| Publication | Date of Publication | Type |
|---|
| A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions | 2024-03-25 | Paper |
| Individual claims reserving using activation patterns | 2024-02-21 | Paper |
| Exchangeable FGM copulas | 2024-02-20 | Paper |
| Risk aggregation with FGM copulas | 2023-07-18 | Paper |
| Stochastic representation of FGM copulas using multivariate Bernoulli random variables | 2022-05-30 | Paper |
| GEOGRAPHIC RATEMAKING WITH SPATIAL EMBEDDINGS | 2022-04-04 | Paper |
| Pension Plan Valuation and Mortality Projection | 2022-01-10 | Paper |
| Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs | 2021-05-06 | Paper |
| On sums of two counter-monotonic risks | 2020-08-03 | Paper |
| Ruin-based risk measures in discrete-time risk models | 2020-08-03 | Paper |
| Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models | 2019-12-19 | Paper |
| Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions | 2019-07-02 | Paper |
| Collective risk models with dependence | 2019-06-17 | Paper |
| Sarmanov Family of Bivariate Distributions for Multivariate Loss Reserving Analysis | 2019-05-28 | Paper |
| MODELING DEPENDENCE BETWEEN LOSS TRIANGLES WITH HIERARCHICAL ARCHIMEDEAN COPULAS | 2018-06-04 | Paper |
| Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications | 2018-02-15 | Paper |
| Hierarchical Archimedean copulas through multivariate compound distributions | 2017-09-19 | Paper |
| Hierarchical Archimedean copulas through multivariate compound distributions | 2017-09-01 | Paper |
| Vector-valued tail value-at-risk and capital allocation | 2016-11-11 | Paper |
| Sarmanov family of multivariate distributions for bivariate dynamic claim counts model | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2801358 | 2016-04-07 | Paper |
| On two families of bivariate distributions with exponential marginals: aggregation and capital allocation | 2015-09-14 | Paper |
| Erratum to: ``Risk models with dependence between claim occurrences and severities for Atlantic hurricanes | 2015-05-26 | Paper |
| A note on compound renewal risk models with dependence | 2015-05-22 | Paper |
| Dynamic Risk Measures within Discrete-Time Risk Models | 2015-05-22 | Paper |
| Bivariate lower and upper orthant value-at-risk | 2015-01-22 | Paper |
| A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks | 2014-07-24 | Paper |
| Risk models with dependence between claim occurrences and severities for Atlantic hurricanes | 2014-06-23 | Paper |
| Analysis of the discounted sum of ascending ladder heights | 2014-04-14 | Paper |
| Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation | 2014-04-04 | Paper |
| Adjustment coefficient for risk processes in some dependent contexts | 2012-06-20 | Paper |
| TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts | 2012-04-18 | Paper |
| TVaR-based capital allocation with copulas | 2012-02-10 | Paper |
| Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula | 2012-01-26 | Paper |
| Analysis of ruin measures for the classical compound Poisson risk model with dependence | 2011-11-26 | Paper |
| Risk models based on time series for count random variables | 2011-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3008262 | 2011-06-15 | Paper |
| Discrete-Time Risk Models Based on Time Series for Count Random Variables | 2010-06-21 | Paper |
| Exact expressions and upper bound for ruin probabilities in the compound Markov binomial model | 2010-06-20 | 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/Q3562660 | 2010-05-27 | Paper |
| On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula | 2009-01-16 | Paper |
| On a risk model with dependence between interclaim arrivals and claim sizes | 2007-05-29 | Paper |
| Obituary of Professor Etienne de Vylder (1937-2004) | 2006-10-04 | Paper |
| Ruin probabilities in the discrete time renewal risk model | 2006-06-09 | Paper |
| Ruin Probabilities in the Compound Markov Binomial Model | 2006-05-24 | Paper |
| Modeling Catastrophes and their Impact on Insurance Portfolios | 2006-01-05 | Paper |
| Compound binomial risk model in a Markovian environment | 2005-01-13 | Paper |
| On two dependent individual risk models. | 2003-11-16 | Paper |
| Generalized least squares estimators for covariance parameters for credibility regression models with moving average errors | 2003-11-16 | Paper |
| The discrete-time risk model with correlated classes of business | 2000-01-01 | Paper |
| Impact of dependence among multiple claims in a single loss | 2000-01-01 | Paper |
| Classical regression model under zero-excess assumptions | 1996-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320689 | 1995-04-06 | Paper |
