| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q2968271 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968298 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2895138 | 2012-07-02 | Paper |
| A note on additive risk measures in rank-dependent utility | 2012-02-10 | Paper |
| Decision principles derived from risk measures | 2012-02-10 | Paper |
| Worst case risk measurement: back to the future? | 2011-12-21 | Paper |
| Some new classes of consistent risk measures | 2010-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3647072 | 2009-11-27 | Paper |
| Worst VaR scenarios with given marginals and measures of association | 2009-05-12 | Paper |
| Optimal approximations for risk measures of sums of lognormals based on conditional expectations | 2008-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3523756 | 2008-09-05 | Paper |
| The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance | 2007-12-16 | Paper |
| A large deviation result for aggregate claims with dependent claim occurrences | 2007-05-24 | Paper |
| Rational reconstruction of frailty-based mortality models by a generalisation of Gompertz' law of mortality | 2007-05-23 | Paper |
| Risk Measures and Comonotonicity: A Review | 2007-02-15 | Paper |
| Risk measurement with equivalent utility principles | 2007-01-30 | Paper |
| Economic Capital Allocation Derived from Risk Measures | 2006-01-05 | Paper |
| Note on the Tail Behavior of Random Walk Maxima with Heavy Tails and Negative Drift | 2006-01-05 | Paper |
| Stable Laws and the Present Value of Fixed Cash Flows | 2006-01-05 | Paper |
| A comonotonic image of independence for additive risk measures | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461830 | 2005-07-27 | Paper |
| A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum | 2005-03-30 | Paper |
| A Unified Approach to Generate Risk Measures | 2005-03-30 | Paper |
| Some problems in actuarial finance involving sums of dependent risks | 2004-06-15 | Paper |
| The hurdle-race problem. | 2004-02-14 | Paper |
| The concept of comonotonicity in actuarial science and finance: applications. | 2003-11-16 | Paper |
| The concept of comonotonicity in actuarial science and finance: theory. | 2003-06-25 | Paper |
| Bounds for present value functions with stochastic interest rates and stochastic volatility. | 2003-06-25 | Paper |
| Upper and lower bounds for sums of random variables | 2001-12-03 | Paper |
| A recursive scheme for perpetuities with random positive interest rates. Part I. Analytical results | 1999-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368721 | 1997-12-07 | Paper |
| A stochastic approach to catastrophic risks | 1997-05-20 | Paper |
| Ordering claim size distributions and mixed Poisson probabilities | 1996-05-06 | Paper |
| Some alternatives for the individual model | 1995-08-21 | Paper |
| Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian | 1995-01-31 | Paper |
| How to (and how not to) compute stop-loss premiums in practice | 1994-06-01 | Paper |
| Interest randomness in annuities certain | 1993-05-16 | Paper |
| A stochastic approach to insurance cycles | 1993-04-01 | Paper |
| The Dutch premium principle | 1993-04-01 | Paper |
| Stochastic processes defined from a Lagrangian | 1993-01-17 | Paper |
| Stop-loss order, unequal means, and more dangerous distributions | 1993-01-17 | Paper |
| Actuarial software | 1992-06-28 | Paper |
| Ordering of risks and ruin probabilities | 1990-01-01 | Paper |
| Combining Panjer's recursion with convolution | 1989-01-01 | Paper |
| Properties of the Esscher premium calculation principle | 1989-01-01 | Paper |
| Optimal reinsurance in relation to ordering of risks | 1989-01-01 | Paper |
| New upper bounds for stop-loss premiums for the individual model | 1987-01-01 | Paper |
| A new method for deriving bounds for integrals with respect to measures allowed to vary under conical and integral constraints | 1987-01-01 | Paper |
| On the use of QUADPACK for the calculation of risk theoretical quantities | 1987-01-01 | Paper |
| Best bounds for positive distributions with fixed moments | 1986-01-01 | Paper |
| Extremal values of stop-loss premiums under moment constraints | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3729892 | 1986-01-01 | Paper |
| ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742575 | 1986-01-01 | Paper |
| Application of the problem of moments to derive bounds on integrals with integral constraints | 1985-01-01 | Paper |
| Computing moments of compound distributions | 1985-01-01 | Paper |
| A branch and bound algorithm for the acyclic subgraph problem | 1981-01-01 | Paper |
| Mean, Median and Mode in Binomial Distributions | 1980-01-01 | Paper |
| Technical Note—Data-Dependent Bounds for Heuristics to Find a Minimum Weight Hamiltonian Circuit | 1980-01-01 | Paper |
| Stronger Gomory cuts by multidimensional knapsack problems | 1980-01-01 | Paper |
| Design and implementation of an efficient priority queue | 1977-01-01 | Paper |
