| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q5063158 | 2022-03-17 | Paper |
| On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest | 2022-01-10 | Paper |
| Authors’ Reply: On the Gerber-Shiu Discounted Penalty Function for the Ordinary Renewal Risk Model with Constant Interest - Discussion by Bangwon Ko | 2022-01-10 | Paper |
| The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims | 2015-05-06 | Paper |
| Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy | 2015-03-02 | Paper |
| Optimal risk control policies for diffusion models with non-cheap proportional reinsurance and bankruptcy value | 2013-08-02 | Paper |
| On a discrete-time risk model with delayed claims and dividends | 2013-05-23 | Paper |
| Upper bounds for ruin probabilities under stochastic interest rate and optimal investment strategies | 2012-11-07 | Paper |
| The hitting time for a Cox risk process | 2012-03-29 | Paper |
| Upper bound for finite-time ruin probability in a Markov-modulated market | 2011-11-17 | Paper |
| On the renewal risk model with interest and dividend | 2011-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3169953 | 2011-09-29 | Paper |
| The joint distributions of some actuarial diagnostics for the jump-diffusion risk process | 2011-07-19 | Paper |
| Calculations of ruin probabilities concerning claim occurrences | 2011-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3014866 | 2011-07-19 | Paper |
| Pricing the Zero-Coupon Bond and its Fair Premium Under a Structural Credit Risk Model with Jumps | 2011-07-08 | Paper |
| Asymptotic ruin probabilities of the renewal model with constant interest force and dependent heavy-tailed claims | 2011-04-08 | Paper |
| On optimality of the barrier strategy for the classical risk model with interest | 2011-03-14 | Paper |
| The compound Poisson process perturbed by a diffusion with a threshold dividend strategy | 2011-02-22 | Paper |
| Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility | 2011-02-22 | Paper |
| Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model | 2011-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054895 | 2010-11-05 | Paper |
| Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy | 2010-10-29 | Paper |
| On the Gerber-Shiu discounted penalty function for a surplus process described by PDMPs | 2010-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571473 | 2010-07-08 | Paper |
| Total duration of negative surplus for the dual model | 2010-04-22 | Paper |
| The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times | 2010-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641697 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641703 | 2009-11-11 | Paper |
| Optimal dividends in the Brownian motion risk model with interest | 2009-06-11 | Paper |
| Total duration of negative surplus for the risk model with debit interest | 2009-06-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622335 | 2009-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597841 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597848 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597867 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599677 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599684 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599690 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599753 | 2009-02-09 | Paper |
| The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest | 2008-08-22 | Paper |
| The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion | 2008-06-18 | Paper |
| Ruin probabilities of a surplus process described by PDMPs | 2008-05-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5456085 | 2008-04-04 | Paper |
| The Probability of Ruin in a Kind of Cox Risk Model with Variable Premium Rate | 2007-12-16 | Paper |
| Total Duration of Negative Surplus for the Risk Process with Constant Interest Force | 2007-12-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5425166 | 2007-11-08 | Paper |
| On a Joint Distribution for the Classical Risk Process with a Stochastic Return on Investments | 2007-10-24 | Paper |
| The distribution of the first \(\beta\) point in the classical risk model with interest | 2007-07-16 | Paper |
| Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest | 2007-06-04 | Paper |
| On a joint distribution for the risk process with constant interest force | 2007-05-24 | Paper |
| Moments of the time of ruin, surplus before ruin and the deficit at ruin in the Erlang(N) risk process | 2007-01-29 | Paper |
| On the renewal risk process with stochastic interest | 2006-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5466175 | 2005-08-23 | Paper |
| Distributions for the risk process with a stochastic return on investments. | 2005-02-25 | Paper |
| Distribution of deficit at ruin for a PDMP insurance risk model | 2004-06-22 | Paper |
| The joint distributions of several important actuarial diagnostics in the classical risk model. | 2003-11-16 | Paper |
| Joint distributions of some actuarial random vectors containing the time of ruin | 2003-11-16 | Paper |
| Ruin theory for the risk process described by PDMPs | 2003-11-16 | Paper |
| Some results for classical risk process with stochastic return on investments | 2003-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4709525 | 2003-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4808026 | 2003-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4708689 | 2003-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4708749 | 2003-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796995 | 2003-06-02 | Paper |
| A risk model with delay in claim settlement. | 2003-03-17 | Paper |
| Some results for the compound Poisson process that is perturbed by diffusion | 2003-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4707572 | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3153974 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154122 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544402 | 2002-08-04 | Paper |
| Properties of a supercritical superdiffusion and solutions of its corresponding differential equation | 2002-02-18 | Paper |
| Total duration of negative surplus for the compound Poisson process that is perturbed by diffusion | 2002-01-01 | Paper |
| On the distribution of the surplus of the D-E model prior to and at ruin | 2001-06-27 | Paper |
| Some distributions for classical risk process that is perturbed by diffusion | 2001-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4509327 | 2001-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516451 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516744 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510730 | 2000-10-30 | Paper |
| A generalization of risk model perturbed by diffusion | 2000-10-15 | Paper |
| Hitting time and place to a sphere or spherical shell for Brownian motion | 2000-05-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4236468 | 1999-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4235761 | 1999-11-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265197 | 1999-10-07 | Paper |
| The behavior of super-Brownian motion near extinction | 1998-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4360713 | 1998-09-08 | Paper |
| Conditioned superprocesses | 1998-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4339027 | 1997-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4333157 | 1997-04-08 | Paper |
| Some problems on balls and spheres for Brownian motion | 1996-10-20 | Paper |
| Filter problems of linear singular systems | 1995-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4025050 | 1993-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349721 | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3797992 | 1988-01-01 | Paper |
| The uniqueness of invariant measures of spatial homogeneous processes | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3740732 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3219537 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339897 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3681681 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5186522 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3040261 | 1983-01-01 | Paper |
| Some limit theorems on reversed Brownian motion | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3932090 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3932104 | 1981-01-01 | Paper |
