| Publication | Date of Publication | Type |
|---|
| Model selection with Pearson's correlation, concentration and Lorenz curves under autocalibration | 2024-02-21 | Paper |
| Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models | 2023-11-17 | Paper |
| Conditional mean risk sharing of losses at occurrence time in the compound Poisson surplus model | 2023-10-12 | Paper |
| From risk reduction to risk elimination by conditional mean risk sharing of independent losses | 2023-02-03 | Paper |
| Semi-Markov modeling for cancer insurance | 2023-01-09 | Paper |
| Response versus gradient boosting trees, GLMs and neural networks under Tweedie loss and log-link | 2023-01-02 | Paper |
| MORTALITY CREDITS WITHIN LARGE SURVIVOR FUNDS | 2022-11-04 | Paper |
| Conditional tail expectation decomposition and conditional mean risk sharing for dependent and conditionally independent losses | 2022-07-28 | Paper |
| Polynomial series expansions and moment approximations for conditional mean risk sharing of insurance losses | 2022-07-07 | Paper |
| JOINT MODELING OF CLAIM FREQUENCIES AND BEHAVIORAL SIGNALS IN MOTOR INSURANCE | 2022-04-04 | Paper |
| Life Insurance Mathematics with Random Life Tables | 2022-02-11 | Paper |
| Impact of Underwriting Cycles on the Solvency of an Insurance Company | 2022-02-11 | Paper |
| Reply to Edward Furman, Yisub Kye, and Jianxi Su on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums” | 2022-02-07 | Paper |
| Reply to Jiandong Ren on Their Discussion on the Paper Titled “Size-Biased Risk Measures of Compound Sums” | 2022-02-07 | Paper |
| A new measure of mortality differentials based on precedence probability | 2022-01-14 | Paper |
| Pension Plan Valuation and Mortality Projection | 2022-01-10 | Paper |
| Risk Classification for Claim Counts | 2022-01-10 | Paper |
| Waiting period from diagnosis for mortgage insurance issued to cancer survivors | 2021-12-17 | Paper |
| Generalization error for Tweedie models: decomposition and error reduction with bagging | 2021-12-17 | Paper |
| Testing for more positive expectation dependence with application to model comparison | 2021-11-19 | Paper |
| Autocalibration and Tweedie-dominance for insurance pricing with machine learning | 2021-11-19 | Paper |
| Corrigendum and addendum to: ``From risk sharing to pure premium for a large number of heterogeneous losses | 2021-11-19 | Paper |
| Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction | 2021-10-28 | Paper |
| Stop-loss protection for a large P2P insurance pool | 2021-10-19 | Paper |
| Matrix calculation for ultimate and 1-year risk in the Semi-Markov individual loss reserving model | 2021-07-21 | Paper |
| Size-Biased Risk Measures of Compound Sums | 2021-04-28 | Paper |
| From risk sharing to pure premium for a large number of heterogeneous losses | 2021-03-17 | Paper |
| Investing in your own and peers' risks: the simple analytics of P2P insurance | 2021-01-20 | Paper |
| WAVELET-BASED FEATURE EXTRACTION FOR MORTALITY PROJECTION | 2020-12-13 | Paper |
| LARGE-LOSS BEHAVIOR OF CONDITIONAL MEAN RISK SHARING | 2020-12-13 | Paper |
| Effective Statistical Learning Methods for Actuaries II | 2020-12-03 | Paper |
| Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting | 2020-10-07 | Paper |
| Multivariate modelling of multiple guarantees in motor insurance of a household | 2020-03-06 | Paper |
| Bounds on concordance-based validation statistics in regression models for binary responses | 2019-12-19 | Paper |
| Model selection based on Lorenz and concentration curves, Gini indices and convex order | 2019-11-28 | Paper |
| SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES | 2019-11-22 | Paper |
| Concordance-based predictive measures in regression models for discrete responses | 2019-11-06 | Paper |
| Pricing and reserving in LTC insurance | 2019-10-23 | Paper |
| Effective Statistical Learning Methods for Actuaries I | 2019-09-11 | Paper |
| Effective Statistical Learning Methods for Actuaries III | 2019-08-13 | Paper |
| Extreme Value Analysis of Mortality at the Oldest Ages: A Case Study Based on Individual Ages at Death | 2019-05-28 | Paper |
| Beyond the Tweedie Reserving Model: The Collective Approach to Loss Development | 2019-05-28 | Paper |
