| Publication | Date of Publication | Type |
|---|
| On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas | 2020-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4962330 | 2018-11-02 | Paper |
| The concepts of pseudo compound Poisson and partition representations in discrete probability | 2018-08-14 | Paper |
| Permutation invariant properties of primitive cubic quadruples | 2017-11-03 | Paper |
| An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications | 2017-09-26 | Paper |
| A comprehensive extension of the FGM copula | 2017-06-27 | Paper |
| Rates of convergence to central limit theorems via Esscher transformed Berry-Esseen bounds | 2017-04-25 | Paper |
| Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices | 2017-04-25 | Paper |
| Backward difference recursions and infinite series representations in computational risk theory | 2017-04-25 | Paper |
| ON THE NUMBER OF DISTINCT NON-VANISHING REPRESENTATIONS OF PRIME POWERS BY SUMS OF THREE AND FOUR SQUARES | 2017-03-14 | Paper |
| On universal zero-free ternary quadratic form representations of primes in arithmetic progressions | 2016-10-26 | Paper |
| Extreme points of the \(N\)-dimensional elliptope: application to universal copulas | 2016-09-07 | Paper |
| Two triangular number primality tests and twin prime counting in arithmetic progressions of modulus 8 | 2016-09-02 | Paper |
| Cartesian and polar coordinates for the \(N\)-dimensional elliptope | 2016-09-02 | Paper |
| Case study on the optimality of reinsurance contracts | 2016-04-07 | Paper |
| Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits | 2016-04-07 | Paper |
| Angle correlation inequalities of de Finetti type | 2016-03-22 | Paper |
| A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle | 2016-01-13 | Paper |
| An improved Laguerre-Samuelson inequality of Chebyshev-Markov type | 2015-12-11 | Paper |
| A closed-form universal trivariate pair-copula | 2015-10-06 | Paper |
| Cooper and Lam's conjecture for generalized Bell ternary quadratic forms | 2015-09-09 | Paper |
| Correction note: ``On maximum likelihood estimation for count data models | 2015-09-07 | Paper |
| On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation | 2015-05-06 | Paper |
| Exact and asymptotic evaluation of the number of distinct primitive cuboids | 2015-04-20 | Paper |
| Multivariate likelihood ratio order for skew-symmetric distributions with a common kernel | 2014-08-05 | Paper |
| Improved FFT approximations of probability functions based on modified quadrature rules | 2014-03-12 | Paper |
| Generalized Helmert-Ledermann orthogonal matrices and ROM simulation | 2014-02-19 | Paper |
| A moment method for the multivariate asymmetric Laplace distribution | 2013-05-13 | Paper |
| Insurance solvency risk analytics: cost-of-capital and prospective liability approach | 2013-04-23 | Paper |
| A congruent twin number problem | 2013-04-23 | Paper |
| Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations | 2013-02-25 | Paper |
| Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns | 2013-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145619 | 2012-12-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4648409 | 2012-11-09 | Paper |
| Surrender in single and double decrement Markov chain life insurance models | 2012-08-28 | Paper |
| Optimal reinsurance revisited point of view of cedent and reinsurer | 2012-06-11 | Paper |
| Biometric solvency risk for portfolios of general life contracts. I. the single-life multiple decrement case | 2011-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3010738 | 2011-06-27 | Paper |
| Analytical pricing of the unit-linked endowment with guarantees and periodic premiums | 2011-02-01 | Paper |
| Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited | 2011-01-20 | Paper |
| From the general affine transform family to a Pareto type IV model | 2010-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3656212 | 2010-01-13 | Paper |
| Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs | 2009-12-22 | Paper |
| Generalizing Benford's law using power laws: application to integer sequences | 2009-11-10 | Paper |
| On Stop-Loss Order and the Distortion Pricing Principle | 2009-09-02 | Paper |
| Extremal moment methods and stochastic orders. Application in actuarial science | 2009-06-30 | Paper |
| Fitting bivariate cumulative returns with copulas | 2008-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3518767 | 2008-08-12 | Paper |
| On the underwriting gain of a whole life insurance in a dual random environment | 2008-07-29 | Paper |
| The normal Laplace approximation to compound distributions | 2008-07-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5443810 | 2008-02-22 | Paper |
| On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods | 2007-10-30 | Paper |
| Truncated linear zero utility pricing and actuarial protection models | 2007-10-30 | Paper |
| Characterization of higher-degree dispersion, right spread and stop-loss transform orders | 2007-10-30 | Paper |
| Stop-Loss Transformierte eines höheren Grades und stochastische Ordnungen - (I) Theorie;Higher degree stop-loss transforms and stochastic orders — (I) Theory | 2007-10-30 | Paper |
