| Publication | Date of Publication | Type |
|---|
| On the moments of dividends and capital injections under a variant type of Parisian ruin | 2024-12-09 | Paper |
| On de Finetti's optimal impulse dividend control problem under Chapter 11 bankruptcy | 2024-01-05 | Paper |
| De Finetti's Control Problem with Poisson Observations under Spectrally Positive Markov Additive Process | 2023-11-08 | Paper |
| A scale function based approach for solving integral-differential equations in insurance risk models | 2023-06-26 | Paper |
| Robust noise indicator for distributed in-network system identification with different noise types for each node | 2023-05-11 | Paper |
| Robust diffusion Huber-based normalized least mean square algorithm with adjustable thresholds | 2023-04-13 | Paper |
| Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process | 2023-03-13 | Paper |
| A two-stage stochastic optimization model for port cold storage capacity allocation considering pelagic fishery yield uncertainties | 2022-12-23 | Paper |
| On a doubly reflected risk process with running maximum dependent reflecting barriers | 2022-12-09 | Paper |
| On De Finetti's control under Poisson observations: optimality of a double barrier strategy in a Markov additive model | 2022-10-14 | Paper |
| Dividend and capital injection optimization with transaction cost for Lévy risk processes | 2022-08-01 | Paper |
| Optimal dividend and capital injection under spectrally positive Markov additive models | 2022-07-06 | Paper |
| Risk minimization for an insurer with investment and reinsurance via g-expectation | 2022-05-20 | Paper |
| General drawdown based dividend control with fixed transaction costs for spectrally negative Lévy risk processes | 2022-02-16 | Paper |
| Gap solitons in Bose-Einstein condensate loaded in a honeycomb optical lattice: nonlinear dynamical stability, tunneling, and self-trapping | 2022-01-20 | Paper |
| Optimal implementation delay of taxation with trade-off for spectrally negative Lévy risk processes | 2021-12-17 | Paper |
| Risk modelling on liquidations with Lévy processes | 2021-11-15 | Paper |
| Draw-down Parisian ruin for spectrally negative Lévy processes | 2021-08-04 | Paper |
| Optimal reinsurance and dividends with transaction costs and taxes under thinning structure | 2021-05-28 | Paper |
| Robust optimal investment and reinsurance for an insurer with inside information | 2021-03-17 | Paper |
| A drawdown reflected spectrally negative Lévy process | 2021-02-04 | Paper |
| Generalized expected discounted penalty function at general drawdown for Lévy risk processes | 2020-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5198278 | 2019-10-02 | Paper |
| High performance analysis of liquid sloshing in horizontal circular tanks with internal body by using IGA-SBFEM | 2019-03-12 | Paper |
| Asymptotics of convolution with the semi-regular-variation tail and its application to risk | 2018-12-20 | Paper |
| Optimal investment and risk control for an insurer with partial information in an anticipating environment | 2018-12-14 | Paper |
| General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes | 2018-09-26 | Paper |
| Solutions for the magneto-electro-elastic plate using the scaled boundary finite element method | 2018-08-09 | Paper |
| Dividend and Capital Injection Optimization with Transaction Cost for Spectrally Negative L\'{e}vy Risk Processes | 2018-07-30 | Paper |
| A note on joint occupation times of spectrally negative Lévy risk processes with tax | 2018-06-21 | Paper |
| Two-side exit problems for taxed Lévy risk process involving the general draw-down time | 2018-06-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4642855 | 2018-05-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3131138 | 2018-01-29 | Paper |
| Robust adaptive Volterra filter under maximum correntropy criteria in impulsive environments | 2017-09-26 | Paper |
| Diffusion sign subband adaptive filtering algorithm with individual weighting factors for distributed estimation | 2017-09-06 | Paper |
| Asymptotics for least product relative error estimation and empirical likelihood with longitudinal data | 2017-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2983673 | 2017-05-17 | Paper |
| On maximizing expected discounted taxation in a risk process with interest | 2017-01-16 | Paper |
| Reinsurer's optimal reinsurance strategy with upper and lower premium constraints under distortion risk measures | 2016-12-22 | Paper |
| Optimal investment and risk control for an insurer under inside information | 2016-11-21 | Paper |
| A new analysis of the complex two-dimensional multilayered anisotropic soil in time domain | 2016-11-16 | Paper |
| The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy | 2016-10-06 | Paper |
| On the Markov-dependent risk model with tax | 2016-01-15 | Paper |
| On the generalized risk measures | 2013-11-19 | Paper |
| A recursive model for static empty container allocation | 2013-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901816 | 2013-01-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4901078 | 2013-01-24 | Paper |
| Nonlinear Ramsey interferometry of Fermi superfluid gases in a double-well potential | 2012-09-26 | Paper |
| Optimal loss-carry-forward taxation for the Lévy risk model | 2012-04-18 | Paper |
| On the time value of absolute ruin with tax | 2012-02-10 | Paper |
| On the expected discounted penalty function for risk process with tax | 2011-03-14 | Paper |
| Adaptive Eigenbackground for Dynamic Background Modeling | 2010-12-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3054182 | 2010-11-05 | Paper |
| Illumination robust Mean Shift tracking | 2009-11-22 | Paper |
| Computation for transition matrix and VaR in CreditMetrics model | 2009-11-11 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
| Sparse image coding with clustering property and its application to face recognition | 2001-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4248621 | 2000-06-21 | Paper |
| Value Maximization under Stochastic Quasi-Hyperbolic Discounting | N/A | Paper |