| A dynamic equivalence principle for systematic longevity risk management | 2019-05-23 | Paper |
| Bivariate Bernoulli weighted sums and distribution of single-period tontine benefits | 2019-04-26 | Paper |
| Risk classification in life and health insurance: extension to continuous covariates | 2018-10-31 | Paper |
| MULTIVARIATE MODELLING OF HOUSEHOLD CLAIM FREQUENCIES IN MOTOR THIRD-PARTY LIABILITY INSURANCE | 2018-10-19 | Paper |
| Risk attitudes and the value of risk transformations | 2018-08-29 | Paper |
| Tail mutual exclusivity and Tail-VaR lower bounds | 2018-07-13 | Paper |
| LIFELONG HEALTH INSURANCE COVERS WITH SURRENDER VALUES: UPDATING MECHANISMS IN THE PRESENCE OF MEDICAL INFLATION | 2018-06-04 | Paper |
| Risk apportionment and multiply monotone targets | 2018-05-11 | Paper |
| Collective loss reserving with two types of claims in motor third party liability insurance | 2018-04-16 | Paper |
| Updating mechanism for lifelong insurance contracts subject to medical inflation | 2018-04-03 | Paper |
| Bounds on Kendall's tau for zero-inflated continuous variables | 2017-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2968268 | 2017-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965071 | 2017-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2965078 | 2017-02-27 | Paper |
| Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization | 2017-01-31 | Paper |
| Multivariate higher-degree stochastic increasing convexity | 2017-01-10 | Paper |
| From regulatory life tables to stochastic mortality projections: the exponential decline model | 2016-12-14 | Paper |
| A multivariate evolutionary credibility model for mortality improvement rates | 2016-11-21 | Paper |
| Semi-parametric accelerated hazard relational models with applications to mortality projections | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801352 | 2016-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801365 | 2016-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801345 | 2016-04-07 | Paper |
| Risk aversion, prudence, and asset allocation: a review and some new developments | 2016-02-29 | Paper |
| Evaluation of the EU proposed farm income stabilisation tool by skew normal linear mixed models | 2016-01-22 | Paper |
| Stochastic approximations in CBD mortality projection models | 2015-12-21 | Paper |
| Almost expectation and excess dependence notions | 2015-11-13 | Paper |
| Model points and tail-VaR in life insurance | 2015-09-14 | Paper |
| Max-factor individual risk models with application to credit portfolios | 2015-05-26 | Paper |
| Comonotonicity, orthant convex order and sums of random variables | 2015-04-01 | Paper |
| Efficient approximations for numbers of survivors in the Lee-Carter model | 2015-02-03 | Paper |
| A separation theorem for the weak \(s\)-convex orders | 2015-02-03 | Paper |
| Reserve-dependent benefits and costs in life and health insurance contracts | 2015-01-28 | Paper |
| Individual loss reserving using paid-incurred data | 2015-01-28 | Paper |
| Bivariate almost stochastic dominance | 2014-11-14 | Paper |
| Nonlife ratemaking and risk management with Bayesian generalized additive models for location, scale, and shape | 2014-09-22 | Paper |
| Worst-case actuarial calculations consistent with single- and multiple-decrement life tables | 2014-07-16 | Paper |
| Decreasing higher-order absolute risk aversion and higher-degree stochastic dominance | 2014-06-18 | Paper |
| Convex order and comonotonic conditional mean risk sharing | 2014-04-14 | Paper |
| Improving your chances: a new result | 2014-04-09 | Paper |
| Benchmark values for higher order coefficients of relative risk aversion | 2014-04-08 | Paper |
| INDIVIDUAL LOSS RESERVING WITH THE MULTIVARIATE SKEW NORMAL FRAMEWORK | 2014-02-27 | Paper |
| Another look at risk apportionment | 2013-12-20 | Paper |
| Composite Lognormal–Pareto model with random threshold | 2013-12-13 | Paper |
| Ruin problems under IBNR dynamics | 2013-11-15 | Paper |
| Approximations for quantiles of life expectancy and annuity values using the parametric improvement rate approach to modelling and projecting mortality | 2013-08-20 | Paper |
| Multivariate Concave and Convex Stochastic Dominance | 2013-07-30 | Paper |
