| Publication | Date of Publication | Type |
|---|
| Strategic underreporting and optimal deductible insurance | 2025-01-22 | Paper |
| Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain | 2024-07-09 | Paper |
| Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional | 2024-05-06 | Paper |
| Stackelberg reinsurance chain under model ambiguity | 2024-04-10 | Paper |
| Annuitizing at a bounded, absolutely continuous rate to minimize the probability of lifetime ruin | 2023-10-12 | Paper |
| Optimal proportional reinsurance to maximize an insurer’s exponential utility under unobservable drift | 2023-08-16 | Paper |
| Stackelberg differential game for insurance under model ambiguity: general divergence | 2023-07-12 | Paper |
| Approximating the classical risk process by stable Lévy motion | 2023-07-12 | Paper |
| Asymptotic analysis of a Stackelberg differential game for insurance under model ambiguity | 2023-07-12 | Paper |
| Reinsurance games with two reinsurers: tree versus chain | 2023-07-11 | Paper |
| Optimal Consumption Under a Habit-Formation Constraint: The Deterministic Case | 2023-06-01 | Paper |
| Optimal Dividends Under Model Uncertainty | 2023-06-01 | Paper |
| Optimal Reinsurance to Minimize the Probability of Drawdown under the Mean-Variance Premium Principle: Asymptotic Analysis | 2023-03-31 | Paper |
| Stackelberg differential game for insurance under model ambiguity | 2022-09-14 | Paper |
| A SIMPLE AND NEARLY OPTIMAL INVESTMENT STRATEGY TO MINIMIZE THE PROBABILITY OF LIFETIME RUIN | 2022-06-13 | Paper |
| Optimal insurance to maximize RDEU under a distortion-deviation premium principle | 2022-05-12 | Paper |
| Optimal Investment and Consumption under a Habit-Formation Constraint | 2022-04-21 | Paper |
| Discounted probability of exponential parisian ruin: Diffusion approximation | 2022-04-01 | Paper |
| Stackelberg differential game for reinsurance: mean-variance framework and random horizon | 2022-03-10 | Paper |
| Minimizing the Probability of Lifetime Ruin with Deferred Life Annuities | 2022-02-11 | Paper |
| Minimizing the Probability of Lifetime Ruin under Random Consumption | 2022-01-19 | Paper |
| Minimizing the Probability of Ruin When Consumption is Ratcheted | 2022-01-19 | Paper |
| Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement | 2021-12-22 | Paper |
| Bowley solution of a mean-variance game in insurance | 2021-06-21 | Paper |
| Optimal Dividend Problem: Asymptotic Analysis | 2021-05-28 | Paper |
| Optimal reinsurance to minimize the probability of drawdown under the mean-variance premium principle | 2020-12-16 | Paper |
| Optimal reinsurance under the mean-variance premium principle to minimize the probability of ruin | 2020-08-03 | Paper |
| Rate of convergence of the probability of ruin in the Cramér-Lundberg model to its diffusion approximation | 2020-08-03 | Paper |
| Maximizing expected exponential utility of consumption with a constraint on expected time in poverty | 2020-04-20 | Paper |
| Minimizing the Discounted Probability of Exponential Parisian Ruin via Reinsurance | 2020-04-01 | Paper |
| Minimizing the probability of lifetime exponential Parisian ruin | 2020-02-26 | Paper |
| REACHING A BEQUEST GOAL WITH LIFE INSURANCE: AMBIGUITY ABOUT THE RISKY ASSET'S DRIFT AND MORTALITY'S HAZARD RATE | 2020-02-03 | Paper |
| Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates | 2019-11-22 | Paper |
| MINIMIZING THE PROBABILITY OF LIFETIME RUIN: TWO RISKLESS ASSETS WITH TRANSACTION COSTS | 2019-11-22 | Paper |
| Optimal dividends with an affine penalty | 2019-08-14 | Paper |
| Optimal reinsurance to minimize the discounted probability of ruin under ambiguity | 2019-06-17 | Paper |
| Minimizing the Probability of Lifetime Ruin When Shocks Might Occur: Perturbation Analysis | 2019-05-28 | Paper |
| Purchasing Term Life Insurance to Reach a Bequest Goal: Time-Dependent Case | 2019-05-28 | Paper |
| Life Insurance Purchasing to Maximize Utility of Household Consumption | 2019-05-15 | Paper |
| Optimal Purchasing of Deferred Income Annuities When Payout Yields are Mean-Reverting* | 2018-11-20 | Paper |
| Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon | 2018-10-31 | Paper |
| Minimizing the probability of ruin: optimal per-loss reinsurance | 2018-10-19 | Paper |
| Minimizing the probability of ruin: two riskless assets with transaction costs and proportional reinsurance | 2018-06-21 | Paper |
| Target-Bequest Investment and Insurance Fund | 2018-06-20 | Paper |
| Annuitization and asset allocation under exponential utility | 2018-04-12 | Paper |
| Purchasing casualty insurance to avoid lifetime ruin | 2017-11-23 | Paper |
| Optimality of excess-loss reinsurance under a mean-variance criterion | 2017-07-17 | Paper |
| Optimally investing to reach a bequest goal | 2016-12-13 | Paper |
| Lifetime ruin under ambiguous hazard rate | 2016-12-13 | Paper |
| Optimal investment to minimize the probability of drawdown | 2016-11-25 | Paper |
| Minimizing lifetime poverty with a penalty for bankruptcy | 2016-11-21 | Paper |
| Minimizing the probability of lifetime drawdown under constant consumption | 2016-11-21 | Paper |
| Hedging pure endowments with mortality derivatives | 2016-11-21 | Paper |
