| Publication | Date of Publication | Type |
|---|
On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
ASTIN Bulletin | 2020-02-05 | Paper |
scientific article; zbMATH DE number 6971102 (Why is no real title available?)
| 2018-11-02 | Paper |
The concepts of pseudo compound Poisson and partition representations in discrete probability
Journal of Probability and Statistics | 2018-08-14 | Paper |
Permutation invariant properties of primitive cubic quadruples
The Ramanujan Journal | 2017-11-03 | Paper |
An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications
Journal of Inequalities and Applications | 2017-09-26 | Paper |
A comprehensive extension of the FGM copula
Statistical Papers | 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
JP Journal of Algebra, Number Theory and Applications | 2017-03-14 | Paper |
On universal zero-free ternary quadratic form representations of primes in arithmetic progressions
Journal of Number Theory | 2016-10-26 | Paper |
Extreme points of the \(N\)-dimensional elliptope: application to universal copulas
Theoretical Mathematics and Applications | 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
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
Angle correlation inequalities of de Finetti type
Advances and Applications in Statistics | 2016-03-22 | Paper |
A characterization of the compound multiparameter Hermite gamma distribution via Gauss's principle
The Scientific World Journal. Probability and Statistics | 2016-01-13 | Paper |
An improved Laguerre-Samuelson inequality of Chebyshev-Markov type
Journal of Optimization | 2015-12-11 | Paper |
A closed-form universal trivariate pair-copula
Journal of Statistical Distributions and Applications | 2015-10-06 | Paper |
Cooper and Lam's conjecture for generalized Bell ternary quadratic forms
Journal of Number Theory | 2015-09-09 | Paper |
Correction note: ``On maximum likelihood estimation for count data models
Insurance Mathematics & Economics | 2015-09-07 | Paper |
On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation
Linear Algebra and its Applications | 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
ISRN Probability and Statistics | 2014-08-05 | Paper |
Improved FFT approximations of probability functions based on modified quadrature rules
International Mathematical Forum | 2014-03-12 | Paper |
Generalized Helmert-Ledermann orthogonal matrices and ROM simulation
Linear Algebra and its Applications | 2014-02-19 | Paper |
A moment method for the multivariate asymmetric Laplace distribution
Statistics & Probability Letters | 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
Decisions in Economics and Finance | 2013-02-25 | Paper |
Insurance risk capital for the Sparre Andersen model with geometric Lévy stochastic returns
European Actuarial Journal | 2013-02-06 | Paper |
scientific article; zbMATH DE number 6118058 (Why is no real title available?)
| 2012-12-21 | Paper |
scientific article; zbMATH DE number 6103945 (Why is no real title available?)
| 2012-11-09 | Paper |
Surrender in single and double decrement Markov chain life insurance models
International Mathematical Forum | 2012-08-28 | Paper |
Optimal reinsurance revisited point of view of cedent and reinsurer
ASTIN Bulletin | 2012-06-11 | Paper |
Biometric solvency risk for portfolios of general life contracts. I. the single-life multiple decrement case
North American Actuarial Journal | 2011-08-23 | Paper |
scientific article; zbMATH DE number 5913434 (Why is no real title available?)
| 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
ASTIN Bulletin | 2011-01-20 | Paper |
From the general affine transform family to a Pareto type IV model
Journal of Probability and Statistics | 2010-12-01 | Paper |
scientific article; zbMATH DE number 5657412 (Why is no real title available?)
| 2010-01-13 | Paper |
Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs
ASTIN Bulletin | 2009-12-22 | Paper |
Generalizing Benford's law using power laws: application to integer sequences
International Journal of Mathematics and Mathematical Sciences | 2009-11-10 | Paper |
On Stop-Loss Order and the Distortion Pricing Principle
ASTIN Bulletin | 2009-09-02 | Paper |
Extremal moment methods and stochastic orders. Application in actuarial science
| 2009-06-30 | Paper |
Fitting bivariate cumulative returns with copulas
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
scientific article; zbMATH DE number 5310569 (Why is no real title available?)
