| Publication | Date of Publication | Type |
|---|
Geometrically designed variable knot splines in generalized (non-)linear models
Applied Mathematics and Computation | 2022-09-21 | Paper |
On double-boundary non-crossing probability for a class of compound processes with applications
European Journal of Operational Research | 2020-01-08 | Paper |
Ruin and deficit under claim arrivals with the order statistics property
Methodology and Computing in Applied Probability | 2019-12-19 | Paper |
On the evaluation of finite-time ruin probabilities in a dependent risk model
Applied Mathematics and Computation | 2019-03-19 | Paper |
A comparative study of two-population models for the assessment of basis risk in longevity hedges
ASTIN Bulletin | 2018-06-04 | Paper |
First crossing time, overshoot and Appell-Hessenberg type functions
Stochastics | 2016-11-25 | Paper |
Geometrically designed, variable knot regression splines
Computational Statistics | 2016-09-29 | Paper |
On finite-time ruin probabilities in a generalized dual risk model with dependence
European Journal of Operational Research | 2016-07-08 | Paper |
Geometrically designed, variable knot regression splines
Computational Statistics | 2015-09-14 | Paper |
Lookback option pricing using the Fourier transform B-spline method
Quantitative Finance | 2015-04-08 | Paper |
Dependent competing risks: cause elimination and its impact on survival
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Lévy processes induced by Dirichlet (B-)splines: modeling multivariate asset price dynamics
Mathematical Finance | 2013-04-29 | Paper |
Finite time non-ruin probability for Erlang claim inter-arrivals and continuous inter-dependent claim amounts
Stochastics | 2012-12-13 | Paper |
Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options
Management Science | 2012-03-01 | Paper |
Optimal joint survival reinsurance: an efficient frontier approach
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Pricing of reinsurance contracts in the presence of catastrophe bonds
ASTIN Bulletin | 2010-06-21 | Paper |
GeD spline estimation of multivariate Archimedean copulas
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Modelling the joint distribution of competing risks survival times using copula functions
Insurance Mathematics & Economics | 2007-12-14 | Paper |
Optimal retention levels, given the joint survival of cedent and reinsurer
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Excess of loss reinsurance under joint survival optimality
Insurance Mathematics & Economics | 2007-01-09 | Paper |
On the infinite-horizon probability of (non)ruin for integer-valued claims
Journal of Applied Probability | 2006-11-16 | Paper |
A finite-time ruin probability formula for continuous claim severities
Journal of Applied Probability | 2004-09-24 | Paper |
An improved finite-time ruin probability formula and its \(Mathematica\) implementation.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Two-Sided Bounds for the Finite Time Probability of Ruin
Scandinavian Actuarial Journal | 2001-03-01 | Paper |
| scientific article; zbMATH DE number 4213416 (Why is no real title available?) | 1991-01-01 | Paper |
Optimal experimental designs for the B-spline regression
Computational Statistics and Data Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4111252 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4186288 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4026552 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4009534 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3909703 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 4052837 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3655201 (Why is no real title available?) | 1978-01-01 | Paper |
