| Publication | Date of Publication | Type |
|---|
| Valuation of guaranteed lifelong withdrawal benefit with the long-term care option | 2025-01-17 | Paper |
| Asymptotic behavior of the finite-time ruin probability in a dependent risk model with stochastic return and perturbation | 2024-07-29 | Paper |
| Asymptotics for value at risk and conditional tail expectation of a portfolio loss | 2024-07-25 | Paper |
| Asymptotics for credit portfolio losses due to defaults in a multi-sector model | 2024-07-16 | Paper |
| Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors | 2024-04-10 | Paper |
| Tail behavior of discounted portfolio loss under upper tail comonotonicity | 2024-02-05 | Paper |
| Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance | 2024-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6167149 | 2023-07-07 | Paper |
| Prediction models with graph kernel regularization for network data | 2023-07-03 | Paper |
| Nonparametric estimation of some dividend problems in the perturbed compound Poisson model | 2023-06-16 | Paper |
| Asymptotic behavior of tail distortion risk measure for aggregate weight-adjusted losses | 2023-03-29 | Paper |
| A consistent estimation of optimal dividend strategy in a risk model with delayed claims | 2022-12-13 | Paper |
| Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model | 2022-11-21 | Paper |
| Second order asymptotics for infinite-time ruin probability in a compound renewal risk model | 2022-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5062637 | 2022-03-17 | Paper |
| Asymptotics for VaR and CTE of total aggregate losses in a bivariate operational risk cell model | 2022-02-16 | Paper |
| Finite-time ruin probability of a perturbed risk model with dependent main and delayed claims | 2022-02-15 | Paper |
| Asymptotics for the in nite-time absolute ruin probabilities in time-dependent renewal risk models | 2021-12-17 | Paper |
| Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process | 2021-11-04 | Paper |
| ASYMPTOTICS FOR SYSTEMIC RISK WITH DEPENDENT HEAVY-TAILED LOSSES | 2021-09-24 | Paper |
| Asymptotics for ultimate ruin probability in a by-claim risk model | 2021-06-10 | Paper |
| Large portfolio losses in a turbulent market | 2021-06-07 | Paper |
| Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim | 2021-03-22 | Paper |
| Asymptotic finite-time ruin probabilities in a dependent bidimensional renewal risk model with subexponential claims | 2021-02-15 | Paper |
| A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model | 2020-07-14 | Paper |
| Interplay of financial and insurance risks in dependent discrete-time risk models | 2020-04-22 | Paper |
| Bivariate regular variation among randomly weighted sums in general insurance | 2019-09-03 | Paper |
| Asymptotics for a bidimensional risk model with two geometric Lévy price processes | 2019-07-23 | Paper |
| A note on the asymptotics for the randomly stopped weighted sums | 2019-07-12 | Paper |
| Interplay of insurance and financial risks in a stochastic environment | 2019-05-10 | Paper |
| Sharp asymptotics for large portfolio losses under extreme risks | 2019-03-12 | Paper |
| Estimating the discounted density of the deficit at ruin by Fourier cosine series expansion | 2019-02-20 | Paper |
| Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims | 2019-02-05 | Paper |
| The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation | 2018-12-07 | Paper |
| Uniform asymptotics for finite-time ruin probability of a bidimensional risk model | 2018-10-18 | Paper |
| Normal limiting distribution of the size of binary interval trees | 2018-08-27 | Paper |
| Asymptotics for a discrete-time risk model with Gamma-like insurance risks | 2018-07-13 | Paper |
| Asymptotics for ruin probabilities in a discrete-time risk model with dependent financial and insurance risks | 2018-07-11 | Paper |
| Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks | 2018-05-31 | Paper |
| Uniform asymptotics for ruin probabilities in a nonstandard compound renewal risk model | 2018-05-08 | Paper |
| On a perturbed compound Poisson model with varying premium rates | 2017-06-12 | Paper |
| On extremal behavior of aggregation of largest claims | 2017-04-27 | Paper |
| Weak convergence for the fourth-order stochastic heat equation with fractional noises | 2017-04-20 | Paper |
| Infinite-time absolute ruin in dependent renewal risk models with constant force of interest | 2017-04-13 | Paper |
| Precise large deviations for aggregate claims | 2016-06-30 | Paper |
| Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims | 2016-06-09 | Paper |
| Asymptotics for randomly weighted and stopped dependent sums | 2016-05-04 | Paper |
| Tail behavior of the product of two dependent random variables with applications to risk theory | 2016-01-25 | Paper |
| The maxima and sums of multivariate non-stationary Gaussian sequences | 2016-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3462883 | 2016-01-15 | Paper |
| Conditional tail expectation of randomly weighted sums with heavy-tailed distributions | 2015-12-01 | Paper |
| Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model | 2015-11-06 | Paper |
| Extremes of Shepp statistics for fractional Brownian motion | 2015-09-25 | Paper |
| Uniformly asymptotic behavior of ruin probabilities in a time-dependent renewal risk model with stochastic return | 2015-06-02 | Paper |
| The finite-time ruin probability in the presence of Sarmanov dependent financial and insurance risks | 2015-02-11 | Paper |
