| Publication | Date of Publication | Type |
|---|
| Time-Dependent Analysis of Some Infinite Server Queues with Bulk Poisson Arrivals | 2023-05-09 | Paper |
| Finite-time ruin probabilities using bivariate Laguerre series | 2023-03-13 | Paper |
| Remarks on a generalized inverse Gaussian type integral with applications | 2022-06-21 | Paper |
| On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model | 2022-02-11 | Paper |
| Author’s Reply: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model - Discussion by David C. M. Dickson; Jae-Kyung Woo; Hans U. Gerber; Elias S. W. Shiu | 2022-02-11 | Paper |
| On the Class of Erlang Mixtures with Risk Theoretic Applications | 2022-01-10 | Paper |
| Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by David C. M. Dickson; Howard R. Waters | 2022-01-10 | Paper |
| Authors’ Reply: On the Class of Erlang Mixtures with Risk Theoretic Applications - Discussion by Saralees Nadarajah | 2022-01-10 | Paper |
| “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 | 2021-12-22 | Paper |
| Characterization, Robustness, and Aggregation of Signed Choquet Integrals | 2021-01-08 | Paper |
| On series expansions for scale functions and other ruin-related quantities | 2020-08-26 | Paper |
| Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps | 2019-11-12 | Paper |
| Loss Models | 2019-03-21 | Paper |
| A temporal approach to the Parisian risk model | 2018-09-26 | Paper |
| Analysis of IBNR claims in renewal insurance models | 2018-07-17 | Paper |
| The moments of the time to ruin in dependent Sparre Andersen models with Coxian claim sizes | 2018-07-13 | Paper |
| A note on deficit analysis in dependency models involving Coxian claim amounts | 2018-07-11 | Paper |
| ON SOME PROPERTIES OF A CLASS OF MULTIVARIATE ERLANG MIXTURES WITH INSURANCE APPLICATIONS | 2018-06-04 | Paper |
| Surplus analysis of Sparre Andersen insurance risk processes | 2018-01-22 | Paper |
| A note on the convexity of ruin probabilities | 2017-05-24 | Paper |
| On the analysis of ruin-related quantities in the delayed renewal risk model | 2016-01-05 | Paper |
| A note on order statistics in the mixed Erlang case | 2015-12-22 | Paper |
| On a risk model with claim investigation | 2015-12-14 | Paper |
| On a partial integrodifferential equation of Seal's type | 2015-05-26 | Paper |
| On the moments of the time to ruin in dependent Sparre Andersen models with emphasis on Coxian interclaim times | 2015-02-03 | Paper |
| On the analysis of time dependent claims in a class of birth process claim count models | 2015-01-28 | Paper |
| An adaptive premium policy with a Bayesian motivation in the classical risk model | 2014-04-14 | Paper |
| On the analysis of a general class of dependent risk processes | 2014-04-10 | Paper |
| SOME DISTRIBUTIONAL PROPERTIES OF A CLASS OF COUNTING DISTRIBUTIONS WITH CLAIMS ANALYSIS APPLICATIONS | 2014-02-27 | Paper |
| On mixing, compounding, and tail properties of a class of claim number distributions | 2013-12-17 | Paper |
| The proper distribution function of the deficit in the delayed renewal risk model | 2013-12-13 | Paper |
| On orderings and bounds in a generalized Sparre Andersen risk model | 2013-11-15 | Paper |
| Loss Models | 2013-09-12 | Paper |
| On the analysis of a class of loss models incorporating time dependence | 2013-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2915817 | 2012-09-18 | Paper |
| Surplus analysis for a class of Coxian interclaim time distributions with applications to mixed Erlang claim amounts | 2012-02-10 | Paper |
| Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models | 2012-02-10 | Paper |
| Distributional analysis of a generalization of the Pólya process | 2012-02-10 | Paper |
| Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions | 2011-12-21 | Paper |
| Moment generating functions of compound renewal sums with discounted claims | 2011-11-26 | Paper |
| Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends | 2011-01-20 | Paper |
| The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function | 2009-08-31 | Paper |
| On the expectation of total discounted operating costs up to default and its applications | 2009-07-22 | Paper |
| On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution | 2009-01-28 | Paper |
| Loss Models | 2008-07-24 | Paper |
| Equilibrium compound distributions and stop-loss moments | 2007-12-16 | Paper |
| On the Distribution of the Deficit at Ruin when Claims are Phase-type | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308582 | 2007-09-28 | Paper |
| On the discounted penalty function in the renewal risk model with general interclaim times | 2007-07-19 | Paper |
| A note on a class of delayed renewal risk processes | 2007-03-02 | Paper |
| The Density of the Time to Ruin in the Classical Poisson Risk Model | 2006-10-04 | Paper |
