upper bounds for ruin probabilities in an autoregressive risk model with a Markov chain interest rate | 2006-07-14 | Paper |
| On Erlang(2) Risk Process Perturbed by Diffusion | 2005-11-15 | Paper |
| On the distribution of surplus immediately after ruin under interest force and subexponential claims | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4673105 | 2005-04-29 | Paper |
| On the Ruin Probability Under a Class of Risk Processes | 2005-03-30 | Paper |
| A Poisson limit theorem for a strongly ergodic non-homogeneous Markov chain | 2003-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796086 | 2003-04-28 | Paper |
| Essential (convex) closure of a family of random sets and its applications | 2002-10-23 | Paper |
| Optional and predictable projections of set-valued measurable processes | 2002-09-02 | Paper |
| Projections of set-valued stochastic processes | 2002-08-25 | Paper |
| Set valued Bartle integrals | 2002-06-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4761532 | 2001-08-30 | Paper |
| Some related problems of SVO supermartingales. | 2001-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516616 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516675 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516666 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264939 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4233264 | 1999-03-16 | Paper |
| Set-valued stationary processes | 1998-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4333199 | 1997-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306948 | 1995-02-14 | Paper |