| Purchasing term life insurance to reach a bequest goal while consuming | 2016-05-20 | Paper |
| Book review of: V. I. Rotar, Actuarial models: the mathematics of insurance. 2nd ed. | 2016-05-10 | Paper |
| Purchasing life insurance to reach a bequest goal | 2015-01-28 | Paper |
| Proving regularity of the minimal probability of ruin via a game of stopping and control | 2014-12-18 | Paper |
| Maximizing the utility of consumption with commutable life annuities | 2014-04-14 | Paper |
| Optimal risk sharing under distorted probabilities | 2013-01-20 | Paper |
| Dividends and reinsurance under a penalty for ruin | 2012-05-11 | Paper |
| Optimal commutable annuities to minimize the probability of lifetime ruin | 2012-04-18 | Paper |
| Pricing options in incomplete equity markets via the instantaneous Sharpe ratio | 2012-03-06 | Paper |
| Minimizing the probability of lifetime ruin under stochastic volatility | 2011-08-02 | Paper |
| Optimal investment strategy to minimize occupation time | 2010-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562647 | 2010-05-27 | Paper |
| Erratum to: ``Annuitization and asset allocation: [Journal of Economic Dynamics \& Control 31 (9) (2007) 3138-3177] | 2010-01-19 | Paper |
| Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities | 2009-08-07 | Paper |
| Annuitization and asset allocation | 2009-07-01 | Paper |
| Robust Bayesian Credibility Using Semiparametric Models | 2009-06-15 | Paper |
| Minimizing the lifetime shortfall or shortfall at death | 2009-06-10 | Paper |
| Optimal reinsurance strategy under fixed cost and delay | 2009-04-02 | Paper |
| Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio | 2009-01-28 | Paper |
| Indifference prices of structured catastrophe (CAT) bonds | 2009-01-28 | Paper |
| Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates | 2008-08-22 | Paper |
| Real Longevity Insurance with a Deductible: Introduction to Advanced-Life Delayed Annuities (ALDA) | 2008-08-12 | Paper |
| Correspondence between lifetime minimum wealth and utility of consumption | 2007-12-16 | Paper |
| Minimizing the probability of lifetime ruin under borrowing constraints | 2007-07-19 | Paper |
| Credibility ratemaking using collateral information | 2007-05-29 | Paper |
| Unifying framework for optimal insurance | 2007-05-24 | Paper |
| Pricing equity-linked pure endowments with risky assets that follow Lévy processes | 2007-05-24 | Paper |
| Hedging life insurance with pure endowments | 2007-05-23 | Paper |
| ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN | 2007-02-22 | Paper |
| The timing of annuitization: Investment dominance and mortality risk | 2007-02-19 | Paper |
| Optimal insurance in a continuous-time model | 2006-10-05 | Paper |
| Supermodular functions on finite lattices | 2006-06-26 | Paper |
| Case Studies Using Panel Data Models | 2006-01-13 | Paper |
| Credibility Using a Loss Function from Spline Theory | 2006-01-13 | Paper |
| Credibility in Favor of Unlucky Insureds | 2006-01-13 | Paper |
| Forecasting Social Security Actuarial Assumptions | 2006-01-13 | Paper |
| A Bayesian Approach to Understanding Time Series Data | 2006-01-13 | Paper |
| “Pricing Perpetual Fund Protection with Withdrawal Option,” Hans U. Gerber and Elias S. W. Shiu, April 2003 | 2006-01-06 | Paper |
| Optimal Investment Strategy to Minimize the Probability of Lifetime Ruin | 2006-01-06 | Paper |
| Optimal Design of a Perpetual Equity-Indexed Annuity | 2006-01-06 | Paper |
| Equity-Indexed Life Insurance: Pricing and Reserving Using the Principle of Equivalent Utility | 2006-01-05 | Paper |
| Decomposition properties of dual choice functionals | 2005-10-19 | Paper |
| PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE | 2005-05-09 | Paper |
| Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility | 2004-03-16 | Paper |
| Pricing equity-linked pure endowments via the principle of equivalent utility. | 2004-02-14 | Paper |
| Measurement of relative inequity and Yaari's dual theory of risk. | 2003-11-16 | Paper |
| Equity and Exact Credibility | 2003-08-10 | Paper |
| Equity and Credibility | 2001-09-16 | Paper |
| Axiomatic characterization of insurance prices | 2001-05-02 | Paper |
| A longitudinal data analysis interpretation of credibility models | 2000-10-12 | Paper |
| Optimal insurance under Wang's premium principle. | 2000-01-31 | Paper |
| Credibility using a loss function from Spline theory | 2000-01-31 | Paper |
| Credibility using semiparametric models and a loss function with a constancy penalty | 2000-01-01 | Paper |
| Computation of distorted probabilities for diffusion processes via stochastic control methods. | 2000-01-01 | Paper |
| Updating non-additive measures with fuzzy information | 1999-06-03 | Paper |
| Risk-adjusted credibility premiums using distorted probabilities | 1999-03-25 | Paper |
| Families of update rules for non-additive measures: applications in pricing risks. | 1999-01-27 | Paper |
| Ordering risks: expected utility theory versus Yaari's dual theory of risk | 1998-01-01 | Paper |
| Fuzzy subsethood | 1997-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3694291 | 1985-01-01 | Paper |
| Unoriented Branched Coverings Arising from Group Actions | 1985-01-01 | Paper |
