| Publication | Date of Publication | Type |
|---|
| Wrapped processes on circular lattices for planar directions | 2025-01-17 | Paper |
| An algebraic analysis of the bimodality of the generalized von Mises distribution | 2024-06-03 | Paper |
| Stationary jump and diffusion processes for planar directions obtained by wrapping | 2024-05-17 | Paper |
| Computation of the Distribution of the Absorption Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions | 2023-11-07 | Paper |
| A Unified Perspective on Sampling Algorithms for Rare Trajectories of Discrete Markov Processes | 2023-07-24 | Paper |
| Statistical Methods for Directional Data | 2023-03-10 | Paper |
| Bayesian tests of symmetry for the generalized von Mises distribution | 2022-05-10 | Paper |
| Bayesian inference on the bimodality of the generalized von Mises distribution | 2022-05-10 | Paper |
| Stationary Stochastic Models | 2022-04-04 | Paper |
| Information theoretic results for stationary time series and the Gaussian-generalized von Mises time series | 2021-01-21 | Paper |
| The stability of the probability of ruin | 2020-04-22 | Paper |
| Stochastic models in actuarial risk theory. A mathematical introduction | 2020-04-08 | Paper |
| Saddlepoint approximations to sensitivities of tail probabilities of random sums and comparisons with Monte Carlo estimators | 2020-03-27 | Paper |
| Large deviations approximations to distributions of the total distance of compound random walks with von Mises directions | 2018-03-28 | Paper |
| On two-sample tests for circular data based on spacing-frequencies | 2016-05-30 | Paper |
| Importance sampling approximations to various probabilities of ruin of spectrally negative Lévy risk processes | 2016-04-29 | Paper |
| Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion | 2016-04-12 | Paper |
| A logarithmic efficient estimator of the probability of ruin with recuperation for spectrally negative Lévy risk processes | 2015-05-18 | Paper |
| An efficient simulation algorithm for the generalized von Mises distribution of order two | 2015-02-18 | Paper |
| Value at ruin and tail value at ruin of the compound Poisson process with diffusion and efficient computational methods | 2014-12-05 | Paper |
| Stochastic models in actuarial risk theory. A mathematical introduction | 2014-06-04 | Paper |
| The von Mises-Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time | 2013-12-06 | Paper |
| Four approaches to compute the probability of ruin in the compound Poisson risk process with diffusion | 2013-01-24 | Paper |
| Saddlepoint approximations to tail probabilities and quantiles of inhomogeneous discounted compound Poisson processes with periodic intensity functions | 2013-01-11 | Paper |
| The generalized von Mises distribution | 2012-10-19 | Paper |
| Saddlepoint approximations for some models of circular data | 2012-10-19 | Paper |
| Values and tail values at risk of doubly compound inhomogeneous and contagious aggregate loss processes | 2011-12-18 | Paper |
| A saddlepoint approximation to the distribution of inhomogeneous discounted compound Poisson processes | 2010-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580418 | 2010-08-12 | Paper |
| A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process | 2010-06-21 | Paper |
| Asymptotic approximations to the distribution of Kendall's sample τ | 2009-10-27 | Paper |
| Information theoretic results for circular distributions | 2009-09-18 | Paper |
| Erratum to: ``A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion | 2009-04-15 | Paper |
| A saddlepoint approximation to the probability of ruin in the compound Poisson process with diffusion | 2008-09-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308649 | 2007-09-28 | Paper |
| A Bootstrap Test for Circular Data | 2006-04-19 | Paper |
| An Accurate Asymptotic Approximation for Experience Rated Premiums | 2005-03-30 | Paper |
| A saddlepoint approximation for testing exponentiality against some increasing failure rate alternatives | 2002-09-05 | Paper |
| High-order asymptotic expansions for robust tests | 2002-09-04 | Paper |
| A Conditional Saddlepoint Approximation for Testing Problems | 2002-07-30 | Paper |
| Saddlepoint approximations of marginal densities and confidence intervals for regressionR-Estimators | 1998-10-14 | Paper |
| Saddlepoint Approximations of Marginal Densities and Confidence Intervals in the Logistic Regression Measurement Error Model | 1997-11-09 | Paper |
| General Saddlepoint Approximations of Marginal Densities and Tail Probabilities | 1997-04-27 | Paper |