| Ordering functions of random vectors, with application to partial sums | 2013-07-19 | Paper |
| When Ross meets Bell: the linex utility function | 2013-04-25 | Paper |
| A sufficient condition of crossing type for the bivariate orthant convex order | 2013-01-25 | Paper |
| The Solvency II square-root formula for systematic biometric risk | 2012-04-18 | Paper |
| Correlation order, merging and diversification | 2012-02-10 | Paper |
| Stochastic mortality under measure changes | 2011-11-26 | Paper |
| Distribution of the random future life expectancies in log-bilinear mortality projection models | 2011-08-25 | Paper |
| The dispersive effect of cross-aging with archimedean copulas | 2011-07-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008263 | 2011-06-15 | Paper |
| Longevity-Indexed Life Annuities | 2011-06-07 | Paper |
| A multivariate time series approach to projected life tables | 2011-04-06 | Paper |
| Ruin probabilities and optimal capital allocation for heterogeneous life annuity portfolios | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3071110 | 2011-02-01 | Paper |
| Correlated risks, bivariate utility and optimal choices | 2011-01-21 | Paper |
| Positive Dependence of Signals | 2010-10-12 | Paper |
| Stronger measures of higher-order risk attitudes | 2010-09-30 | Paper |
| Some consequences of correlation aversion in decision science | 2010-09-20 | Paper |
| Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes | 2010-09-15 | Paper |
| Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap | 2010-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566004 | 2010-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566021 | 2010-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562639 | 2010-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562645 | 2010-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562658 | 2010-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562659 | 2010-05-27 | Paper |
| Generalized Increasing Convex and Directionally Convex Orders | 2010-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3647072 | 2009-11-27 | Paper |
| Moment bounds on discrete expected stop-loss transforms, with applications | 2009-08-31 | Paper |
| Life anuities with stochastic survival probabilities: A review | 2009-08-31 | Paper |
| An index for longevity risk transfer | 2009-07-20 | Paper |
| Fixed versus Random Effects in Poisson Regression Models for Claim Counts: A Case Study with Motor Insurance | 2009-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3611830 | 2009-03-03 | Paper |
| Dependence in failure times due to environmental factors | 2009-03-02 | Paper |
| Local Moment Matching and S-convex Extrema | 2009-01-28 | Paper |
| Credibility premiums for the zero-inflated Poisson model and new hunger for bonus interpretation | 2009-01-28 | Paper |
| Comonotonic approximations to quantiles of life annuity conditional expected present value | 2009-01-28 | Paper |
| S-convex extremal distributions with arbitrary discrete support | 2008-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3523756 | 2008-09-05 | Paper |
| Convex bounds on multiplicative processes, with applications to pricing in incomplete markets | 2008-08-22 | Paper |
| Negative binomial version of the Lee–Carter model for mortality forecasting | 2008-06-18 | Paper |
| Discrete \(s\)-convex extremal distributions: theory and applications | 2008-04-10 | Paper |
| COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS | 2008-03-13 | Paper |
| Association and heterogeneity of insured lifetimes in the Lee–Carter framework | 2007-12-16 | Paper |
| Stochastic analysis of duplicates in life insurance portfolios | 2007-10-30 | Paper |
| Bonus-Malus scales using exponential loss functions | 2007-10-30 | Paper |
| On the stochastic increasingness of future claims in the Bühlmann linear credibility premium | 2007-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5421109 | 2007-10-22 | Paper |
| Duration dependence models for claim counts | 2007-10-10 | Paper |
| Actuarial Modelling of Claim Counts | 2007-08-28 | Paper |
| Supermodular comparison of time-to-ruin random vectors | 2007-08-17 | Paper |
