| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6114222 | 2023-07-11 | Paper |
| Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times | 2023-06-16 | Paper |
| Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model | 2022-11-14 | Paper |
| Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend | 2022-08-25 | Paper |
| First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits | 2022-06-09 | Paper |
| On the fractional partial integro-differential equations of mixed type with non-instantaneous impulses | 2022-04-19 | Paper |
| Two solutions to Kirchhoff-type fourth-order implusive elastic beam equations | 2022-04-19 | Paper |
| Triple solutions for a damped impulsive differential equation | 2022-03-15 | Paper |
| Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model | 2021-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3380702 | 2021-09-29 | Paper |
| Triple solutions for elliptic Dirichlet problems with a parameter | 2021-09-03 | Paper |
| Existence of mild solutions for a class of fractional non-autonomous evolution equations with delay | 2021-05-11 | Paper |
| Two solutions to superlinear Hamiltonian systems with impulsive effects | 2020-06-02 | Paper |
| Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model | 2020-02-18 | Paper |
| Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income | 2020-02-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5209081 | 2020-01-22 | Paper |
| The absolute ruin insurance risk model with a threshold dividend strategy | 2019-11-13 | Paper |
| Valuing equity-linked death benefits in general exponential Lévy models | 2019-11-05 | Paper |
| The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier | 2019-02-08 | Paper |
| A dependent insurance risk model with surrender and investment under the thinning process | 2018-08-27 | Paper |
| Randomized dividends in a discrete insurance risk model with stochastic premium income | 2014-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5400084 | 2014-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4926265 | 2013-06-20 | Paper |
| Studies on a double Poisson-geometric insurance risk model with interference | 2013-06-13 | Paper |
| On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income | 2013-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2892429 | 2012-06-18 | Paper |
| Finite-time stabilization of three-dimensional chaotic systems based on CLF | 2012-05-11 | Paper |
| Stabilization of three-dimensional chaotic systems via single state feedback controller | 2012-04-30 | Paper |
| Synchronization of three dimensional chaotic systems via a single state feedback | 2011-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640297 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5320423 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3517840 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772229 | 2002-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2772287 | 2002-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4038186 | 1993-05-16 | Paper |
