| Publication | Date of Publication | Type |
|---|
| Approximations of copulas via transformed moments | 2023-02-17 | Paper |
| Basis risk management and randomly scaled uncertainty | 2023-02-01 | Paper |
| On a Markovian game model for competitive insurance pricing | 2022-07-07 | Paper |
| APPLYING ECONOMIC MEASURES TO LAPSE RISK MANAGEMENT WITH MACHINE LEARNING APPROACHES | 2021-12-27 | Paper |
| On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment | 2021-09-13 | Paper |
| Optimal prevention of large risks with two types of claims | 2021-07-21 | Paper |
| Health policyholder clustering using medical consumption. A useful tool for targeting prevention plans | 2021-01-20 | Paper |
| Optimal prevention strategies in the classical risk model | 2020-03-20 | Paper |
| Obituary: Ragnar Norberg (1945--2017) | 2019-09-03 | Paper |
| Partially Schur-constant models | 2019-07-02 | Paper |
| Estimating the parameters of a seasonal Markov-modulated Poisson process | 2019-03-13 | Paper |
| Markov property in discrete Schur-constant models | 2018-11-08 | Paper |
| Market inconsistencies of market-consistent European life insurance economic valuations: pitfalls and practical solutions | 2018-04-03 | Paper |
| Do actuaries believe in longevity deceleration? | 2018-02-15 | Paper |
| On finite exchangeable sequences and their dependence | 2017-11-09 | Paper |
| Minimax optimality in robust detection of a disorder time in doubly-stochastic Poisson processes | 2017-11-07 | Paper |
| Basis risk modelling: a cointegration-based approach | 2017-07-14 | Paper |
| Old-age provision: past, present, future | 2017-06-06 | Paper |
| Polynomial approximations for bivariate aggregate claims amount probability distributions | 2017-03-30 | Paper |
| Measuring mortality heterogeneity with multi-state models and interval-censored data | 2017-01-31 | Paper |
| Partial splitting of longevity and financial risks: the longevity nominal choosing swaptions | 2016-10-06 | Paper |
| Some mixing properties of conditionally independent processes | 2016-05-25 | Paper |
| A polynomial expansion to approximate the ultimate ruin probability in the compound Poisson ruin model | 2015-12-21 | Paper |
| A survey of some recent results on Risk Theory | 2015-11-17 | Paper |
| Discrete Schur-constant models | 2015-09-10 | Paper |
| Competition among non-life insurers under solvency constraints: a game-theoretic approach | 2015-07-29 | Paper |
| Phase-type aging modeling for health dependent costs | 2015-05-26 | Paper |
| Ruin Problems with Worsening Risks or with Infinite Mean Claims | 2015-03-20 | Paper |
| Estimation of the parameters of a Markov-modulated loss process in insurance | 2015-01-28 | Paper |
| Convex extrema for nonincreasing discrete distributions: effects of convexity constraints | 2014-11-19 | Paper |
| Properties of a risk measure derived from the expected area in red | 2014-09-22 | Paper |
| On an asymptotic rule \(A+B/u\) for ultimate ruin probabilities under dependence by mixing | 2014-06-23 | Paper |
| On finite-time ruin probabilities with reinsurance cycles influenced by large claims | 2013-12-17 | Paper |
| Understanding, modelling and managing longevity risk: key issues and main challenges | 2013-12-13 | Paper |
| On multiply monotone distributions, continuous or discrete, with applications | 2013-10-17 | Paper |
| On multiply monotone distributions, continuous or discrete, with applications | 2013-09-01 | Paper |
| Stationary-excess operator and convex stochastic orders | 2012-02-10 | Paper |
| Convergence and asymptotic variance of bootstrapped finite-time ruin probabilities with partly shifted risk processes | 2012-02-10 | Paper |
| Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management | 2011-08-25 | Paper |
| From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital | 2011-08-10 | Paper |
| Explicit ruin formulas for models with dependence among risks | 2011-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008262 | 2011-06-15 | Paper |
| Asymptotic behavior of the finite-time expected time-integrated negative part of some risk processes and optimal reserve allocation | 2010-05-10 | Paper |
| Finite-time ruin probabilities for discrete, possibly dependent, claim severities | 2009-08-31 | Paper |
| Sensitivity analysis and density estimation for finite-time ruin probabilities | 2009-06-25 | Paper |
| Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin | 2009-01-28 | Paper |
| Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed | 2009-01-16 | Paper |
| The win-first probability under interest force | 2006-03-08 | Paper |
| Differentiation of some functionals of risk processes, and optimal reserve allocation | 2005-10-18 | Paper |
| Another look at the Picard--Lefèvre formula for finite-time ruin probabilities | 2005-01-13 | Paper |
