| Publication | Date of Publication | Type |
|---|
Confidence intervals of the premiums of optimal bonus malus systems
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Bonus-malus systems with two-component mixture models arising from different parametric families
North American Actuarial Journal | 2018-06-20 | Paper |
Wiener-Poisson chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Stochastic and Partial Differential Equations. Analysis and Computations | 2016-07-05 | Paper |
The design of an optimal bonus-malus system based on the Sichel distribution
EAA Series | 2015-10-15 | Paper |
Numerical methods for hyperbolic SPDEs: a Wiener chaos approach
Stochastic and Partial Differential Equations. Analysis and Computations | 2014-12-17 | Paper |
Contract pricing and utility sharing
IMA Journal of Management Mathematics | 2014-06-30 | Paper |
Optimal bonus-malus systems using finite mixture models
ASTIN Bulletin | 2014-06-11 | Paper |
Optimal investment and reinsurance policies in insurance markets under the effect of inside information
Applied Stochastic Models in Business and Industry | 2014-05-06 | Paper |
Stochastic Burgers PDEs with random coefficients and a generalization of the Cole-Hopf transformation
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Sensitivity of the joint survival probability for reinsurance schemes
Mathematical Methods in the Applied Sciences | 2014-01-21 | Paper |
Wiener chaos solutions for linear backward stochastic evolution equations
SIAM Journal on Mathematical Analysis | 2011-10-11 | Paper |
A Wiener Chaos Approach to Hyperbolic SPDEs
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Optimal premium pricing for a heterogeneous portfolio of insurance risks
Journal of Probability and Statistics | 2010-12-01 | Paper |
Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds
ASTIN Bulletin | 2009-06-15 | Paper |
Reinsurance control in a model with liabilities of the fractional Brownian motion type
Applied Stochastic Models in Business and Industry | 2008-06-18 | Paper |
Ruin probability at a given time for a model with liabilities of the fractional Brownian motion type: A partial differential equation approach
Scandinavian Actuarial Journal | 2007-05-29 | Paper |
Modelling losses using an exponential-inverse Gaussian distribution
Insurance Mathematics & Economics | 2004-11-29 | Paper |
Design of Optimal Bonus-Malus Systems With a Frequency and a Severity Component On an Individual Basis in Automobile Insurance
ASTIN Bulletin | 2004-03-30 | Paper |
| scientific article; zbMATH DE number 1984178 (Why is no real title available?) | 2003-09-22 | Paper |
| scientific article; zbMATH DE number 1984192 (Why is no real title available?) | 2003-09-22 | Paper |
The stochastic wave equation in two spatial dimensions
The Annals of Probability | 2000-06-21 | Paper |
| scientific article; zbMATH DE number 1424413 (Why is no real title available?) | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 936382 (Why is no real title available?) | 1996-10-16 | Paper |
| scientific article; zbMATH DE number 140591 (Why is no real title available?) | 1993-03-28 | Paper |
| scientific article; zbMATH DE number 16919 (Why is no real title available?) | 1992-06-26 | Paper |
Some inequalities for strong martingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1988-01-01 | Paper |
Some inequalities for strong martingales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 1988-01-01 | Paper |
The continuity of the quadratic variation of two-parameter martingales
Stochastic Processes and their Applications | 1988-01-01 | Paper |
Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales
The Annals of Probability | 1987-01-01 | Paper |
On multiparameter ergodic and martingale theorems in infinite measure spaces
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1986-01-01 | Paper |
On regularity of Banach-valued processes
The Annals of Probability | 1985-01-01 | Paper |
On Convergence of Vector valued Pramarts and Subpramarts
Canadian Journal of Mathematics | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3915328 (Why is no real title available?) | 1985-01-01 | Paper |
