| Publication | Date of Publication | Type |
|---|
| Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion | 2024-12-03 | Paper |
| Some global topological properties of a free boundary problem appearing in a two dimensional controlled ruin problem | 2023-10-12 | Paper |
| An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains | 2021-10-08 | Paper |
| Ruin probability in a two-dimensional model with correlated Brownian motions | 2021-07-21 | Paper |
| Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift | 2021-07-09 | Paper |
| On the gain of collaboration in a two dimensional ruin problem | 2020-03-06 | Paper |
| A Ruin Problem for a Two-Dimensional Brownian Motion with Controllable Drift in the Positive Quadrant | 2020-02-17 | Paper |
| Optimal control and the value of information for a stochastic epidemiological SIS-model | 2019-05-10 | Paper |
| Some notes on Sonine–Gegenbauer integrals | 2018-12-18 | Paper |
| A two-dimensional dividend problem for collaborating companies and an optimal stopping problem | 2018-12-14 | Paper |
| Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon | 2016-08-10 | Paper |
| An optimal consumption problem in finite time with a constraint on the ruin probability | 2015-11-09 | Paper |
| Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian model with absorption and finite time horizon | 2014-09-18 | Paper |
| Optimal consumption under deterministic income | 2014-07-04 | Paper |
| Optimal consumption in a Brownian model with absorption and finite time horizon | 2013-08-09 | Paper |
| A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation | 2011-11-27 | Paper |
| Risk averse asymptotics in a Black--Scholes market on a finite time horizon | 2011-09-20 | Paper |
| On the impact of hidden trends for a compound Poisson model with Pareto-type claims | 2010-09-21 | Paper |
| Optimal expected exponential utility of dividend payments in a Brownian risk model | 2009-02-28 | Paper |
| A regularity theorem for a Volterra integral equation of the second kind | 2009-02-19 | Paper |
| Minimal ruin probabilities and investment under interest force for a class of subexponential distributions | 2007-12-16 | Paper |
| Risk Averse Asymptotics and the Optional Decomposition | 2007-09-17 | Paper |
| A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market | 2007-03-02 | Paper |
| Ruin probabilities and investment under interest force in the presence of regularly varying tails | 2006-05-24 | Paper |
| An analogue of the Cramér-Lundberg approximation in the optimal investment case | 2004-10-28 | Paper |
| Asymptotic ruin probabilities and optimal investment | 2004-03-21 | Paper |
| Ruin probabilities in the presence of regularly varying tails and optimal investment. | 2003-11-16 | Paper |
| On the minimal entropy martingale measure. | 2003-05-06 | Paper |
| Exponential Hedging and Entropic Penalties | 2002-10-28 | Paper |
| Embedding in Brownian motion with drift and the Azéma-Yor construction | 2002-08-29 | Paper |
| Frequent hedging under transaction costs and a nonlinear Fokker-Planck PDE | 2002-04-17 | Paper |
| On non-supersymmetric finite quantum field theories | 2002-02-26 | Paper |
| Leland's approach to option pricing: The evolution of a discontinuity | 2001-11-26 | Paper |
| Towards a classification of finite field theories | 2001-07-31 | Paper |
| No-go theorems for nonsupersymmetric finite quantum field theories | 2001-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938942 | 2001-02-01 | Paper |
| On Martingale Measures for Stochastic Processes with Independent Increments | 2000-10-19 | Paper |
| The \(p\)-optimal martingale measure and its asymptotic relation with the minimal-entropy martingale measure | 1999-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4213415 | 1998-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4892169 | 1997-03-23 | Paper |
| A mixed bvp for flow in strongly anisotropic media | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5750949 | 1990-01-01 | Paper |
