| Publication | Date of Publication | Type |
|---|
| “On the Joint Distributions of the Time to Ruin, the Surplus Prior to Ruin, and the Deficit at Ruin in the Classical Risk Model”, David Landriault and Gordon E. Willmot, April, 2009 | 2022-02-11 | Paper |
| “Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007 | 2022-01-19 | Paper |
| Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Bangwon Ko, July 2006 | 2022-01-19 | Paper |
| Equivalence principle and Jewell's inequality | 2022-01-14 | Paper |
| Authors' Reply: On Optimal Dividend Strategies in the Compound Poisson Model, discussion by Eric C. K. Cheung | 2022-01-10 | Paper |
| Authors’ Reply: On the Merger of Two Companies - Discussion by Hansjörg Albrecher; Stefan Thonhauser | 2022-01-10 | Paper |
| Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment | 2022-01-10 | Paper |
| On Optimal Dividend Strategies In The Compound Poisson Model | 2021-12-22 | Paper |
| Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest | 2021-12-22 | Paper |
| Authors’ Reply: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest - Discussion by Nathaniel Smith; Andrew C. Y. Ng; Jinxia Zhu | 2021-12-22 | Paper |
| On The Merger Of Two Companies | 2021-12-22 | Paper |
| Authors’ Reply: On Optimal Dividend Strategies in the Compound Poisson Model - Discussion by Hansjörg Albrecher; Stefan Thonhauser; Bangwon Ko; Nathaniel Smith; Chuancun Yin; Xiaowen Zhou | 2021-12-22 | Paper |
| “On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006 | 2021-12-22 | Paper |
| Hans U. Gerber and Elias S. W. Shiu’s Discussion on “Agricultural Insurance Ratemaking: Development of a New Premium Principle,” by Wenjun Zhu, Ken Seng Tan, and Lysa Porth, Volume 23(4) | 2021-12-18 | Paper |
| An actuarial approach to pricing barrier options | 2021-12-17 | Paper |
| Discussion on “A General Semi-Markov Model for Coupled Lifetimes,” by Min Ji and Rui Zhou, Volume 23(1) | 2020-12-13 | Paper |
| Discussion on “Empirical Approach for Optimal Reinsurance Design,” by Ken Seng Tan and Chengguo Weng, Volume 18(2) | 2019-05-28 | Paper |
| A constraint-free approach to optimal reinsurance | 2018-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801348 | 2016-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801359 | 2016-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801427 | 2016-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801428 | 2016-04-07 | Paper |
| Geometric stopping of a random walk and its applications to valuing equity-linked death benefits | 2015-09-14 | Paper |
| A note on moments of dividends | 2014-11-27 | Paper |
| Valuing equity-linked death benefits in jump diffusion models | 2014-06-23 | Paper |
| Valuing equity-linked death benefits and other contingent options: a discounted density approach | 2014-04-10 | Paper |
| The Omega model: from bankruptcy to occupation times in the red | 2013-02-05 | Paper |
| An elementary approach to discrete models of dividend strategies | 2012-02-10 | Paper |
| Obtaining the dividends-penalty identities by interpretation | 2012-02-10 | Paper |
| The optimal dividend barrier in the gamma-omega model | 2011-08-25 | Paper |
| A Direct Approach to the Discounted Penalty Function | 2011-08-23 | Paper |
| Optimal dividends with incomplete information in the dual model | 2010-06-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3562650 | 2010-05-27 | Paper |
| Optimal Dividends in the Dual Model with Diffusion | 2009-06-25 | Paper |
| A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier | 2009-06-15 | Paper |
| Maximizing Dividends without Bankruptcy | 2009-06-15 | Paper |
| Methods for estimating the optimal dividend barrier and the probability of ruin | 2008-08-22 | Paper |
| Optimal dividends in the dual model | 2007-07-19 | Paper |
| Pricing Dynamic Investment Fund Protection | 2006-01-13 | Paper |
| Investing for Retirement | 2006-01-13 | Paper |
| Skewness and Stock Option Prices | 2006-01-13 | Paper |
| On the Time Value of Ruin | 2006-01-13 | Paper |
| Utility Functions | 2006-01-13 | Paper |
| Pricing Perpetual Options for Jump Processes | 2006-01-13 | Paper |
| Optimal Dividends | 2006-01-06 | Paper |
| “A Note on the Myers and Read Capital Allocation Formula” Stephen J. Mildenhall, April 2004 | 2006-01-06 | Paper |
| The Time Value of Ruin in a Sparre Andersen Model | 2006-01-06 | Paper |
| Indicator Function and Hattendorff Theorem | 2006-01-05 | Paper |
| Pricing Lookback Options and Dynamic Guarantees | 2006-01-05 | Paper |
| Pricing Perpetual Fund Protection with Withdrawal Option | 2006-01-05 | Paper |
| Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends | 2006-01-05 | Paper |
| “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 | 2006-01-05 | Paper |
| “Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process,” Yebin Cheng and Qihe Tang, January 2003 | 2006-01-05 | Paper |
| On optimal dividends: from reflection to refraction | 2005-11-01 | Paper |
| Discounted probabilities and ruin theory in the compound binomial model | 2001-02-18 | Paper |
| From ruin theory to pricing reset guarantees and perpetual put options | 2000-07-10 | Paper |
