| Publication | Date of Publication | Type |
|---|
| Flexible modeling of Hurdle Conway-Maxwell-Poisson distributions with application to mining injuries | 2024-07-31 | Paper |
| On hybrid tree-based methods for short-term insurance claims | 2023-06-16 | Paper |
| Analysis of Prescription Drug Utilization with Beta Regression Models | 2022-07-20 | Paper |
| Securitization of Longevity Risk in Reverse Mortgages | 2022-01-19 | Paper |
| COST-SENSITIVE MULTI-CLASS ADABOOST FOR UNDERSTANDING DRIVING BEHAVIOR BASED ON TELEMATICS | 2021-12-27 | Paper |
| A non-convex regularization approach for stable estimation of loss development factors | 2021-12-08 | Paper |
| A multi-year microlevel collective risk model | 2021-10-19 | Paper |
| Bayesian credibility premium with GB2 copulas | 2021-01-14 | Paper |
| Data Clustering with Actuarial Applications | 2020-12-11 | Paper |
| Predictive compound risk models with dependence | 2020-11-19 | Paper |
| Valuation of Large Variable Annuity Portfolios with Rank Order Kriging | 2020-05-04 | Paper |
| Predictive analytics of insurance claims using multivariate decision trees | 2020-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5226706 | 2019-08-01 | Paper |
| Metamodeling for Variable Annuities | 2019-07-19 | Paper |
| The Tail Stein's Identity with Applications to Risk Measures | 2019-05-28 | Paper |
| Fat-Tailed Regression Modeling with Spliced Distributions | 2019-05-07 | Paper |
| Statistical concepts of \textit{a priori} and \textit{a posteriori} risk classification in insurance | 2018-12-19 | Paper |
| Unlocking reserve assumptions using retrospective analysis | 2018-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4962328 | 2018-11-02 | Paper |
| A Black–Litterman asset allocation model under Elliptical distributions | 2018-09-19 | Paper |
| Longitudinal modeling of insurance claim counts using jitters | 2018-07-11 | Paper |
| Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets | 2018-06-27 | Paper |
| Regression Modeling for the Valuation of Large Variable Annuity Portfolios | 2018-06-20 | Paper |
| Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets | 2017-12-20 | Paper |
| Modeling partial Greeks of variable annuities with dependence | 2017-09-19 | Paper |
| An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios | 2016-12-20 | Paper |
| Life insurance policy termination and survivorship | 2015-01-28 | Paper |
| Empirical investigation of insurance claim dependencies using mixture models | 2015-01-22 | Paper |
| Multivariate negative binomial models for insurance claim counts | 2014-09-22 | Paper |
| Hierarchical Insurance Claims Modeling | 2014-05-02 | Paper |
| On the distortion of a copula and its margins | 2013-12-13 | Paper |
| Lower convex order bound approximations for sums of log-skew normal random variables | 2013-11-15 | Paper |
| Comments on: Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Bounds and approximations for sums of dependent log-elliptical random variables | 2009-06-10 | Paper |
| Multivariate probit models for conditional claim-types | 2009-05-12 | Paper |
| Analytic bounds and approximations for annuities and Asian options | 2008-06-25 | Paper |
| Simulating from Exchangeable Archimedean Copulas | 2008-01-16 | Paper |
| Demand and adverse selection in a pooled annuity fund | 2006-10-31 | Paper |
| Tail Conditional Expectations for Exponential Dispersion Models | 2006-10-04 | Paper |
| Claim dependence with common effects in credibility models | 2006-08-14 | Paper |
| Understanding Relationships Using Copulas | 2006-01-13 | Paper |
| Tail Conditional Expectations for Elliptical Distributions | 2006-01-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817827 | 2004-09-21 | Paper |
| Wang's capital allocation formula for elliptically contoured distributions. | 2004-02-14 | Paper |
| Bivariate analysis of survivorship and persistency | 2003-11-16 | Paper |
