| Publication | Date of Publication | Type |
|---|
| Finite-time expected present value of operating costs until ruin in a bivariate risk model under periodic observation | 2025-01-22 | Paper |
| Valuation of guaranteed lifelong withdrawal benefit with the long-term care option | 2025-01-17 | Paper |
| Polynomial preserving recovery for the finite volume element methods under simplex meshes | 2025-01-06 | Paper |
| An efficient decoupled and dimension reduction scheme for quad-curl eigenvalue problem in balls and spherical shells | 2024-12-03 | Paper |
| Distributed subsampling for multiplicative regression | 2024-09-17 | Paper |
| Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk | 2024-08-21 | Paper |
| Poisson subsampling-based estimation for growing-dimensional expectile regression in massive data | 2024-07-31 | Paper |
| Asymptotics for credit portfolio losses due to defaults in a multi-sector model | 2024-07-16 | Paper |
| Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression | 2024-06-12 | Paper |
| Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees | 2024-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6191045 | 2024-02-09 | Paper |
| Infinite series expansion of some finite-time dividend and ruin related functions | 2023-11-29 | Paper |
| A unified fused Lasso approach for sparse and blocky feature selection in regression and classification | 2023-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6080479 | 2023-10-02 | Paper |
| On a time-changed Lévy risk model with capital injections and periodic observation | 2023-09-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6114222 | 2023-07-11 | Paper |
| Finite-time expected present value of operating costs until ruin in a Cox risk model with periodic observation | 2023-06-27 | Paper |
| Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times | 2023-06-16 | Paper |
| Nonparametric estimation of some dividend problems in the perturbed compound Poisson model | 2023-06-16 | Paper |
| Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models | 2023-06-09 | Paper |
| Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model | 2022-11-14 | Paper |
| First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits | 2022-06-09 | Paper |
| Pricing some life-contingent lookback options under regime-switching Lévy models | 2022-02-16 | Paper |
| Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims | 2022-02-15 | Paper |
| Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion | 2021-12-08 | Paper |
| Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model | 2021-11-10 | Paper |
| On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy | 2020-06-18 | Paper |
| Valuing equity-linked death benefits in general exponential Lévy models | 2019-11-05 | Paper |
| A note on a generalized discounted penalty function in a Sparre Andersen risk model perturbed by diffusion | 2019-08-16 | Paper |
| Asymptotics for a bidimensional risk model with two geometric Lévy price processes | 2019-07-23 | Paper |
| Valuing guaranteed equity-linked contracts by Laguerre series expansion | 2019-06-25 | Paper |
| Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion | 2019-02-20 | Paper |
| A note on a Lévy insurance risk model under periodic dividend decisions | 2019-02-05 | Paper |
| Periodic threshold-type dividend strategy in the compound Poisson risk model | 2018-12-14 | Paper |
| Estimating the Gerber-Shiu function in a Lévy risk model by Laguerre series expansion | 2018-11-16 | Paper |
| Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion | 2018-10-18 | Paper |
| A new efficient method for estimating the Gerber–Shiu function in the classical risk model | 2018-08-31 | Paper |
| Estimating the Gerber–Shiu function by Fourier–Sinc series expansion | 2018-07-17 | Paper |
| Lévy insurance risk process with Poissonian taxation | 2018-07-13 | Paper |
| Nonparametric estimation of the finite time ruin probability in the classical risk model | 2018-07-13 | Paper |
| On a nonparametric estimator for ruin probability in the classical risk model | 2018-07-11 | Paper |
| ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS | 2018-06-05 | Paper |
| APPROXIMATING THE DENSITY OF THE TIME TO RUIN VIA FOURIER-COSINE SERIES EXPANSION | 2018-06-04 | Paper |
| Moments of discounted dividend payments in a risk model with randomized dividend-decision times | 2018-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5368252 | 2017-10-20 | Paper |
| On a perturbed compound Poisson model with varying premium rates | 2017-06-12 | Paper |
| Estimating Gerber-Shiu functions from discretely observed Lévy driven surplus | 2017-05-24 | Paper |
| On a nonparametric estimator for the finite time survival probability with zero initial surplus | 2017-03-23 | Paper |
| An inverse problem for a Sturm-Liouville problem with coupled transmission conditions | 2016-10-06 | Paper |
| On a generalized Gerber-Shiu function in a compound Poisson model perturbed by diffusion | 2016-10-05 | Paper |
| A note on a discrete time MAP risk model | 2016-09-12 | Paper |
| On a discrete risk model with delayed claims and a randomized dividend strategy | 2016-09-02 | Paper |
| The Markov additive risk process under an Erlangized dividend barrier strategy | 2016-06-08 | Paper |
| Nonparametric estimation for derivatives of compound distribution | 2015-08-07 | Paper |
| Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return | 2015-06-02 | Paper |
| Nonparametric estimation for the ruin probability in a Lévy risk model under low-frequency observation | 2015-02-03 | Paper |
| On a perturbed Sparre Andersen risk model with dividend barrier and dependence | 2015-01-26 | Paper |
| When does surplus reach a given target before ruin in the Markov-modulated diffusion model? | 2014-08-05 | Paper |
| On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence | 2014-07-23 | Paper |
| Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model | 2014-04-15 | Paper |
| On a risk model with randomized dividend-decision times | 2014-03-11 | Paper |
| On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process | 2013-12-17 | Paper |
| Asymptotically optimal empirical Bayes decision | 2013-11-19 | Paper |
| On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation | 2013-01-11 | Paper |
| The compound Poisson risk model with dependence under a multi-layer dividend strategy | 2012-01-27 | Paper |
| On the absolute ruin in a MAP risk model with debit interest | 2011-05-03 | Paper |
| On a class of renewal risk model with random income | 2011-04-06 | Paper |
| Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times | 2010-11-30 | Paper |
| On a discrete risk model with two-sided jumps | 2010-04-27 | Paper |
| On a risk model with stochastic premiums income and dependence between income and loss | 2010-04-21 | Paper |
| A generalized penalty function in the Sparre Andersen risk model with two-sided jumps | 2010-04-01 | Paper |
| The perturbed compound Poisson risk model with two-sided jumps | 2010-01-15 | Paper |
| On a perturbed Sparre Andersen risk model with multi-layer dividend strategy | 2009-09-29 | Paper |
| The Gerber-Shiu discounted penalty functions for a risk model with two classes of claims | 2009-07-20 | Paper |
| The perturbed compound Poisson risk model with multi-layer dividend strategy | 2009-01-21 | Paper |
| Ruin problems in a discrete Markov risk model | 2009-01-21 | Paper |
| On the time value of absolute ruin for a multi-layer compound Poisson model under interest force | 2008-09-29 | Paper |
| Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy | 2008-06-25 | Paper |
| Research on the priority method of analytic hierarchy process | 2003-08-13 | Paper |
| The Hadamard product of a positive reciprocal matrix and some results in AHP | 2002-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4526944 | 2002-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489422 | 2001-06-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3840522 | 1999-02-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368176 | 1997-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129216 | 1997-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852129 | 1996-03-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4037864 | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4010169 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3974275 | 1992-06-25 | Paper |
| The Application of Operations Research in the Optimization of Agricultural Production | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5187208 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3308854 | 1982-01-01 | Paper |
| Partition-Insensitive Parallel ADMM Algorithm for High-dimensional Linear Models | N/A | Paper |
