| Publication | Date of Publication | Type |
|---|
| Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors | 2025-01-20 | Paper |
| The electroweak monopole-antimonopole pair in the standard model | 2024-07-25 | Paper |
| Target benefit versus defined contribution scheme: a multi-period framework | 2024-07-09 | Paper |
| Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP | 2024-06-17 | Paper |
| Hybrid unadjusted Langevin methods for high-dimensional latent variable models | 2024-06-12 | Paper |
| Multi-population mortality modelling: a Bayesian hierarchical approach | 2024-04-30 | Paper |
| Valuation of variable annuities with guaranteed minimum maturity benefits and periodic fees | 2024-04-10 | Paper |
| Bivariate distribution regression with application to insurance data | 2024-02-13 | Paper |
| High-dimensional conditionally Gaussian state space models with missing data | 2023-08-18 | Paper |
| Resilience of long chain under disruption | 2023-07-10 | Paper |
| Optimal reinsurance policy under a new distortion risk measure | 2023-07-03 | Paper |
| Modelling mortality: A bayesian factor-augmented var (favar) approach | 2023-06-26 | Paper |
| Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models | 2023-06-09 | Paper |
| Lyapunov stability in the Cournot duopoly game | 2023-05-15 | Paper |
| Semi-quantum-honest key agreement scheme with three-particle entangled states in cross-realm setting | 2023-02-16 | Paper |
| A new Bayesian model for contagion and interdependence | 2022-09-14 | Paper |
| Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method | 2022-07-15 | Paper |
| Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems | 2022-02-22 | Paper |
| DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH | 2021-09-24 | Paper |
| Optimal switching time control of the hyperbaric oxygen therapy for a chronic wound | 2021-08-13 | Paper |
| Fast non-convex low-rank matrix decomposition for separation of potential field data using minimal memory | 2021-06-03 | Paper |
| Predictive risk analysis using a collective risk model: choosing between past frequency and aggregate severity information | 2021-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306391 | 2020-08-12 | Paper |
| Indirect inference with a non-smooth criterion function | 2019-10-23 | Paper |
| Influencing factors analysis and modeling of hospital-acquired infection in elderly patients | 2019-04-30 | Paper |
| Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency | 2019-02-08 | Paper |
| The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy | 2018-10-10 | Paper |
| Optimal Partial Proxy Method for Computing Gammas of Financial Products with Discontinuous and Angular Payoffs | 2018-09-19 | Paper |
| Two sufficient conditions for convex ordering on risk aggregation | 2018-08-30 | Paper |
| THE EFFICIENT COMPUTATION AND THE SENSITIVITY ANALYSIS OF FINITE-TIME RUIN PROBABILITIES AND THE ESTIMATION OF RISK-BASED REGULATORY CAPITAL | 2018-06-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5373702 | 2017-10-27 | Paper |
| Joint mixability of elliptical distributions and related families | 2017-06-17 | Paper |
| The pricing for the catastrophe option and chooser option under stock price fluctuation | 2017-05-17 | Paper |
| An exact method for the sensitivity analysis of systems simulated by rejection techniques | 2016-10-07 | Paper |
| Shilling attack detection -- a new approach for a trustworthy recommender system | 2016-06-29 | Paper |
| Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions | 2013-10-29 | Paper |
| Some new Gronwall-Bellman type integral inequalities and their applications | 2012-10-05 | Paper |
| The martingale pricing for warrant bonds under stochastic interest rate | 2012-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073387 | 2011-02-05 | Paper |
| The martingale pricing for convertible bonds with dividend-paying under stochastic interest | 2009-11-11 | Paper |
| Iterative solutions of \(AXB=C\) with sub-matrix restrains in bi-symmetric matrix set | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3513328 | 2008-08-06 | Paper |
| Knowledge integration using problem spaces: A study in resource-constrained project scheduling | 2007-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5475102 | 2006-06-16 | Paper |
| Microprocessor architectural automatic test program generation | 2006-01-23 | Paper |
| Randomized allocation with nonparametric estimation for a multi-armed bandit problem with covariates | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4943557 | 2000-03-16 | Paper |
| A quadratic assumed natural strain triangular element for plate bending analysis | 2000-02-10 | Paper |
| A quadratic assumed natural strain curved triangular shell element | 1999-01-01 | Paper |
| Assumed strain and hybrid destabilized ten-node \(\mathbf C^0\) triangular shell elements | 1998-08-20 | Paper |
| A simple assumed strain method for enhancing the accuracy of the cubic triangular \(C^{0}\) plate bending element | 1998-08-13 | Paper |
| On the relative merits of three-point integration rules for six-node triangles | 1998-06-30 | Paper |
| Connectionist approaches for solver selection in constrained project scheduling | 1997-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352231 | 1997-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834734 | 1995-07-05 | Paper |
