| Publication | Date of Publication | Type |
|---|
| Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory) | 2023-08-23 | Paper |
Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
Dependence Modeling | 2022-01-03 | Paper |
New copulas based on general partitions-of-unity. III: The continuous case
Dependence Modeling | 2020-05-12 | Paper |
Multivariate multiple test procedures based on nonparametric copula estimation
Biometrical Journal | 2019-02-28 | Paper |
New copulas based on general partitions-of-unity and their applications to risk management. II.
Dependence Modeling | 2018-02-15 | Paper |
| From Bernstein polynomials to Bernstein copulas | 2017-03-06 | Paper |
| Stochastic differential equations for capital market models | 2017-02-17 | Paper |
New copulas based on general partitions-of-unity and their applications to risk management
Dependence Modeling | 2016-10-17 | Paper |
Some extensions of singular mixture copulas
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
Singular mixture copulas
Copulae in Mathematical and Quantitative Finance | 2013-09-20 | Paper |
| On an estimation problem for type I censored spatial Poisson processes. | 2012-10-12 | Paper |
| On an estimation problem for type I censored spatial Poisson processes. | 2012-10-12 | Paper |
Solvency II: stability problems with the SCR aggregation formula
Scandinavian Actuarial Journal | 2009-02-28 | Paper |
A simple method to estimate parametric claim size distributions from grouped data
Blätter der DGVFM | 2007-10-30 | Paper |
Modeling and Generating Dependent Risk Processes for IRM and DFA
ASTIN Bulletin | 2006-10-04 | Paper |
Maximum likelihood estimators in a statistical model of natural catastrophe claims with trend
Extremes | 2006-05-24 | Paper |
On the distance between the distributions of random sums
Journal of Applied Probability | 2003-10-15 | Paper |
Estimates for the Syracuse problem via a probabilistic model
Theory of Probability and its Applications | 2001-10-22 | Paper |
| scientific article; zbMATH DE number 912700 (Why is no real title available?) | 2001-05-17 | Paper |
The zero utility principle for scale families of risk distributions
Blätter der DGVFM | 1997-04-23 | Paper |
On asymptotic behavior of weighted sample quantiles
Mathematical Methods of Statistics | 1997-04-09 | Paper |
The minimal area problem in ecology: A spatial Poisson process approach
Computational Statistics | 1996-12-15 | Paper |
On improvements of the order of approximation in the Poisson limit theorem
Journal of Applied Probability | 1996-12-02 | Paper |
Pseudo-Poisson approximation for Markov chains
Stochastic Processes and their Applications | 1996-07-01 | Paper |
| scientific article; zbMATH DE number 1069526 (Why is no real title available?) | 1996-01-01 | Paper |
| scientific article; zbMATH DE number 756191 (Why is no real title available?) | 1995-07-03 | Paper |
On record indices and record times
Journal of Statistical Planning and Inference | 1995-05-23 | Paper |
A probabilistic variant of Chernoff's product formula
Semigroup Forum | 1993-05-16 | Paper |
| scientific article; zbMATH DE number 41557 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 47833 (Why is no real title available?) | 1992-09-17 | Paper |
Some remarks on nevzorov's record model
Advances in Applied Probability | 1992-06-26 | Paper |
| scientific article; zbMATH DE number 4204169 (Why is no real title available?) | 1991-01-01 | Paper |
A new semigroup technique in Poisson approximation
Semigroup Forum | 1989-01-01 | Paper |
Extremal processes, secretary problems and the 1/e law
Journal of Applied Probability | 1989-01-01 | Paper |
Poisson approximations of multinomial distributions and point processes
Journal of Multivariate Analysis | 1988-01-01 | Paper |
On a relationship between Uspensky's theorem and Poisson approximations
Annals of the Institute of Statistical Mathematics | 1988-01-01 | Paper |
Poisson approximations in selected metrics by coupling and semigroup methods with applications
Journal of Statistical Planning and Inference | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4076185 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4028497 (Why is no real title available?) | 1987-01-01 | Paper |
On a joint strong approximation theorem for record and inter-record times
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4013612 (Why is no real title available?) | 1987-01-01 | Paper |
A martingale characterization of mixed Poisson processes
Journal of Applied Probability | 1987-01-01 | Paper |
Martingale characteristics of mixed poisson processes
Blätter der DGVFM | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 4003908 (Why is no real title available?) | 1987-01-01 | Paper |
A semigroup approach to Poisson approximation
The Annals of Probability | 1986-01-01 | Paper |
Operator semigroups and Poisson convergence in selected metrics
Semigroup Forum | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 4074085 (Why is no real title available?) | 1986-01-01 | Paper |
Some general probabilistic estimations for the rate of convergence in operator semigroup representations
Applicable Analysis | 1986-01-01 | Paper |
Zur Approximation von gemischten durch einfache Poisson-Prozesse
Blätter der DGVFM | 1986-01-01 | Paper |
Approximation-theoretic aspects of probabilistic representations for operator semigroups
Journal of Approximation Theory | 1985-01-01 | Paper |
A semigroup setting for distance measures in connexion with Poisson approximation
Semigroup Forum | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3913084 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3977764 (Why is no real title available?) | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3919456 (Why is no real title available?) | 1985-01-01 | Paper |
Coupling methods in connection with Poisson process approximation
Zeitschrift für Operations Research | 1985-01-01 | Paper |
On a relationship between record values and Ross’s model of algorithm efficiency
Advances in Applied Probability | 1985-01-01 | Paper |
An average-case analysis for a continuous random search algorithm
Advances in Applied Probability | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3913082 (Why is no real title available?) | 1984-01-01 | Paper |
Probabilistic representations of operator semigroups. A unifying approach
Semigroup Forum | 1984-01-01 | Paper |
A note on probabilistic representations of operator semigroups
Semigroup Forum | 1984-01-01 | Paper |
A note on random time changes of Markov chains
Scandinavian Actuarial Journal | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3936081 (Why is no real title available?) | 1984-01-01 | Paper |
A semigroup-theoretic proof of Poisson's limit law
Semigroup Forum | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3858108 (Why is no real title available?) | 1983-01-01 | Paper |
A note on the occurrence times of a Pólya-Lundberg process
Advances in Applied Probability | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3810319 (Why is no real title available?) | 1982-01-01 | Paper |
Characterizations of exponential distributions by independent non-stationary record increments
Journal of Applied Probability | 1982-01-01 | Paper |
The structure of elementary pure birth processes
Journal of Applied Probability | 1982-01-01 | Paper |
The structure of elementary pure birth processes
Journal of Applied Probability | 1982-01-01 | Paper |
An alternative proof of a limit theorem for the Pólya-Lundberg process
Scandinavian Actuarial Journal | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3796918 (Why is no real title available?) | 1981-01-01 | Paper |
| scientific article; zbMATH DE number 3699930 (Why is no real title available?) | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3615696 (Why is no real title available?) | 1978-01-01 | Paper |