| Heterogeneity and the need for capital in the individual model | 2007-05-29 | Paper |
| An actuarial analysis of the French bonus-malus system | 2007-05-29 | Paper |
| Bayesian Poisson log-bilinear mortality projections | 2007-05-24 | Paper |
| Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection | 2007-04-11 | Paper |
| Risk measurement with equivalent utility principles | 2007-01-30 | Paper |
| Bounds on convex reliability functions with known first moments | 2006-12-07 | Paper |
| Bonus-malus Systems with Varying Deductibles | 2006-10-04 | Paper |
| Monotonicity results for portfolios with heterogeneous claims arrival processes | 2006-08-14 | Paper |
| Bootstrapping the Poisson log-bilinear model for mortality forecasting | 2006-05-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5200966 | 2006-04-12 | Paper |
| Generalized Pareto Fit to the Society of Actuaries’ Large Claims Database | 2006-01-05 | Paper |
| Non-life rate-making with Bayesian GAMs | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5461830 | 2005-07-27 | Paper |
| A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum | 2005-03-30 | Paper |
| Dependence in Dynamic Claim Frequency Credibility Models | 2005-03-30 | Paper |
| Setting a Bonus-Malus Scale in the Presence of Other Rating Factors: Taylor's Work Revisited | 2005-03-30 | Paper |
| Testing for Concordance Ordering | 2005-03-30 | Paper |
| Constraints on concordance measures in bivariate discrete data | 2005-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817762 | 2004-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817773 | 2004-09-21 | Paper |
| Variability orders and mean differences | 2003-11-27 | Paper |
| Does positive dependence between individual risks increase stop-loss premiums? | 2003-11-16 | Paper |
| Laplace transform ordering of actuarial quantities. | 2003-11-16 | Paper |
| Measuring the impact of dependence between claims occurrences. | 2003-11-16 | Paper |
| The concept of comonotonicity in actuarial science and finance: applications. | 2003-11-16 | Paper |
| A Poisson log-bilinear regression approach to the construction of projected lifetables. | 2003-11-16 | Paper |
| The concept of comonotonicity in actuarial science and finance: theory. | 2003-06-25 | Paper |
| Smooth generators of integral stochastic orders. | 2003-05-06 | Paper |
| Polynomial structures in order statistics distributions | 2003-04-09 | Paper |
| Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications | 2002-11-21 | Paper |
| S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations | 2002-11-21 | Paper |
| On the stop-loss and total variation distances between random sums | 2002-06-16 | Paper |
| Optimal reinsurance and stop-loss order | 2002-06-10 | Paper |
| An extension of Osuna's model for stress caused by waiting | 2002-06-04 | Paper |
| On \(s\)-convexity and risk aversion | 2002-01-14 | Paper |
| Stochastic convexity of the Poisson mixture model | 2002-01-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2751331 | 2002-01-03 | Paper |
| Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid | 2001-11-26 | Paper |
| GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES | 2001-08-12 | Paper |
| A class of bivariate stochastic orderings, with applications in actuarial sciences | 2001-08-06 | Paper |
| On s -convex approximations | 2001-05-06 | Paper |
| On the theory of high convexity stochastic orders | 2001-04-09 | Paper |
| Time stochastic \(s\)-convexity of claim processes | 2001-02-18 | Paper |
| Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory | 2000-11-01 | Paper |
| Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings | 2000-08-21 | Paper |
| The safest dependence structure among risks. | 2000-03-30 | Paper |
| On \(s\)-convex stochastic extrema for arithmetic risks | 2000-03-30 | Paper |
| Stochastic bounds on sums of dependent risks | 2000-01-31 | Paper |
| Impact of dependence among multiple claims in a single loss | 2000-01-01 | Paper |
| Stochastic Orderings of Convex-Type for Discrete Bivariate Risks | 1999-09-14 | Paper |
| The s-convex orders among real random variables, with applications | 1999-07-19 | Paper |
| Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences | 1999-01-05 | Paper |
