| Publication | Date of Publication | Type |
|---|
Distributional chaos in the zero topological entropy subsets of non-dense orbits
Journal of Statistical Physics | 2024-11-09 | Paper |
Life reinsurance under perfect and asymmetric information
Scandinavian Actuarial Journal | 2024-09-20 | Paper |
Risk management under weighted limited expected loss
Quantitative Finance | 2024-08-14 | Paper |
On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization
Insurance Mathematics & Economics | 2024-07-17 | Paper |
Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization
ASTIN Bulletin | 2024-07-09 | Paper |
Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation
Networks and Heterogeneous Media | 2024-02-02 | Paper |
OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT
International Journal of Theoretical and Applied Finance | 2024-01-23 | Paper |
Actuarial fairness and social welfare in mixed-cohort tontines
Insurance Mathematics & Economics | 2023-07-18 | Paper |
Optimal collective investment: an analysis of individual welfare
Mathematics and Financial Economics | 2023-03-15 | Paper |
Care-dependent tontines
Insurance Mathematics & Economics | 2022-09-14 | Paper |
Optimal investment with time-varying stochastic endowments
SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
Tail index-linked annuity: a longevity risk sharing retirement plan
Scandinavian Actuarial Journal | 2022-06-20 | Paper |
Numerical schemes for the time-fractional mobile/immobile transport equation based on convolution quadrature
Journal of Applied Mathematics and Computing | 2022-05-31 | Paper |
On the investment strategies in occupational pension plans
Quantitative Finance | 2022-05-27 | Paper |
| Strongly distributional chaos in the sets of twelve different types of non-recurrent points | 2022-05-26 | Paper |
Topological properties of solution sets for Hilfer fractional nonlocal delay control systems and applications
Numerical Functional Analysis and Optimization | 2022-05-11 | Paper |
Fast Crank-Nicolson compact difference scheme for the two-dimensional time-fractional mobile/immobile transport equation
AIMS Mathematics | 2022-04-29 | Paper |
Efficient Galerkin finite element methods for a time-fractional Cattaneo equation
Advances in Difference Equations | 2022-04-14 | Paper |
Two efficient Galerkin finite element methods for the modified anomalous subdiffusion equation
International Journal of Computer Mathematics | 2022-02-22 | Paper |
Numerical methods for fractional partial differential equations
International Journal of Computer Mathematics | 2022-02-08 | Paper |
Current developments in German pension schemes: what are the benefits of the new target pension?
European Actuarial Journal | 2021-12-17 | Paper |
Optimal retirement products under subjective mortality beliefs
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Sensitivity analysis of optimal control problems governed by nonlinear Hilfer fractional evolution inclusions
Applied Mathematics and Optimization | 2021-10-19 | Paper |
Fees in tontines
Insurance Mathematics & Economics | 2021-10-19 | Paper |
On retirement time decision making
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Tontines with mixed cohorts
Scandinavian Actuarial Journal | 2021-07-21 | Paper |
Error estimates for a robust finite element method of two-term time-fractional diffusion-wave equation with nonsmooth data
Mathematical Modelling of Natural Phenomena | 2021-07-16 | Paper |
Fast high-order difference scheme for the modified anomalous subdiffusion equation based on fast discrete sine transform
Journal of Function Spaces | 2021-06-04 | Paper |
Distributional chaos in multifractal analysis, recurrence and transitivity
Ergodic Theory and Dynamical Systems | 2020-11-24 | Paper |
On the optimal combination of annuities and tontines
ASTIN Bulletin | 2020-02-03 | Paper |
Optimal retirement planning under partial information
Statistics & Risk Modeling | 2020-01-31 | Paper |
Regulatory measures for distressed insurance undertakings: a comparative study
Scandinavian Actuarial Journal | 2020-01-17 | Paper |
Options on tontines: an innovative way of combining tontines and annuities
Insurance Mathematics & Economics | 2019-11-28 | Paper |
The impact of longevity and investment risk on a portfolio of life insurance liabilities
European Actuarial Journal | 2019-09-03 | Paper |
| Laypunov Irregular Points With Distributional Chaos | 2019-07-18 | Paper |
Tonuity: a novel individual-oriented retirement plan
ASTIN Bulletin | 2019-03-27 | Paper |
An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions
Advances in Difference Equations | 2019-01-15 | Paper |
Solvency requirement in a unisex mortality model
ASTIN Bulletin | 2018-10-19 | Paper |
Optimal retirement time under habit persistence: what makes individuals retire early?
