| Publication | Date of Publication | Type |
|---|
| Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model | 2022-01-19 | Paper |
| “On the Class of Erlang Mixtures with Risk Theoretic Applications”, Gordon E. Willmot and Jae-Kyung Woo, April 2007 | 2022-01-10 | Paper |
| “Lundberg-Type Bounds for the Joint Distribution of Surplus Immediately before and at Ruin under the Sparre Andersen Model”, Andrew C. Y. Ng and Hailiang Yang, April 2005 | 2021-12-22 | Paper |
| Actuarial Mathematics for Life Contingent Risks | 2019-10-07 | Paper |
| The finite time ruin probability in a risk model with capital injections | 2018-07-10 | Paper |
| Gerber-Shiu analysis of a risk model with capital injections | 2017-06-06 | Paper |
| Insurance Risk and Ruin | 2016-12-06 | Paper |
| Analysis of some ruin-related quantities in a Markov-modulated risk model | 2016-08-08 | Paper |
| A note on some joint distribution functions involving the time of ruin | 2016-05-12 | Paper |
| Optimal dividends under reinsurance | 2016-04-07 | Paper |
| Some ruin problems for the MAP risk model | 2015-12-14 | Paper |
| The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model | 2014-04-04 | Paper |
| Erlang risk models and finite time ruin problems | 2013-12-13 | Paper |
| Actuarial mathematics for life contingent risks | 2013-08-13 | Paper |
| Solutions manual for actuarial mathematics for life contingent risks | 2013-08-13 | Paper |
| Solutions manual for actuarial mathematics for life contingent risks | 2012-08-17 | Paper |
| The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model | 2012-05-11 | Paper |
| Finite time ruin problems for the Erlang\((2)\) risk model | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3162152 | 2010-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562649 | 2010-05-27 | Paper |
| Actuarial Mathematics for Life Contingent Risks | 2009-10-07 | Paper |
| Some Explicit Solutions for the Joint Density of the Time of Ruin and the Deficit at Ruin | 2009-09-13 | Paper |
| Optimal Dynamic Reinsurance | 2009-06-15 | Paper |
| On the ruin time distribution for a Sparre Andersen process with exponential claim sizes | 2008-06-25 | Paper |
| On the Distribution of the Deficit at Ruin when Claims are Phase-type | 2007-12-16 | Paper |
| The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims | 2007-12-16 | Paper |
| The Density of the Time to Ruin in the Classical Poisson Risk Model | 2006-10-04 | Paper |
| The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems | 2006-08-14 | Paper |
| The deficit at ruin in the stationary renewal risk model | 2006-05-24 | Paper |
| On a Class of Renewal Risk Processes | 2006-01-13 | Paper |
| Ruin probabilities with a Markov chain interest model | 2005-08-05 | Paper |
| Some Optimal Dividends Problems | 2005-03-30 | Paper |
| The Distribution of the time to Ruin in the Classical Risk Model | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158278 | 2005-01-24 | Paper |
| The joint distribution of the surplus prior to ruin and the deficit at ruin in some Sparre Andersen models. | 2004-05-27 | Paper |
| On the time to ruin for Erlang(2) risk processes. | 2003-11-16 | Paper |
| On the expected discounted penalty function at ruin of a surplus process with interest. | 2003-11-16 | Paper |
| The Gerber-Shiu discounted penalty function in the stationary renewal risk model. | 2003-11-16 | Paper |
| Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. | 2003-11-16 | Paper |
| Ruin Problems for Phase-Type(2) Risk Processes | 2001-09-16 | Paper |
| Comparison of Methods for Evaluation of the Convolution of Two Compound R 1 Distributions | 2001-09-16 | Paper |
| Ruin probabilities with compounding assets | 2000-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4231152 | 1999-10-18 | Paper |
| Reinsurance and ruin | 1998-05-04 | Paper |
| The effect of interest on negative surplus | 1998-03-17 | Paper |
| Ruin probabilities for Erlang (2) risk processes | 1998-01-01 | Paper |
| On the distribution of the duration of negative surplus | 1997-01-14 | Paper |
| An upper bound for the probability of ultimate ruin | 1995-02-13 | Paper |
| Ruin problems and dual events | 1994-08-22 | Paper |
| On the distribution of the claim causing ruin | 1993-12-12 | Paper |
| On the distribution of the surplus prior to ruin | 1993-05-16 | Paper |
| The Probability of Ultimate Ruin with a Variable Premium Loading—a Special Case | 1992-09-27 | Paper |
| Recursive calculation of the probability and severity of ruin | 1989-01-01 | Paper |
