| Publication | Date of Publication | Type |
|---|
| A buy-hold-sell pension saving strategy | 2025-01-17 | Paper |
| Optimal reinsurance design under solvency constraints | 2024-04-10 | Paper |
| POLYNOMIAL UTILITY | 2024-02-20 | Paper |
| Equilibrium investment with random risk aversion | 2024-01-31 | Paper |
| Stable dividends under linear-quadratic optimisation | 2023-09-25 | Paper |
| Optimal consumption, investment, and insurance under state-dependent risk aversion | 2023-06-26 | Paper |
| On retirement time decision making | 2021-10-19 | Paper |
| Eliciting Risk Preferences and Elasticity of Substitution | 2021-06-03 | Paper |
| A note on - vs. -expected loss portfolio constraints | 2021-06-02 | Paper |
| Matrix representations of life insurance payments | 2020-11-04 | Paper |
| Nonrecursive separation of risk and time preferences | 2020-09-17 | Paper |
| Optimal control of an objective functional with non-linearity between the conditional expectations: solutions to a class of time-inconsistent portfolio problems | 2020-08-03 | Paper |
| Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model | 2020-03-12 | Paper |
| Risk and Insurance | 2020-02-20 | Paper |
| Forward transition rates | 2019-09-19 | Paper |
| Ragnar Norberg (1945–2017): an actuary of a unique kind | 2019-09-10 | Paper |
| Obituary: Ragnar Norberg (1945--2017) | 2019-09-03 | Paper |
| Matrix calculations for inhomogeneous Markov reward processes, with applications to life insurance and point processes | 2019-05-11 | Paper |
| PERSONAL NON-LIFE INSURANCE DECISIONS AND THE WELFARE LOSS FROM FLAT DEDUCTIBLES | 2019-03-27 | Paper |
| Around the Life Cycle: Deterministic Consumption-Investment Strategies | 2018-10-22 | Paper |
| Stress scenario generation for solvency and risk management | 2018-07-13 | Paper |
| Optimal consumption, investment and life insurance with surrender option guarantee | 2018-07-10 | Paper |
| Smooth investment | 2017-05-23 | Paper |
| Reserve-dependent surrender rates | 2016-01-15 | Paper |
| A combined stochastic programming and optimal control approach to personal finance and pensions | 2015-08-03 | Paper |
| A dynamic programming approach to constrained portfolios | 2015-07-28 | Paper |
| Inconsistent investment and consumption problems | 2015-07-22 | Paper |
| Personal finance and life insurance under separation of risk aversion and elasticity of substitution | 2015-05-26 | Paper |
| Markov chain modeling of policyholder behavior in life insurance and pension | 2015-01-22 | Paper |
| The policyholder's static and dynamic decision making of life insurance and pension payments | 2014-08-05 | Paper |
| Deterministic mean-variance-optimal consumption and investment | 2014-04-17 | Paper |
| Michael I. Taksar | 2014-04-17 | Paper |
| SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK | 2014-02-27 | Paper |
| Worst-case-optimal dynamic reinsurance for large claims | 2013-08-05 | Paper |
| Consumption-portfolio optimization with recursive utility in incomplete markets | 2013-02-07 | Paper |
| Household consumption, investment and life insurance | 2011-08-01 | Paper |
| Optimal consumption and investment under time-varying relative risk aversion | 2011-03-31 | Paper |
| A two-account model of pension saving contracts | 2011-02-22 | Paper |
| How to invest optimally in corporate bonds: a reduced-form approach | 2010-01-19 | Paper |
| Optimal Consumption and Insurance: A Continuous-time Markov Chain Approach | 2009-09-13 | Paper |
| Quadratic Optimization of Life and Pension Insurance Payments | 2009-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3606196 | 2009-02-26 | Paper |
| Asset allocation with contagion and explicit bankruptcy procedures | 2009-02-10 | Paper |
| On Worst-Case Portfolio Optimization | 2008-12-05 | Paper |
| Optimal investment and life insurance strategies under minimum and maximum constraints | 2008-08-18 | Paper |
| Bankruptcy, Counterparty Risk, and Contagion* | 2007-12-12 | Paper |
| Surplus-linked life insurance | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3438080 | 2007-05-10 | Paper |
| Portfolio problems stopping at first hitting time with application to default risk | 2006-08-18 | Paper |
| What is the time value of a stream of investments? | 2006-01-26 | Paper |
| On Merton’s Problem for Life Insurers | 2005-03-30 | Paper |
| Intervention options in life insurance | 2003-06-25 | Paper |
| A no arbitrage approach to Thiele's differential equation | 2001-09-09 | Paper |
