| Publication | Date of Publication | Type |
|---|
| Tokenization of distributed insurance by auction | 2025-01-22 | Paper |
| A unified theory of decentralized insurance | 2025-01-17 | Paper |
| Coping with longevity via hedging: fair dynamic valuation of variable annuities | 2024-07-17 | Paper |
| Holistic principle for risk aggregation and capital allocation | 2024-02-08 | Paper |
| Sample recycling method -- a new approach to efficient nested Monte Carlo simulations | 2022-07-15 | Paper |
| Peer-to-peer multi-risk insurance and mutual aid | 2022-02-23 | Paper |
| Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach | 2021-12-08 | Paper |
| Pandemic risk management: resources contingency planning and allocation | 2021-11-19 | Paper |
| Geometric Brownian motion with affine drift and its time-integral | 2021-04-20 | Paper |
| Geometric Brownian motion with affine drift and its time-integral | 2020-12-17 | Paper |
| SPECTRAL METHODS FOR THE CALCULATION OF RISK MEASURES FOR VARIABLE ANNUITY GUARANTEED BENEFITS | 2020-02-05 | Paper |
| A Comparative Study of Risk Measures for Guaranteed Minimum Maturity Benefits by a PDE Method | 2019-05-28 | Paper |
| Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model | 2019-05-28 | Paper |
| Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times | 2019-05-10 | Paper |
| Quantitative modeling of risk management strategies: stochastic reserving and hedging of variable annuity guaranteed benefits | 2019-03-28 | Paper |
| Exponential functionals of Lévy processes and variable annuity guaranteed benefits | 2019-01-25 | Paper |
| Risk based capital for guaranteed minimum withdrawal benefit | 2018-11-19 | Paper |
| Optimal dividend policies for piecewise-deterministic compound Poisson risk models | 2018-07-11 | Paper |
| An Introduction to Computational Risk Management of Equity-Linked Insurance | 2018-06-26 | Paper |
| Analytical valuation and hedging of variable annuity guaranteed lifetime withdrawal benefits | 2017-01-31 | Paper |
| Comonotonic approximations of risk measures for variable annuity guaranteed benefits with dynamic policyholder behavior | 2016-12-28 | Paper |
| Applications of central limit theorems for equity-linked insurance | 2016-11-21 | Paper |
| Stochastic integral representations of the extrema of time-homogeneous diffusion processes | 2016-11-11 | Paper |
| A short proof of duality relations for hypergeometric functions | 2016-06-20 | Paper |
| Statutory financial reporting for variable annuity guaranteed death benefits: market practice, mathematical modeling and computation | 2016-05-12 | Paper |
| A matrix operator approach to the analysis of ruin-related quantities in the phase-type renewal risk model | 2016-04-07 | Paper |
| An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit | 2016-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3195635 | 2015-10-20 | Paper |
| Potential measures for spectrally negative Markov additive processes with applications in ruin theory | 2015-02-03 | Paper |
| On a generalization from ruin to default in a Lévy insurance risk model | 2015-01-28 | Paper |
| Analytical calculation of risk measures for variable annuity guaranteed benefits | 2014-04-25 | Paper |
| A unified analysis of claim costs up to ruin in a Markovian arrival risk model | 2014-04-15 | Paper |
| Modeling credit value adjustment with downgrade-triggered termination clause using a ruin theoretic approach | 2014-04-14 | Paper |
| On the total operating costs up to default in a renewal risk model | 2012-02-10 | Paper |
| An operator-based approach to the analysis of ruin-related quantities in jump diffusion risk models | 2011-08-01 | Paper |
| Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends | 2011-01-20 | Paper |
| The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function | 2009-08-31 | Paper |
| On the expectation of total discounted operating costs up to default and its applications | 2009-07-22 | Paper |
