| Publication | Date of Publication | Type |
|---|
| Optimal reinsurance designs based on risk measures: a review | 2023-03-07 | Paper |
| Responses to discussions on ‘Optimal reinsurance designs based on risk measures: a review’ | 2023-03-07 | Paper |
| A multivariate CVaR risk measure from the perspective of portfolio risk management | 2022-05-05 | Paper |
| Extending ggplot2 for Linked and Animated Web Graphics | 2022-03-28 | Paper |
| Equilibrium reinsurance-investment strategies with partial information and common shock dependence | 2022-01-24 | Paper |
| Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest | 2021-12-22 | Paper |
| Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu | 2021-12-22 | Paper |
| On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion | 2021-12-22 | Paper |
| Authors’ Reply: On The Decomposition Of The Ruin Probability For A Jump-Diffusion Surplus Process Compounded By A Geometric Brownian Motion - Discussion by Hailiang Yang | 2021-12-22 | Paper |
| Optimal capital allocation principles considering capital shortfall and surplus risks in a hierarchical corporate structure | 2021-10-19 | Paper |
| RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS | 2020-12-13 | Paper |
| Efficient coded-block delivery and caching in information-centric networking | 2020-07-22 | Paper |
| Convex risk functionals: representation and applications | 2020-02-03 | Paper |
| Mechanistic modelling of multiple waves in an influenza epidemic or pandemic | 2020-01-20 | Paper |
| Reinsurance premium principles based on weighted loss functions | 2019-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5193916 | 2019-09-20 | Paper |
| Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application | 2019-05-28 | Paper |
| Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets | 2019-03-28 | Paper |
| Extending ggplot2 for Linked and Animated Web Graphics | 2018-11-14 | Paper |
| Optimal reinsurance with expectile | 2018-07-13 | Paper |
| OPTIMAL REINSURANCE FROM THE PERSPECTIVES OF BOTH AN INSURER AND A REINSURER | 2018-06-04 | Paper |
| ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY | 2018-04-13 | Paper |
| Risk measures based on behavioural economics theory | 2018-04-06 | Paper |
| Pareto-optimal reinsurance arrangements under general model settings | 2017-11-23 | Paper |
| Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures | 2017-07-17 | Paper |
| Distributed compressed sensing for multi-sourced fusion and secure signal processing in private cloud | 2016-11-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5257766 | 2015-06-29 | Paper |
| Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks | 2015-06-18 | Paper |
| Optimal reinsurance with regulatory initial capital and default risk | 2015-01-28 | Paper |
| Some new notions of dependence with applications in optimal allocation problems | 2014-09-22 | Paper |
| Optimal Dynamic Risk Control for Insurers with State-Dependent Income | 2014-07-11 | Paper |
| Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting | 2014-06-23 | Paper |
| On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest | 2014-05-08 | Paper |
| Portfolio optimization with uncertain exit time in infinite-time horizon | 2014-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2858163 | 2013-11-19 | Paper |
| On the invariant properties of notions of positive dependence and copulas under increasing transformations | 2012-04-18 | Paper |
| Optimal reinsurance with positively dependent risks | 2012-04-18 | Paper |
| A perturbed risk model with dependence between premium rates and claim sizes | 2012-02-10 | Paper |
| Low complexity construction for quasi-cyclic low-density parity-check codes by progressive-block growth | 2011-06-17 | Paper |
| Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends | 2011-01-20 | Paper |
| The compound Poisson surplus model with interest and liquid reserves: Analysis of the Gerber-Shiu discounted penalty function | 2009-08-31 | Paper |
| On the expectation of total discounted operating costs up to default and its applications | 2009-07-22 | Paper |
| Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures | 2009-06-15 | Paper |
| Optimal reinsurance under VaR and CTE risk measures | 2008-08-18 | Paper |
| Equilibrium compound distributions and stop-loss moments | 2007-12-16 | Paper |
| On the time value of absolute ruin with debit interest | 2007-09-03 | Paper |
| Dependence properties and bounds for ruin probabilities in multivariate compound risk models | 2007-06-26 | Paper |
| A fast block-matching algorithm based on variable shape search | 2006-10-09 | Paper |
| The preservation of classes of discrete distributions under convolution and mixing | 2006-06-09 | Paper |
| Classifying G-protein coupled receptors with bagging classification tree | 2006-05-16 | Paper |
| INFERRING PROTEIN-PROTEIN INTERACTIONS FROM MESSENGER RNA EXPRESSION PROFILES WITH SVM | 2006-05-10 | Paper |
| Long-run operating performance of initial public offerings in Japanese over-the-counter market (1991--2001): Evidence and implications | 2006-02-23 | Paper |
| Conditional tail expectations for multivariate phase-type distributions | 2006-01-26 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
| Ruin in the perturbed compound Poisson risk process under interest force | 2005-10-17 | Paper |
| Ruin probabilities with a Markov chain interest model | 2005-08-05 | Paper |
| Multivariate risk model of phase type | 2005-08-05 | Paper |
| Monotonicity and aging properties of random sums | 2005-08-05 | Paper |
| Ruin probabilities and penalty functions with stochastic rates of interest | 2005-08-05 | Paper |
| On max-sum equivalence and convolution closure of heavy-tailed distributions and their applications | 2004-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4456746 | 2004-03-21 | Paper |
| Density Functional Theory of Square-well Chain Mixtures Near Solid Surface | 2004-03-16 | Paper |
| DISCRETE TIME RISK MODELS UNDER RATES OF INTEREST | 2004-02-27 | Paper |
| Aging and other distributional properties of discrete compound geometric distributions | 2003-11-16 | Paper |
| On the expected discounted penalty function at ruin of a surplus process with interest. | 2003-11-16 | Paper |
| Upper bounds for ultimate ruin probabilities in the Sparre Andersen model with interest. | 2003-11-16 | Paper |
| Ruin probabilities with dependent rates of interest | 2002-11-28 | Paper |
| Friction between si tip and (001)-2\(\times\)1 surface: a molecular dynamics simulation | 2002-09-12 | Paper |
| Lundberg inequalities for renewal equations | 2002-05-23 | Paper |
| ON CLASSES OF LIFETIME DISTRIBUTIONS WITH UNKNOWN AGE | 2002-02-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516825 | 2000-11-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4510722 | 2000-10-30 | Paper |
| NWU property of a class of random sums | 2000-09-04 | Paper |
| Tuning integrated dissemination-based information systems | 1999-04-28 | Paper |
| Some improvements on the Lundberg bound for the ruin probability | 1999-01-18 | Paper |
| Structures of systems with exponential life distributions | 1997-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203421 | 1990-01-01 | Paper |
