| Publication | Date of Publication | Type |
|---|
| Optimal reinsurance via BSDEs in a partially observable model with jump clusters | 2024-04-02 | Paper |
| A stochastic control approach to public debt management | 2022-09-23 | Paper |
| Optimal reinsurance and investment under common shock dependence between financial and actuarial markets | 2022-07-15 | Paper |
| Indifference pricing of pure endowments via BSDEs under partial information | 2020-12-16 | Paper |
| A BSDE-based approach for the optimal reinsurance problem under partial information | 2020-11-19 | Paper |
| Optimal reduction of public debt under partial observation of the economic growth | 2020-11-11 | Paper |
| Value Adjustments and Dynamic Hedging of Reinsurance Counterparty Risk | 2020-09-28 | Paper |
| Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives | 2020-09-09 | Paper |
| Optimal proportional reinsurance and investment for stochastic factor models | 2019-06-17 | Paper |
| The Föllmer–Schweizer decomposition under incomplete information | 2018-09-04 | Paper |
| Unit-linked life insurance policies: optimal hedging in partially observable market models | 2017-09-19 | Paper |
| Local risk-minimization under restricted information on asset prices | 2015-11-27 | Paper |
| Hedging of unit-linked life insurance contracts with unobservable mortality hazard rate via local risk-minimization | 2015-03-13 | Paper |
| A benchmark approach to risk-minimization under partial information | 2014-09-22 | Paper |
| BSDEs under partial information and financial applications | 2014-08-28 | Paper |
| The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness | 2014-07-01 | Paper |
| GKW representation theorem under restricted information: An application to risk-minimization | 2014-05-16 | Paper |
| Optimal Investment-consumption for Partially Observed Jump-diffusions | 2014-02-19 | Paper |
| UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS | 2012-11-22 | Paper |
| Nonlinear Filtering for Jump Diffusion Observations | 2012-11-02 | Paper |
| Optimal Investment Problems with Marked Point Processes | 2012-08-24 | Paper |
| Utility-based hedging and pricing with a nontraded asset for jump processes | 2012-05-31 | Paper |
| Utility indifference valuation for jump risky assets | 2011-12-13 | Paper |
| Wealth optimization and dual problems for jump stock dynamics with stochastic factor | 2011-03-11 | Paper |
| PRICING FOR GEOMETRIC MARKED POINT PROCESSES UNDER PARTIAL INFORMATION: ENTROPY APPROACH | 2009-08-03 | Paper |
| Risk minimizing hedging for a partially observed high frequency data model | 2007-03-08 | Paper |
| Modelling a multitype branching Brownian motion: Filtering of a measure-valued process | 2006-09-12 | Paper |
| A MODEL FOR HIGH FREQUENCY DATA UNDER PARTIAL INFORMATION: A FILTERING APPROACH | 2006-08-14 | Paper |
| Multitype branching processes observing particles of a given type | 2005-10-18 | Paper |
| Optimal design in nonparametric life testing | 2005-04-07 | Paper |
| Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes | 2004-10-21 | Paper |
| Controlled partially observed jump processes: dynamics dependent on the observed history. | 2004-08-26 | Paper |
| Regularity of the value function and viscosity solutions in optimal stopping problems for general Markov processes | 2003-03-24 | Paper |
| AN ESTIMATE OF THE APPROXIMATION ERROR IN THE FILTERING OF A DISCRETE JUMP PROCESS | 2003-03-16 | Paper |
| Existence of optimal controls for partially observed jump processes | 2003-03-11 | Paper |
| Conditional law of a branching process observing a subpopulation | 2002-11-05 | Paper |
| Optimal stopping problems with discontinous reward: Regularity of the value function and viscosity solutions | 2002-08-08 | Paper |
| An approximation method for controlled discrete jump processes under partial observations | 2002-07-21 | Paper |
| An Optimal Stopping Problem Arising from a Decision Model with Many Agents | 2002-03-03 | Paper |
| Nonlinear filtering equation of a jump process with counting observations | 2002-03-03 | Paper |
| Filtering of a Markov jump process with counting observations | 2001-06-13 | Paper |
| Partially observed control of a Markov jump process with counting observations: Equivalence with the separated problems | 1999-11-18 | Paper |
| Optimal control and filtering of the reproduction law of a branching process | 1999-04-26 | Paper |
| Filtering of a branching process given its split times | 1998-04-23 | Paper |
| Some Results about Stopping Timesof the Marked Tree Space | 1998-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4833618 | 1995-10-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4022354 | 1993-01-17 | Paper |
