| Publication | Date of Publication | Type |
|---|
| The Bessel function expression of characteristic function | 2024-11-20 | Paper |
| Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science | 2024-11-18 | Paper |
| Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications | 2024-08-26 | Paper |
| Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons | 2024-07-12 | Paper |
| The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution | 2024-07-08 | Paper |
| Bounds for Gini's mean difference based on first four moments, with some applications | 2024-03-25 | Paper |
| Stochastic representations and probabilistic characteristics of multivariate skew-elliptical distributions | 2024-01-04 | Paper |
| Multivariate doubly truncated moments for a class of multivariate location-scale mixture of elliptical distributions | 2023-10-17 | Paper |
| An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings | 2023-08-14 | Paper |
| A Lévy risk model with ratcheting and barrier dividend strategies | 2023-08-07 | Paper |
| Optimal reinsurance policy under a new distortion risk measure | 2023-07-03 | Paper |
| Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors | 2023-04-18 | Paper |
| TAIL CONDITIONAL EXPECTATIONS FOR GENERALIZED SKEW-ELLIPTICAL DISTRIBUTIONS | 2022-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5097998 | 2022-09-01 | Paper |
| A new class of symmetric distributions including the elliptically symmetric logistic | 2022-07-22 | Paper |
| Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs | 2022-06-01 | Paper |
| Stein's lemma for truncated generalized skew-elliptical random vectors | 2022-04-25 | Paper |
| Multivariate tail covariance risk measure for generalized skew-elliptical distributions | 2022-04-05 | Paper |
| Tail conditional risk measures for location-scale mixture of elliptical distributions | 2022-03-24 | Paper |
| A new class of multivariate elliptically contoured distributions with inconsistency property | 2022-01-07 | Paper |
| “On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005 | 2021-12-22 | Paper |
| A generalized Erlang(<italic>n</italic>) risk model with a hybrid dividend strategy | 2021-12-17 | Paper |
| The Bessel function expression of characteristic function | 2021-12-13 | Paper |
| Multivariate double truncated expectation and covariance risk measures for elliptical distributions | 2021-12-09 | Paper |
| Stochastic orderings of multivariate elliptical distributions | 2021-06-28 | Paper |
| Stein type lemmas for location-scale mixture of generalized skew-elliptical random vectors | 2021-05-14 | Paper |
| Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons | 2021-03-30 | Paper |
| Expressions for joint moments of elliptical distributions | 2021-03-10 | Paper |
| Optimal expected utility of dividend payments with proportional reinsurance under VaR constraints and stochastic interest rate | 2020-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5115368 | 2020-08-12 | Paper |
| Conditional tail risk expectations for location-scale mixture of elliptical distributions | 2020-07-18 | Paper |
| ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS | 2020-02-05 | Paper |
| The exit time and the dividend value function for one-dimensional diffusion processes | 2019-08-16 | Paper |
| A unifying approach to constrained and unconstrained optimal reinsurance | 2019-07-26 | Paper |
| Solution of Hamilton-Jacobi-Bellman equation in optimal reinsurance strategy under dynamic VaR constraint | 2019-05-16 | Paper |
| The first passage time problem for mixed-exponential jump processes with applications in insurance and finance | 2019-02-14 | Paper |
| Exit problems for jump processes having double-sided jumps with rational Laplace transforms | 2019-02-14 | Paper |
| Stochastic optimal control of investment and dividend payment model under debt control with time-inconsistency | 2019-02-08 | Paper |
| Representations of the Riemann zeta function: A probabilistic approach | 2019-01-30 | Paper |
| Spectrally negative Lévy risk model under Erlangized barrier strategy | 2019-01-29 | Paper |
| Stochastic interest model based on compound Poisson process and applications in actuarial science | 2018-11-05 | Paper |
| A New Class of Symmetric Distributions Including the Elliptically Symmetric Logistic | 2018-10-24 | Paper |
| The Ornstein-Uhlenbeck-type model with a hybrid dividend strategy | 2018-10-10 | Paper |
| On the last exit times for spectrally negative Lévy processes | 2018-09-26 | Paper |
| Two sufficient conditions for convex ordering on risk aggregation | 2018-08-30 | Paper |
| Remarks on equality of two distributions under some partial orders | 2018-05-29 | Paper |
| Optimal investment and premium control in a nonlinear diffusion model | 2018-01-19 | Paper |
| The mixability of elliptical distributions and log-elliptical distributions | 2017-11-14 | Paper |
| On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations | 2017-09-26 | Paper |
| Joint mixability of elliptical distributions and related families | 2017-06-17 | Paper |
| Optimal dividends and capital injections for a spectrally positive Lévy process | 2017-06-15 | Paper |
| Optimal reinsurance with both proportional and fixed costs | 2015-12-22 | Paper |
| Hitting Time and Place of Brownian Motion with Drift | 2015-10-14 | Paper |
| Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs | 2015-06-23 | Paper |
| Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory | 2015-03-02 | Paper |
| Uniform estimate for the tail probabilities of randomly weighted sums | 2014-12-09 | Paper |
| Optimal dividend problem with a terminal value for spectrally positive Lévy processes | 2014-06-23 | Paper |
| An extension of Paulsen-Gjessing's risk model with stochastic return on investments | 2014-04-04 | Paper |
| Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes | 2014-03-14 | Paper |
| Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions | 2013-10-29 | Paper |
| Optimal dividend problem for a generalized compound Poisson risk model | 2013-05-08 | Paper |
| Exit problems for jump processes with applications to dividend problems | 2013-04-22 | Paper |