Scandinavian Actuarial Journal | 2018-09-11 | Paper |
Optimal investment for a defined-contribution pension scheme under a regime switching model
ASTIN Bulletin | 2018-06-04 | Paper |
OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION
ASTIN Bulletin | 2018-06-04 | Paper |
Optimal investment and consumption when allowing terminal debt
European Journal of Operational Research | 2018-02-16 | Paper |
| Decision-making method in emergency rescue based on cloud model | 2018-01-29 | Paper |
A unisex stochastic mortality model to comply with EU Gender Directive
Insurance Mathematics & Economics | 2017-11-23 | Paper |
Asymptotically compatible schemes for space-time nonlocal diffusion equations
Chaos, Solitons and Fractals | 2017-11-13 | Paper |
Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting
Insurance Mathematics & Economics | 2016-12-14 | Paper |
Finite difference methods with non-uniform meshes for nonlinear fractional differential equations
Journal of Computational Physics | 2016-12-05 | Paper |
Control and transfer of entanglement between two atoms driven by classical fields under dressed-state representation
Communications in Theoretical Physics | 2016-09-21 | Paper |
A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions
International Journal of Computer Mathematics | 2016-07-19 | Paper |
Numerical Solution of Fractional Diffusion-Wave Equation
Numerical Functional Analysis and Optimization | 2016-05-13 | Paper |
| Numerical solution for fractional wave equation | 2016-01-15 | Paper |
Optimal supervisory rules for pension funds under diverse pension security mechanisms
European Actuarial Journal | 2015-07-29 | Paper |
A risk-based premium: what does it nean for DB plan sponsors?
Insurance Mathematics & Economics | 2014-06-23 | Paper |
Parisian exchange options
Quantitative Finance | 2013-06-27 | Paper |
In-arrears term structure products: no arbitrage pricing bounds and the convexity adjustments
International Journal of Theoretical and Applied Finance | 2013-03-12 | Paper |
A risk-based model for the valuation of pension insurance
Insurance Mathematics & Economics | 2011-12-21 | Paper |
Modeling non-monotone risk aversion using SAHARA utility functions
Journal of Economic Theory | 2011-10-28 | Paper |
| Synchronization analysis of fractional complex networks | 2011-09-29 | Paper |
A utility-based comparison of pension funds and life insurance companies under regulatory constraints
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Numerical approaches to fractional calculus and fractional ordinary differential equation
Journal of Computational Physics | 2011-06-17 | Paper |
On the regulator-insurer interaction in a structural model
Journal of Computational and Applied Mathematics | 2009-10-09 | Paper |
Knightian uncertainty and insurance regulation decision
Decisions in Economics and Finance | 2009-06-22 | Paper |
Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies
Insurance Mathematics & Economics | 2008-06-25 | Paper |
Default risk, bankruptcy procedures and the market value of life insurance liabilities
Insurance Mathematics & Economics | 2007-09-03 | Paper |
A solution including skin effect for stiffness and stress field of sandwich honeycomb core
International Journal of Solids and Structures | 2006-08-17 | Paper |
| scientific article; zbMATH DE number 2101187 (Why is no real title available?) | 2004-09-21 | Paper |
A fast algorithm for mining sequential patterns from large databases
Journal of Computer Science and Technology | 2002-04-03 | Paper |
| Clustering data for large transaction databases | 2002-02-27 | Paper |
| A grid density-based clustering algorithm for large databases | 2001-10-21 | Paper |
