| Publication | Date of Publication | Type |
|---|
| Optimal reinsurance contract in a Stackelberg game framework: a view of social planner | 2024-02-26 | Paper |
| Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion | 2023-09-28 | Paper |
| A refracted Lévy process with delayed dividend pullbacks | 2023-09-11 | Paper |
| Optimal Stopping for Exponential Lévy Models with Weighted Discounting | 2023-08-15 | Paper |
| Bridging the first and last passage times for Lévy models | 2023-02-23 | Paper |
| Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model | 2022-02-11 | Paper |
| On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model | 2022-02-11 | Paper |
| Author’s Reply: On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model - Discussion by David C. M. Dickson; Jae-Kyung Woo; Hans U. Gerber; Elias S. W. Shiu | 2022-02-11 | Paper |
| Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model | 2022-01-19 | Paper |
| On the analysis of deep drawdowns for the Lévy insurance risk model | 2021-10-19 | Paper |
| An insurance risk process with a generalized income process: a solvency analysis | 2021-06-21 | Paper |
| On series expansions for scale functions and other ruin-related quantities | 2020-08-26 | Paper |
| On occupation times in the red of Lévy risk models | 2020-08-03 | Paper |
| Optimal reinsurance-investment strategy for a dynamic contagion claim model | 2020-08-03 | Paper |
| On the distribution of classic and some exotic ruin times | 2019-11-28 | Paper |
| Joint Insolvency Analysis of a Shared MAP Risk Process: A Capital Allocation Application | 2019-05-28 | Paper |
| Equilibrium Strategies for the Mean-Variance Investment Problem over a Random Horizon | 2018-10-31 | Paper |
| Poissonian potential measures for Lévy risk models | 2018-10-19 | Paper |
| A unified approach for drawdown (drawup) of time-homogeneous Markov processes | 2018-09-26 | Paper |
| Analysis of IBNR claims in renewal insurance models | 2018-07-17 | Paper |
| Drawdown analysis for the renewal insurance risk process | 2018-07-13 | Paper |
| First passage time for compound Poisson processes with diffusion: ruin theoretical and financial applications | 2018-07-11 | Paper |
| A note on deficit analysis in dependency models involving Coxian claim amounts | 2018-07-11 | Paper |
| Expected utility of the drawdown-based regime-switching risk model with state-dependent termination | 2018-04-12 | Paper |
| A note on the convexity of ruin probabilities | 2017-05-24 | Paper |
| On magnitude, asymptotics and duration of drawdowns for Lévy models | 2017-01-11 | Paper |
| A pair of optimal reinsurance-investment strategies in the two-sided exit framework | 2016-12-14 | Paper |
| Risk measures related to the surplus process in the compound Markov binomial model | 2016-04-07 | Paper |
| A note on order statistics in the mixed Erlang case | 2015-12-22 | Paper |
| On minimizing drawdown risks of lifetime investments | 2015-12-14 | Paper |
| On a risk model with claim investigation | 2015-12-14 | Paper |
| On the Frequency of Drawdowns for Brownian Motion Processes | 2015-05-29 | Paper |
| A risk model with varying premiums: its risk management implications | 2015-03-13 | Paper |
| Analysis of a drawdown-based regime-switching Lévy insurance model | 2015-03-13 | Paper |
| Occupation times in the MAP risk model | 2015-03-13 | Paper |
| On the analysis of time dependent claims in a class of birth process claim count models | 2015-01-28 | Paper |
| An insurance risk model with Parisian implementation delays | 2014-12-05 | Paper |
| An adaptive premium policy with a Bayesian motivation in the classical risk model | 2014-04-14 | Paper |
| Analysis of the discounted sum of ascending ladder heights | 2014-04-14 | Paper |
| DISTRIBUTION OF THE TIME TO RUIN IN SOME SPARRE ANDERSEN RISK MODELS | 2014-02-27 | Paper |
| On orderings and bounds in a generalized Sparre Andersen risk model | 2013-11-15 | Paper |
| Moments of the discounted dividends in a threshold-typ Markovian risk process | 2013-09-16 | Paper |
| On the analysis of a class of loss models incorporating time dependence | 2013-08-20 | Paper |
| On a risk model with surplus-dependent premium and tax rates | 2012-11-05 | Paper |
| A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model | 2012-02-10 | Paper |
| Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models | 2012-02-10 | Paper |
| Joint densities involving the time to ruin in the Sparre Andersen risk model under exponential assumptions | 2011-12-21 | Paper |
| Moment generating functions of compound renewal sums with discounted claims | 2011-11-26 | Paper |
| A Direct Approach to a First-Passage Problem with Applications in Risk Theory | 2011-10-21 | Paper |
| On a Generalization of the Risk Model with Markovian Claim Arrivals | 2011-10-21 | Paper |
| Occupation times of spectrally negative Lévy processes with applications | 2011-10-11 | Paper |
| Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model | 2010-06-20 | Paper |
| Applications of fluid flow matrix analytic methods in ruin theory —a review;Méetodos analíticos matriciales para flujos fluidos aplicados a la teoría de la ruina —una revisión | 2010-01-27 | Paper |
| Perturbed MAP Risk Models with Dividend Barrier Strategies | 2009-07-15 | Paper |
| Dependent Risk Models with Bivariate Phase-Type Distributions | 2009-04-14 | Paper |
| Analysis of a threshold dividend strategy for a MAP risk model | 2009-02-28 | Paper |
| Randomized dividends in the compound binomial model with a general premium rate | 2009-02-28 | Paper |
| On the analysis of a multi-threshold Markovian risk model | 2009-02-28 | Paper |
| On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution | 2009-01-28 | Paper |
| Constant dividend barrier in a risk model with interclaim-dependent claim sizes | 2008-08-22 | Paper |
| On the dual risk model with tax payments | 2008-06-25 | Paper |
| On a risk model with dependence between interclaim arrivals and claim sizes | 2007-05-29 | Paper |
| Ruin probabilities in the discrete time renewal risk model | 2006-06-09 | Paper |
| Ruin Probabilities in the Compound Markov Binomial Model | 2006-05-24 | Paper |
| Compound binomial risk model in a Markovian environment | 2005-01-13 | Paper |