| The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers | 2013-01-09 | Paper |
| Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables | 2012-12-06 | Paper |
| Complete monotonicity of the probability of ruin and de Finetti's dividend problem | 2012-11-15 | Paper |
| The optimal dividend strategy in the perturbed compound Poisson risk model with investment | 2012-10-05 | Paper |
| On a dual model with barrier strategy | 2012-08-06 | Paper |
| The expected discounted penalty function under a renewal risk model with stochastic income | 2012-07-16 | Paper |
| Equivalent conditions of local asymptotics for the overshoot of a random walk with heavy-tailed increments | 2012-01-27 | Paper |
| Minimum of Dependent Random Variables with Convolution-Equivalent Distributions | 2011-11-18 | Paper |
| Optimality of the threshold dividend strategy for the compound Poisson model | 2011-11-15 | Paper |
| On optimality of the barrier strategy for a general Lévy risk process | 2011-08-28 | Paper |
| Dividend payments in the classical risk model under absolute ruin with debit interest | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3072135 | 2011-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3073080 | 2011-02-05 | Paper |
| Convexity of ruin probability and optimal dividend strategies for a general Levy process | 2011-01-02 | Paper |
| The Gerber-Shiu expected discounted penalty function for Lévy insurance risk processes | 2010-10-29 | Paper |
| The perturbed compound Poisson risk process with investment and debit interest | 2010-10-14 | Paper |
| Approximation for the ruin probabilities in a discrete time risk model with dependent risks | 2010-08-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571629 | 2010-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571647 | 2010-07-08 | Paper |
| On the classical risk model with credit and debit interests under absolute ruin | 2010-03-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405339 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3405223 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3404693 | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3640962 | 2009-11-11 | Paper |
| Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach | 2009-10-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3622339 | 2009-04-28 | Paper |
| Asymptotics for solutions of a defective renewal equation with applications | 2009-01-26 | Paper |
| A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy | 2009-01-14 | Paper |
| Moments of the first passage time of one-dimensional diffusion with two-sided barriers | 2008-12-10 | Paper |
| The perturbed Sparre Andersen model with a threshold dividend strategy | 2008-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3513140 | 2008-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3500459 | 2008-06-03 | Paper |
| Ruin probability for Lévy risk process compounded by geometric Brownian motion | 2008-03-31 | Paper |
| Nonexponential asymptotics for the solutions of renewal equations, with applications | 2007-08-23 | Paper |
| Tail equivalence relationships for ruin probabilities in several risk models | 2006-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5698124 | 2005-10-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5314856 | 2005-09-05 | Paper |
| A local limit theorem for the probability of ruin | 2005-08-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4675739 | 2005-05-06 | Paper |
| A Diffusion Perturbed Risk Process with Stochastic Return on Investments | 2005-01-20 | Paper |
| The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion. | 2003-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4415659 | 2003-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154279 | 2002-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3154203 | 2002-11-14 | Paper |
| On occupation times for a risk process with reserve-dependent premium | 2002-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388762 | 2002-11-11 | Paper |
| On the joint distribution of the future infimum and its location for a transient Bessel process | 2002-07-29 | Paper |
| The time of completion of a linear birth-growth model | 2002-02-24 | Paper |
| Occupation times of balls by Brownian motion with drift | 2002-02-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489364 | 2001-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4489621 | 2001-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4262674 | 2001-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516735 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514975 | 2000-11-09 | Paper |
| Hitting time and place to a sphere or spherical shell for Brownian motion | 2000-05-04 | Paper |
| The joint distribution of the hitting time and place to a sphere or spherical shell for Brownian motion with drift | 2000-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4254756 | 2000-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264917 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265020 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265110 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265137 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265257 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4211842 | 1998-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391593 | 1998-10-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4367499 | 1998-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388748 | 1998-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4368143 | 1998-08-10 | Paper |
| Joint density of hitting time and point to an ellipse for Brownian motion | 1998-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4333248 | 1997-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129214 | 1997-04-27 | Paper |
| Some problems on balls and spheres for Brownian motion | 1996-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848892 | 1995-12-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4316459 | 1995-05-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4271843 | 1994-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4010173 | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983804 | 1992-06-27 | Paper |
