| Publication | Date of Publication | Type |
|---|
| Distributional chaos in the zero topological entropy subsets of non-dense orbits | 2024-11-09 | Paper |
| Life reinsurance under perfect and asymmetric information | 2024-09-20 | Paper |
| Risk management under weighted limited expected loss | 2024-08-14 | Paper |
| On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization | 2024-07-17 | Paper |
| Intergenerational risk sharing in a defined contribution pension system: analysis with Bayesian optimization | 2024-07-09 | Paper |
| Two high-order compact difference schemes with temporal graded meshes for time-fractional Black-Scholes equation | 2024-02-02 | Paper |
| OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT | 2024-01-23 | Paper |
| Actuarial fairness and social welfare in mixed-cohort tontines | 2023-07-18 | Paper |
| Optimal collective investment: an analysis of individual welfare | 2023-03-15 | Paper |
| Care-dependent tontines | 2022-09-14 | Paper |
| Optimal Investment with Time-Varying Stochastic Endowments | 2022-08-22 | Paper |
| Tail index-linked annuity: A longevity risk sharing retirement plan | 2022-06-20 | Paper |
| Numerical schemes for the time-fractional mobile/immobile transport equation based on convolution quadrature | 2022-05-31 | Paper |
| On the investment strategies in occupational pension plans | 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 | 2022-05-11 | Paper |
| Fast Crank-Nicolson compact difference scheme for the two-dimensional time-fractional mobile/immobile transport equation | 2022-04-29 | Paper |
| Efficient Galerkin finite element methods for a time-fractional Cattaneo equation | 2022-04-14 | Paper |
| Two efficient Galerkin finite element methods for the modified anomalous subdiffusion equation | 2022-02-22 | Paper |
| Numerical methods for fractional partial differential equations | 2022-02-08 | Paper |
| Current developments in German pension schemes: what are the benefits of the new target pension? | 2021-12-17 | Paper |
| Optimal retirement products under subjective mortality beliefs | 2021-11-19 | Paper |
| Sensitivity analysis of optimal control problems governed by nonlinear Hilfer fractional evolution inclusions | 2021-10-19 | Paper |
| Fees in tontines | 2021-10-19 | Paper |
| On retirement time decision making | 2021-10-19 | Paper |
| Tontines with mixed cohorts | 2021-07-21 | Paper |
| Error estimates for a robust finite element method of two-term time-fractional diffusion-wave equation with nonsmooth data | 2021-07-16 | Paper |
| Fast high-order difference scheme for the modified anomalous subdiffusion equation based on fast discrete sine transform | 2021-06-04 | Paper |
| Distributional chaos in multifractal analysis, recurrence and transitivity | 2020-11-24 | Paper |
| ON THE OPTIMAL COMBINATION OF ANNUITIES AND TONTINES | 2020-02-03 | Paper |
| Optimal retirement planning under partial information | 2020-01-31 | Paper |
| Regulatory measures for distressed insurance undertakings: a comparative study | 2020-01-17 | Paper |
| Options on tontines: an innovative way of combining tontines and annuities | 2019-11-28 | Paper |
| The impact of longevity and investment risk on a portfolio of life insurance liabilities | 2019-09-03 | Paper |
| Laypunov Irregular Points With Distributional Chaos | 2019-07-18 | Paper |
| TONUITY: A NOVEL INDIVIDUAL-ORIENTED RETIREMENT PLAN | 2019-03-27 | Paper |
| An alternating direction Galerkin method for a time-fractional partial differential equation with damping in two space dimensions | 2019-01-15 | Paper |
| SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL | 2018-10-19 | Paper |
| Optimal retirement time under habit persistence: what makes individuals retire early? | 2018-09-11 | Paper |
| OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL | 2018-06-04 | Paper |
| OPTIMAL ASSET ALLOCATION IN LIFE INSURANCE: THE IMPACT OF REGULATION | 2018-06-04 | Paper |
| Optimal investment and consumption when allowing terminal debt | 2018-02-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3131488 | 2018-01-29 | Paper |
| A unisex stochastic mortality model to comply with EU Gender Directive | 2017-11-23 | Paper |
| Asymptotically compatible schemes for space-time nonlocal diffusion equations | 2017-11-13 | Paper |
| Asset allocation, sustainable withdrawal, longevity risk and non-exponential discounting | 2016-12-14 | Paper |
| Finite difference methods with non-uniform meshes for nonlinear fractional differential equations | 2016-12-05 | Paper |
| Control and transfer of entanglement between two atoms driven by classical fields under dressed-state representation | 2016-09-21 | Paper |
| A novel compact ADI scheme for the time-fractional subdiffusion equation in two space dimensions | 2016-07-19 | Paper |
| Numerical Solution of Fractional Diffusion-Wave Equation | 2016-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462904 | 2016-01-15 | Paper |
| Optimal supervisory rules for pension funds under diverse pension security mechanisms | 2015-07-29 | Paper |
| A risk-based premium: what does it nean for DB plan sponsors? | 2014-06-23 | Paper |
| Parisian exchange options | 2013-06-27 | Paper |
| IN-ARREARS TERM STRUCTURE PRODUCTS: NO ARBITRAGE PRICING BOUNDS AND THE CONVEXITY ADJUSTMENTS | 2013-03-12 | Paper |
| A risk-based model for the valuation of pension insurance | 2011-12-21 | Paper |
| Modeling non-monotone risk aversion using SAHARA utility functions | 2011-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3170954 | 2011-09-29 | Paper |
| A utility-based comparison of pension funds and life insurance companies under regulatory constraints | 2011-08-01 | Paper |
| Numerical approaches to fractional calculus and fractional ordinary differential equation | 2011-06-17 | Paper |
| On the regulator-insurer interaction in a structural model | 2009-10-09 | Paper |
| Knightian uncertainty and insurance regulation decision | 2009-06-22 | Paper |
| Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies | 2008-06-25 | Paper |
| Default risk, bankruptcy procedures and the market value of life insurance liabilities | 2007-09-03 | Paper |
| A solution including skin effect for stiffness and stress field of sandwich honeycomb core | 2006-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817759 | 2004-09-21 | Paper |
| A fast algorithm for mining sequential patterns from large databases | 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 |