| 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 |
scientific article; zbMATH DE number 5238210 (Why is no real title available?)
| 2008-02-22 | Paper |
On the Loading of a Stop-Loss Contract: A Correction on Extrapolation and two Stable Price Methods
Blätter der DGVFM | 2007-10-30 | Paper |
Truncated linear zero utility pricing and actuarial protection models
Blätter der DGVFM | 2007-10-30 | Paper |
Characterization of higher-degree dispersion, right spread and stop-loss transform orders
Blätter der DGVFM | 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
Blätter der DGVFM | 2007-10-30 | Paper |
Higher degree stop-loss transforms and stochastic orders — (II) Applications
Blätter der DGVFM | 2007-10-30 | Paper |
On higher-degree bivariate stop-loss transforms, with applications
Blätter der DGVFM | 2007-10-30 | Paper |
Robust confidence bounds for the mean of some count data models
Blätter der DGVFM | 2007-10-30 | Paper |
Economic risk capital allocation from top down
Blätter der DGVFM | 2007-10-30 | Paper |
scientific article; zbMATH DE number 5071069 (Why is no real title available?)
| 2006-11-07 | Paper |
Excess of Loss Reinsurance with Reinstatements Revisited
ASTIN Bulletin | 2006-10-04 | Paper |
Bounds for Actuarial Present Values Under the Fractional Independence Assumption
North American Actuarial Journal | 2006-01-13 | Paper |
Distortion Risk Measures and Economic Capital
North American Actuarial Journal | 2006-01-06 | Paper |
Improved analytical bounds for gambler's ruin probabilities
Methodology and Computing in Applied Probability | 2005-08-08 | Paper |
On the economic risk capital of portfolio insurance
International Journal of Mathematics and Mathematical Sciences | 2005-05-25 | Paper |
Multivariate Fréchet copulas and conditional value-at-risk
International Journal of Mathematics and Mathematical Sciences | 2005-05-18 | Paper |
Analytical Bounds for two Value-at-Risk Functionals
ASTIN Bulletin | 2005-03-30 | Paper |
A Gaussian Exponential Approximation to Some Compound Poisson Distributions
ASTIN Bulletin | 2005-03-30 | Paper |
scientific article; zbMATH DE number 2113257 (Why is no real title available?)
| 2004-11-01 | Paper |
General affine transform families: why is the Pareto an exponential transform?
Statistical Papers | 2004-09-22 | Paper |
Measuring operational risk using a mean scaled individual risk model
Applied Mathematics and Computation | 2004-08-06 | Paper |
scientific article; zbMATH DE number 2075221 (Why is no real title available?)
| 2004-06-15 | Paper |
scientific article; zbMATH DE number 2067223 (Why is no real title available?)
| 2004-05-27 | Paper |
Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks
ASTIN Bulletin | 2004-03-30 | Paper |
Financial Data Analysis with Two Symmetric Distributions
ASTIN Bulletin | 2004-03-30 | Paper |
Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
Statistics & Probability Letters | 2004-03-14 | Paper |
On the rate of convergence to asymptotic independence between order statistics.
Statistics & Probability Letters | 2004-03-14 | Paper |
On the accumulated aggregate surplus of a life portfolio.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
On immunization, stop-loss order and the maximum Shiu measure.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Distribution-free comparison of pricing principles.
Insurance Mathematics & Economics | 2003-11-16 | Paper |
Conditional value-at-risk bounds for compound Poisson risks and a normal approximation
Journal of Applied Mathematics | 2003-03-18 | Paper |
General location transform of the order statistics from the exponential, pareto and weibull, with application to maximum likelihood estimation
Communications in Statistics: Theory and Methods | 2002-07-28 | Paper |
Non-optimality of a linear combination of proportional and non-proportional reinsurance
Insurance Mathematics & Economics | 2000-10-12 | Paper |
On distribution-free safe layer-additive pricing
Insurance Mathematics & Economics | 1999-05-05 | Paper |
scientific article; zbMATH DE number 1192470 (Why is no real title available?)