| Higher degree stop-loss transforms and stochastic orders — (II) Applications | 2007-10-30 | Paper |
| On higher-degree bivariate stop-loss transforms, with applications | 2007-10-30 | Paper |
| Robust confidence bounds for the mean of some count data models | 2007-10-30 | Paper |
| Economic risk capital allocation from top down | 2007-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3409023 | 2006-11-07 | Paper |
| Excess of Loss Reinsurance with Reinstatements Revisited | 2006-10-04 | Paper |
| Bounds for Actuarial Present Values Under the Fractional Independence Assumption | 2006-01-13 | Paper |
| Distortion Risk Measures and Economic Capital | 2006-01-06 | Paper |
| Improved analytical bounds for gambler's ruin probabilities | 2005-08-08 | Paper |
| On the economic risk capital of portfolio insurance | 2005-05-25 | Paper |
| Multivariate Fréchet copulas and conditional value-at-risk | 2005-05-18 | Paper |
| Analytical Bounds for two Value-at-Risk Functionals | 2005-03-30 | Paper |
| A Gaussian Exponential Approximation to Some Compound Poisson Distributions | 2005-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4824723 | 2004-11-01 | Paper |
| General affine transform families: why is the Pareto an exponential transform? | 2004-09-22 | Paper |
| Measuring operational risk using a mean scaled individual risk model | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469699 | 2004-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4464122 | 2004-05-27 | Paper |
| Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks | 2004-03-30 | Paper |
| Financial Data Analysis with Two Symmetric Distributions | 2004-03-30 | Paper |
| Hutchinson -- Lai's conjecture for bivariate extreme value copulas. | 2004-03-14 | Paper |
| On the rate of convergence to asymptotic independence between order statistics. | 2004-03-14 | Paper |
| On the accumulated aggregate surplus of a life portfolio. | 2003-11-16 | Paper |
| On immunization, stop-loss order and the maximum Shiu measure. | 2003-11-16 | Paper |
| Distribution-free comparison of pricing principles. | 2003-11-16 | Paper |
| Conditional value-at-risk bounds for compound Poisson risks and a normal approximation | 2003-03-18 | Paper |
| General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation | 2002-07-28 | Paper |
| Non-optimality of a linear combination of proportional and non-proportional reinsurance | 2000-10-12 | Paper |
| On distribution-free safe layer-additive pricing | 1999-05-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3842935 | 1998-11-09 | Paper |
| On mean scaled insurance risk models | 1998-10-19 | Paper |
| Extremal functions and financial gain | 1998-10-13 | Paper |
| On the characterization of maximum likelihood estimators for location-scale families | 1998-08-30 | Paper |
| Best bounds for expected financial payoffs. I: Algorithmic evaluation | 1998-05-25 | Paper |
| Best bounds for expected financial payoffs. II: Applications | 1998-05-25 | Paper |
| On Quasi-mean value principles | 1997-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4367901 | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865509 | 1996-11-12 | Paper |
| A uniform approximation to the sampling distribution of the coefficient of variation | 1996-05-20 | Paper |
| Predictive stop-loss premiums and Student's \(t\)-distribution | 1996-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320691 | 1995-06-29 | Paper |
| A note on experience rating, reinsurance and premium principles | 1994-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4297832 | 1994-10-25 | Paper |
| Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums | 1994-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203451 | 1993-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287114 | 1993-08-11 | Paper |
| Orderings of risks through loss ratio | 1993-01-17 | Paper |
| On parameter orthogonality to the mean | 1992-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3991701 | 1992-06-28 | Paper |
| Negative claim amounts, Bessel functions, linear programming and Miller's algorithm | 1992-06-25 | Paper |
| On maximum likelihood estimation for count data models | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3197122 | 1990-01-01 | Paper |
| On life table applications of ordering among risks | 1990-01-01 | Paper |
| An elementary proof of the Adelson-Panjer recursion formula | 1988-01-01 | Paper |
| On algebraic equivalence of tariffing systems | 1988-01-01 | Paper |
| Simple risk forecasts using credibility | 1988-01-01 | Paper |
| A numerical approach to utility functions in risk theory | 1987-01-01 | Paper |
| Error bounds for stop-loss premiums calculated with the Fast Fourier Transform | 1986-01-01 | Paper |
| Two inequalities on stop-loss premiums and some of its applications | 1986-01-01 | Paper |
| \(H^ 3\) and rational points on biquadratic bicyclic norm forms | 1986-01-01 | Paper |
| On the Exponent of Norm Residue Groups | 1985-01-01 | Paper |
| On algebraic tori of norm type | 1984-01-01 | Paper |
| A cyclotomic Hilbert 90 theorem | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3947769 | 1982-01-01 | Paper |
| Sur le Groupe de Brauer d’un Anneau de Polynomes en Caracteristique p et la Theorie des Invariants | 1981-01-01 | Paper |
