| Publication | Date of Publication | Type |
|---|
| General bounds for the deficit distribution at ruin in the sparre Andersen model | 2025-01-10 | Paper |
| Robust portfolio choice under the interest rate uncertainty | 2022-09-29 | Paper |
| General methods for bounding multidimensional ruin probabilities in regime-switching models | 2022-07-07 | Paper |
| Finite-horizon ruin probabilities in a risk-switching Sparre Andersen model | 2021-01-18 | Paper |
| Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model | 2021-01-18 | Paper |
| Approximating sums of products of dependent random variables | 2020-10-12 | Paper |
| Banach contraction principle and ruin probabilities in regime-switching models | 2018-06-15 | Paper |
| Deficit distributions at ruin in a regime-switching Sparre Andersen model | 2018-06-08 | Paper |
| A generalization of Gerber's inequality for ruin probabilities in risk-switching models | 2017-12-22 | Paper |
| Portfolio immunization under cone restrictions | 2017-12-04 | Paper |
| Complete discounted cash flow valuation | 2017-11-23 | Paper |
| On the martingale-fair index of return for investment funds | 2015-01-15 | Paper |
| On the average rate of return in a continuous time stochastic model | 2015-01-15 | Paper |
| Fixed point and approximate fixed point theorems for non-affine maps | 2014-08-19 | Paper |
| A new immunization inequality for random streams of assets, liabilities and interest rates | 2014-06-23 | Paper |
| Sharp approximations of ruin probabilities in the discrete time models | 2013-12-17 | Paper |
| Optimal Monte Carlo integration with fixed relative precision | 2013-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5391250 | 2011-04-06 | Paper |
| A primer on duration, convexity, and immunization | 2010-06-07 | Paper |
| Minimax inequality for the prediction risk | 2010-05-26 | Paper |
| Optimal streams of premiums in multiperiod credibility models | 2007-07-26 | Paper |
| Axiom of solvency and portfolio immunization under random interest rates | 2007-05-24 | Paper |
| Optimal reinsurance under general risk measures | 2007-03-02 | Paper |
| On the deficit distribution when ruin occurs -- discrete time model | 2005-08-01 | Paper |
| Projection bounds on expectations of record statistics from restricted families | 2003-04-09 | Paper |
| Inequalities for generalized order statistics from some restricted family of distributions | 2002-07-28 | Paper |
| Improved Steffensen type bounds on expectations of record statistics | 2002-06-27 | Paper |
| Sharp bounds on moments of generalized order statistics. | 2002-01-29 | Paper |
| Sharp bounds on quasiconvex moments of generalized order statistics | 2001-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4504145 | 2001-02-01 | Paper |
| Insurer's optimal reinsurance strategies | 2001-01-11 | Paper |
| The Tarski–Kantorovitch prinicple and the theory of iterated function systems | 2001-01-11 | Paper |
| On localizing global Pareto solutions in a given convex set | 2001-01-07 | Paper |
| Long- and short-range dependent sequences under exponential subordination | 1999-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4385057 | 1999-05-26 | Paper |
| Projection method for moment bounds on order statistics from restricted families. II: Independent case | 1999-02-16 | Paper |
| Information inequalities for the minimax risk of sequential estimators (with applications) | 1998-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4343753 | 1997-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856077 | 1997-03-19 | Paper |
| The law of the iterated logarithm for \(L_ p\)-norms of empirical processes | 1996-12-08 | Paper |
| Projections, Extendability of Operators and the Gateaux Derivative of the Norm | 1996-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892801 | 1996-11-06 | Paper |
| Projection method for moment bounds on order statistics from restricted families | 1996-06-16 | Paper |
| Geometric mean value theorems for the Dini derivative | 1996-01-21 | Paper |
| Lower bounds for the asymptotic Bayes risk in the scale model (With application to the second-order minimax estimation) | 1995-11-12 | Paper |
| Note on unbiased estimability of the larger of two mean values | 1995-10-18 | Paper |
| An upper bound for the power of a test | 1995-08-17 | Paper |
| Weierstrass theorem for monotonically semicontinuous functions | 1995-07-18 | Paper |
| Countably orderable sets and their applications in optimization | 1995-06-14 | Paper |
| Nonexponential Applications of a Global Cramèr-Rao Inequality | 1995-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306188 | 1994-10-13 | Paper |
| Approximate necessary conditions for locally weak Pareto optimality | 1994-09-27 | Paper |
| An approximate necessary condition for the optimal bandwidth selector in kernel density estimation | 1994-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273002 | 1994-02-02 | Paper |
| Upper bounds for the \(L_ 1\)-risk of the minimum \(L_ 1\)-distance regression estimator | 1993-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4031362 | 1993-04-01 | Paper |
| Moment inequalities for order statistics with applications to characterizations of distributions | 1992-06-28 | Paper |
| Estimating a scale parameter under censorship | 1992-06-28 | Paper |
| Existence of maximal points with respect to ordered bipreference relations | 1992-06-25 | Paper |
| Information inequalities for the Bayes risk | 1990-01-01 | Paper |
| Estimating a density and its derivatives via the minimum distance method | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3825926 | 1989-01-01 | Paper |
| On the minimax value in the scale model with truncated data | 1988-01-01 | Paper |
| On improving distribution function estimators which are not monotonic functions | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787286 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788897 | 1987-01-01 | Paper |
| On improving density estimators which are not bona fide functions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4722994 | 1986-01-01 | Paper |
| A remark on Lehmann-unbiased estimators for scale resp. location parameters | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4721306 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3738384 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3314724 | 1983-01-01 | Paper |