| 1998-11-09 | Paper |
On mean scaled insurance risk models
Blätter der DGVFM | 1998-10-19 | Paper |
Extremal functions and financial gain
Elemente der Mathematik | 1998-10-13 | Paper |
On the characterization of maximum likelihood estimators for location-scale families
Communications in Statistics: Theory and Methods | 1998-08-30 | Paper |
Best bounds for expected financial payoffs. I: Algorithmic evaluation
Journal of Computational and Applied Mathematics | 1998-05-25 | Paper |
Best bounds for expected financial payoffs. II: Applications
Journal of Computational and Applied Mathematics | 1998-05-25 | Paper |
On Quasi-mean value principles
Blätter der DGVFM | 1997-12-02 | Paper |
scientific article; zbMATH DE number 1093219 (Why is no real title available?)
| 1997-01-01 | Paper |
scientific article; zbMATH DE number 845459 (Why is no real title available?)
| 1996-11-12 | Paper |
A uniform approximation to the sampling distribution of the coefficient of variation
Statistics & Probability Letters | 1996-05-20 | Paper |
Predictive stop-loss premiums and Student's \(t\)-distribution
Insurance Mathematics & Economics | 1996-05-20 | Paper |
scientific article; zbMATH DE number 718679 (Why is no real title available?)
| 1995-06-29 | Paper |
A note on experience rating, reinsurance and premium principles
Insurance Mathematics & Economics | 1994-11-06 | Paper |
scientific article; zbMATH DE number 599630 (Why is no real title available?)
| 1994-10-25 | Paper |
Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
Statistics & Probability Letters | 1994-01-19 | Paper |
scientific article; zbMATH DE number 409910 (Why is no real title available?)
| 1993-09-13 | Paper |
scientific article; zbMATH DE number 232288 (Why is no real title available?)
| 1993-08-11 | Paper |
Orderings of risks through loss ratio
Insurance Mathematics & Economics | 1993-01-17 | Paper |
On parameter orthogonality to the mean
Statistical Papers | 1992-06-28 | Paper |
scientific article; zbMATH DE number 37441 (Why is no real title available?)
| 1992-06-28 | Paper |
Negative claim amounts, Bessel functions, linear programming and Miller's algorithm
Insurance Mathematics & Economics | 1992-06-25 | Paper |
On maximum likelihood estimation for count data models
Insurance Mathematics & Economics | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4172128 (Why is no real title available?)
| 1990-01-01 | Paper |
On life table applications of ordering among risks
Insurance Mathematics & Economics | 1990-01-01 | Paper |
An elementary proof of the Adelson-Panjer recursion formula
Insurance Mathematics & Economics | 1988-01-01 | Paper |
On algebraic equivalence of tariffing systems
Insurance Mathematics & Economics | 1988-01-01 | Paper |
Simple risk forecasts using credibility
Insurance Mathematics & Economics | 1988-01-01 | Paper |
A numerical approach to utility functions in risk theory
Insurance Mathematics & Economics | 1987-01-01 | Paper |
Error bounds for stop-loss premiums calculated with the Fast Fourier Transform
Scandinavian Actuarial Journal | 1986-01-01 | Paper |
Two inequalities on stop-loss premiums and some of its applications
Insurance Mathematics & Economics | 1986-01-01 | Paper |
\(H^ 3\) and rational points on biquadratic bicyclic norm forms
Archiv der Mathematik | 1986-01-01 | Paper |
On the Exponent of Norm Residue Groups
Proceedings of the American Mathematical Society | 1985-01-01 | Paper |
On algebraic tori of norm type
Commentarii Mathematici Helvetici | 1984-01-01 | Paper |
A cyclotomic Hilbert 90 theorem
Archiv der Mathematik | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3765944 (Why is no real title available?)
| 1982-01-01 | Paper |
Sur le Groupe de Brauer d’un Anneau de Polynomes en Caracteristique p et la Theorie des Invariants
Lecture Notes in Mathematics | 1981-01-01 | Paper |