| The preservation of classes of discrete distributions under convolution and mixing | 2006-06-09 | Paper |
| The deficit at ruin in the stationary renewal risk model | 2006-05-24 | Paper |
| Statistical Independence and Fractional Age Assumptions | 2006-01-13 | Paper |
| On the Moments of the Time of Ruin with Applications to Phase-Type Claims | 2006-01-06 | Paper |
| Monotonicity and aging properties of random sums | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4679848 | 2005-05-30 | Paper |
| On applications of residual lifetimes of compound geometric convolutions | 2005-04-18 | Paper |
| On the Density and Moments of the Time of Ruin with Exponential Claims | 2005-03-30 | Paper |
| The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function | 2005-01-13 | Paper |
| Symbolic calculation of the moments of the time of ruin. | 2004-05-27 | Paper |
| The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. | 2004-02-14 | Paper |
| Aging and other distributional properties of discrete compound geometric distributions | 2003-11-16 | Paper |
| A generalized defective renewal equation for the surplus process perturbed by diffusion. | 2003-11-16 | Paper |
| Compound geometric residual lifetime distributions and the deficit at ruin. | 2003-11-16 | Paper |
| On the moments of the surplus process perturbed by diffusion. | 2003-11-16 | Paper |
| The Gerber-Shiu discounted penalty function in the stationary renewal risk model. | 2003-11-16 | Paper |
| On higher-order properties of compound geometric distributions | 2003-04-29 | Paper |
| On the transient analysis of the \(M^X/M/\infty\) queue | 2002-09-03 | Paper |
| Lundberg inequalities for renewal equations | 2002-05-23 | Paper |
| ON CLASSES OF LIFETIME DISTRIBUTIONS WITH UNKNOWN AGE | 2002-02-17 | Paper |
| The moments of the time of ruin, the surplus before ruin, and the deficit at ruin | 2001-10-26 | Paper |
| On Evaluation of the Conditional Distribution of the Deficit at the Time of Ruin | 2001-03-01 | Paper |
| Lundberg approximations for compound distributions with insurance applications | 2000-12-19 | Paper |
| A laplace transform representation in a class of renewal queueing and risk processes | 2000-08-16 | Paper |
| Analysis of a defective renewal equation arising in ruin theory | 2000-01-31 | Paper |
| Bounds for compound distributions based on mean residual lifetimes and equilibrium distributions | 1999-11-08 | Paper |
| Exponential and scale mixtures and equilibrium distributions | 1999-03-25 | Paper |
| Exact and approximate properties of the distribution of surplus before and after ruin | 1999-01-27 | Paper |
| On a class of approximations for ruin and waiting time probabilities | 1998-10-06 | Paper |
| On the relationship between bounds on the tails of compound distributions | 1998-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4380355 | 1998-03-12 | Paper |
| Simplified bounds on the tails of compound distributions | 1998-03-02 | Paper |
| Upper bounds for the tail of the compound negative binomial distribution | 1997-12-02 | Paper |
| Bounds on the tails of convolutions of compound distributions | 1997-01-07 | Paper |
| A non-exponential generalization of an inequality arising in queueing and insurance risk | 1996-10-21 | Paper |
| A note on parameters orthogonal to the mean | 1995-11-28 | Paper |
| Lundberg bounds on the tails of compound distributions | 1995-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296400 | 1995-03-16 | Paper |
| Refinements and distributional generalizations of Lundberg's inequality | 1995-01-09 | Paper |
| Ruin probabilities in the compound binomial model | 1994-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4296398 | 1994-10-11 | Paper |
| Asymptotic tail behaviour of Poisson mixtures by applications | 1990-01-01 | Paper |
| On the construction of a parameter orthogonal to the mean | 1990-01-01 | Paper |
| Limiting tail behaviour of some discrete compound distributions | 1989-01-01 | Paper |
| On Posterior Probabilities and Moments in Mixed Poisson Processes | 1989-01-01 | Paper |
| The total claims distribution under inflationary conditions | 1989-01-01 | Paper |
| On evaluation of the Delaporte distribution and related distributions | 1989-01-01 | Paper |
| A remark on the Poisson-Pascal and some other contagious distributions | 1988-01-01 | Paper |
| Further use of Shiu's approach to the evaluation of ultimate ruin probabilities | 1988-01-01 | Paper |
| A note on the equilibrium M/G/1 queue length | 1988-01-01 | Paper |
| Approximations for stop-loss premiums | 1987-01-01 | Paper |
| Difference equation approaches in evaluation of compound distributions | 1987-01-01 | Paper |
| On the probabilities of the log-zero-poisson distribution | 1987-01-01 | Paper |
| Compound Poisson models in actuarial risk theory | 1983-01-01 | Paper |
