Christian Hipp

Available identifiers

zbMath Open hipp.christianMaRDI QIDQ201416

List of research outcomes

Publication	Date of Publication	Type
Stochastic control for insurance: models, strategies, and numerics	2018-11-19	Paper
Stochastic control for insurance: new problems and methods	2018-11-19	Paper
Optimal constrained investment in the Cramer-Lundberg model	2018-07-11	Paper
Correction note to: solving a Hamilton–Jacobi–Bellman equation with constraints	2016-05-04	Paper
Solving a Hamilton–Jacobi–Bellman equation with constraints	2014-04-17	Paper
Optimal non-proportional reinsurance control	2012-02-10	Paper
Convolutions of multivariate phase-type distributions	2011-08-01	Paper
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims	2011-02-22	Paper
On the Normal Approximation to Symmetric Binomial Distributions	2008-11-03	Paper
Lundberg's risk process with tax	2007-10-10	Paper
Speedy convolution algorithms and Panjer recursions for phase-type distributions	2006-10-05	Paper
Asymptotics of ruin probabilities for controlled risk processes in the small claims case	2006-05-24	Paper
Optimal investment for investors with state dependent income, and for insurers	2005-05-20	Paper
Optimal Dynamic XL Reinsurance	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4657106	2005-03-14	Paper
On the time to ruin for Erlang(2) risk processes.	2003-11-16	Paper
Optimal investment for insurers	2002-12-04	Paper
Ruin Problems for Phase-Type(2) Risk Processes	2001-09-16	Paper
Stochastic control for optimal new business	2000-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4370177	1998-04-05	Paper
Ruin probabilities for Erlang (2) risk processes	1998-01-01	Paper
The delta-method for actuarial statistics	1996-10-28	Paper
https://portal.mardi4nfdi.de/entity/Q4856016	1996-07-18	Paper
Asymptotic distribution of statistics in time series	1995-08-21	Paper
https://portal.mardi4nfdi.de/entity/Q3998984	1992-09-17	Paper
https://portal.mardi4nfdi.de/entity/Q3978054	1992-06-25	Paper
Local limit theorems for sums of finite range potentials of a Gibbsian random field	1990-01-01	Paper
Feller-Ross-Approximation für Summenverteilungen	1990-01-01	Paper
Asymptotic expansions for potential functions of I.I.D. random fields	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3474015	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3806639	1987-01-01	Paper
Third order efficient tests in exponential lattice models	1986-01-01	Paper
Approximation of aggregate claims distributions by compound Poisson distributions	1985-01-01	Paper
Asymptotic expansions in the central limit theorem for compound and Markov processes	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3694348	1984-01-01	Paper
Third-order efficiency of conditional tests in exponential models: The lattice case	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3673756	1983-01-01	Paper
Asymptotic expansions for sums of weakly dependent random vectors	1983-01-01	Paper
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors	1979-01-01	Paper
Convergence rates of the strong law for stationary mixing sequences	1979-01-01	Paper
Asymptotic expansions in the central limit theorem under moment conditions	1978-01-01	Paper
Edgeworth expansions for integrals of smooth functions	1977-01-01	Paper
A characterization of Chebyshev-Cramer expansions	1976-01-01	Paper
On the Bernstein-von Mises approximation of posterior distributions	1976-01-01	Paper
Note on the paper 'Transformation groups and sufficient statistics' by J. Pfanzagl	1975-01-01	Paper
Sufficient statistics and exponential families	1974-01-01	Paper

Research outcomes over time

Doctoral students

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