| Uniform asymptotics for finite-time ruin probability in some dependent compound risk models with constant interest rate | 2014-11-03 | Paper |
| Uniform asymptotics for discounted aggregate claims in dependent risk models | 2014-10-15 | Paper |
| The finite-time ruin probability in two non-standard renewal risk models with constant interest rate and dependent subexponential claims | 2014-10-13 | Paper |
| On closure properties of heavy-tailed distributions for random sums | 2014-09-08 | Paper |
| Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments | 2014-08-18 | Paper |
| Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks | 2014-08-18 | Paper |
| A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random variables | 2014-06-23 | Paper |
| Closure property and maximum of randomly weighted sums with heavy-tailed increments | 2014-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5412160 | 2014-04-25 | Paper |
| Extremes and products of multivariate AC-product risks | 2014-04-03 | Paper |
| Uniform asymptotics for the finite-time and infinite-time ruin probabilities in a dependent risk model with constant interest rate and heavy-tailed claims | 2014-01-15 | Paper |
| Asymptotics of random sums of negatively dependent random variables in the presence of dominatedly varying tails | 2014-01-15 | Paper |
| Large deviations for random sums of differences between two sequences of random variables with applications to risk theory | 2013-12-11 | Paper |
| Estimates for the overshoot of a random walk with negative drift and non-convolution equivalent increments | 2013-12-09 | Paper |
| Uniform asymptotics for the finite-time ruin probability in a general risk model with pairwise quasi-asymptotically independent claims and constant interest force | 2013-10-31 | Paper |
| Precise large deviations for dependent random variables with applications to the compound renewal risk model | 2013-09-20 | Paper |
| Precise large deviations for compound random sums in the presence of dependence structures | 2013-07-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4927829 | 2013-06-20 | Paper |
| Estimates for the tail probability of the supremum of a random walk with independent increments | 2013-02-22 | Paper |
| Precise large deviations for widely orthant dependent random variables with dominatedly varying tails | 2012-12-06 | Paper |
| Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model | 2012-12-04 | Paper |
| Tail probability of randomly weighted sums of subexponential random variables under a dependence structure | 2012-09-18 | Paper |
| Uniform asymptotics for the ruin probability in a dependent risk model | 2012-06-01 | Paper |
| On the ruin probability in a dependent discrete time risk model with insurance and financial risks | 2012-05-14 | Paper |
| Approximation for the finite-time ruin probability of a general risk model with constant interest rate and extended negatively dependent heavy-tailed claims | 2012-04-03 | Paper |
| Asymptotics for ruin probabilities of two kinds of dependent risk models with NLOD inter-arrival times | 2011-11-17 | Paper |
| Corrigendum to ``Tail behaviour of the busy period of a GI/GI/1 queue with subexponential service times | 2011-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3016951 | 2011-07-19 | Paper |
| Uniform estimates for the finite-time ruin probability in the dependent renewal risk model | 2011-07-18 | Paper |
| Tail behavior of sums and maxima of sums of dependent subexponential random variables | 2011-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072854 | 2011-02-05 | Paper |
| Local precise large deviations for sums of random variables with \(O\)-regularly varying densities | 2010-09-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3570764 | 2010-07-08 | Paper |
| The closure of the convolution equivalent distribution class under convolution roots with applications to random sums | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404591 | 2010-02-12 | Paper |
| Asymptotics for ruin probability of some negatively dependent risk models with a constant interest rate and dominatedly-varying-tailed claims | 2010-02-05 | Paper |
| Asymptotics for tail probability of total claim amount with negatively dependent claim sizes and its applications | 2009-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5319370 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318928 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622110 | 2009-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609259 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599694 | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3537110 | 2008-11-24 | Paper |
| Precise asymptotics for a type of order statistics | 2007-12-16 | Paper |
| Some new equivalent conditions on asymptotics and local asymptotics for random sums and their applications | 2007-09-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415696 | 2007-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3415706 | 2007-01-19 | Paper |
| The structure and precise moderate deviations of random variables with dominatedly varying tails | 2005-11-29 | Paper |
| Some limit theorems for processes of product sums generated by non-stationary positively dependent random variables | 2005-03-21 | Paper |
| A random functional central limit theorem for processes of product sums of linear processes generated by martingale differences | 2004-03-07 | Paper |
| A general law of precise asymptotics for the counting process of record times | 2003-11-20 | Paper |