| On the discounted penalty at ruin in a jump-diffusion and the perpetual put option | 1999-11-07 | Paper |
| MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS | 1999-05-26 | Paper |
| Actuarial bridges to dynamic hedging and option pricing | 1998-03-17 | Paper |
| The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin | 1998-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129751 | 1997-04-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854544 | 1995-11-14 | Paper |
| Some alternatives for the individual model | 1995-08-21 | Paper |
| From perpetual strangles to Russian options | 1995-07-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320690 | 1995-02-02 | Paper |
| The probability of ruin for the inverse Gaussian and related processes | 1993-06-29 | Paper |
| On the probability of ruin for infinitely divisible claim amount distributions | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4023387 | 1993-01-23 | Paper |
| From the generalized gamma to the generalized negative binomial distribution | 1992-06-28 | Paper |
| Risk theory for the compound Poisson process that is perturbed by diffusion | 1991-01-01 | Paper |
| Rational ruin problems - a note for the teacher | 1991-01-01 | Paper |
| When does the surplus reach a given target? | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3034710 | 1989-01-01 | Paper |
| Non-uniqueness of option prices | 1988-01-01 | Paper |
| The probability and severity of ruin for combinations of exponential claim amount distributions and their translations | 1988-01-01 | Paper |
| Mathematical fun with ruin theory | 1988-01-01 | Paper |
| The surpluses immediately before and at ruin, and the amount of the claim causing ruin | 1988-01-01 | Paper |
| A simple proof of Feller's characterization of the compound Poisson distributions | 1987-01-01 | Paper |
| On the small risk approximation | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3725405 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3745129 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3773148 | 1986-01-01 | Paper |
| On convex principles of premium calculation | 1985-01-01 | Paper |
| On additive principles of zero utility | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185877 | 1985-01-01 | Paper |
| Chains of reinsurance | 1984-01-01 | Paper |
| Mixed Poisson processes and the probability of ruin | 1984-01-01 | Paper |
| Error bounds for the compound Poisson approximation | 1984-01-01 | Paper |
| Equilibria in a proportional reinsurance market | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3321299 | 1984-01-01 | Paper |
| Wronski's Formula and the Resultant of Two Polynomials | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3706385 | 1984-01-01 | Paper |
| On the numerical evaluation of the distribution of aggregate claims and its stop-loss premiums | 1982-01-01 | Paper |
| An unbayesed approach to credibility | 1982-01-01 | Paper |
| Ruin theory in the linear model | 1982-01-01 | Paper |
| The occurrence of sequence patterns in repeated experiments and hitting times in a Markov chain | 1981-01-01 | Paper |
| The Wiener process with drift between a linear retaining and an absorbing barrier | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3668698 | 1981-01-01 | Paper |
| On the probability of ruin in the presence of a linear dividend barrier | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3940706 | 1981-01-01 | Paper |
| On the representation of additive principles of premium calculation | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3891652 | 1980-01-01 | Paper |
| A Characterization of Certain Families of Distributions Via Essche Transforms and Independence | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3049730 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3868650 | 1979-01-01 | Paper |
| General jump process and time change — or, how to define stochastic operational time | 1978-01-01 | Paper |
| Uncertainty Functions with a Constant Rate of Reduction and Comparison of Experiments | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4162361 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4101263 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4153987 | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4082912 | 1974-01-01 | Paper |
| The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4404211 | 1973-01-01 | Paper |
| Games of Economic Survival with Discrete- and Continuous-Income Processes | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5656220 | 1972-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5621248 | 1971-01-01 | Paper |
| The Discounted Central Limit Theorem and its Berry-Esseen Analogue | 1971-01-01 | Paper |
| Some Results for Discrete Unimodality | 1971-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5604458 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5637709 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5580114 | 1969-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5588331 | 1969-01-01 | Paper |
| An extension of Schütte's Klammersymbole | 1967-01-01 | Paper |
| First One Hundred Zeros of J 0 (x) Accurate to 19 Significant Figures | 1964-01-01 | Paper |
