List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Optimal reinsurance design under distortion risk measures and reinsurer's default risk with partial recovery ASTIN Bulletin | 2025-01-22 | Paper |
| Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model Statistics & Probability Letters | 2024-02-12 | Paper |
| Valuation of cliquet-style guarantees with death benefits Journal of Industrial and Management Optimization | 2022-10-10 | Paper |
| Valuing equity-linked death benefits in general exponential Lévy models Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
| Valuing guaranteed equity-linked contracts by Laguerre series expansion Journal of Computational and Applied Mathematics | 2019-06-25 | Paper |
| Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion Journal of Mathematical Analysis and Applications | 2018-10-18 | Paper |
Research outcomes over time
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