| Publication | Date of Publication | Type |
|---|
| Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference | 2024-07-19 | Paper |
| Central limit theorem with rate of convergence under sublinear expectations | 2024-05-06 | Paper |
| Puzzle and dragons is hard | 2024-03-28 | Paper |
| Optimal Monotone Mean-Variance Problem in a Catastrophe Insurance Model | 2023-10-31 | Paper |
| Exploratory mean-variance portfolio selection with Choquet regularizers | 2023-07-06 | Paper |
| Optimal investment and reinsurance policies for the Cram{\'e}r-Lundberg risk model under monotone mean-variance preference | 2022-12-02 | Paper |
| Optimal mean-variance investment-reinsurance strategy for a dependent risk model with Ornstein-Uhlenbeck process | 2022-07-07 | Paper |
| Optimal dividend policy: A regular-impulse stochastic control problem | 2022-03-21 | Paper |
| Optimal dividend and reinsurance problem for an insurance company with dependent risks | 2022-03-21 | Paper |
| Dynamic stochastic cooperative reinsurance strategy in a continuous time model | 2022-03-21 | Paper |
| The optimal time to merge for two insurance companies | 2022-03-21 | Paper |
| Dynamic mean-variance problem for defined contribution pension fund under inflation | 2022-03-21 | Paper |
| Exponential bounds of ruin probabilities for non-homogeneous risk models | 2022-02-14 | Paper |
| Optimal life insurance purchase and consumption/investment under mean-reverting returns | 2021-12-17 | Paper |
| Optimal investment and reinsurance under the gamma process | 2021-11-09 | Paper |
| Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion | 2021-10-21 | Paper |
| Optimal mean-variance reinsurance in a financial market with stochastic rate of return | 2021-09-10 | Paper |
| Lundberg-type inequalities for non-homogeneous risk models | 2021-05-17 | Paper |
| Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes | 2021-04-27 | Paper |
| Hamiltonicity in prime sum graphs | 2021-03-17 | Paper |
| Prokhorov Distance with Rates of Convergence under Sublinear Expectations | 2021-02-09 | Paper |
| Optimal Control of Investment for an Insurer in Two Currency Markets | 2020-06-04 | Paper |
| Beyond Hamiltonicity of Prime Difference Graphs | 2020-03-02 | Paper |
| Optimal singular dividend problem under the Sparre Andersen model | 2020-02-26 | Paper |
| Interval estimation of the ruin probability in the classical compound Poisson risk model | 2020-01-30 | Paper |
| A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling | 2019-11-05 | Paper |
| The optimal merging problem for two first-line insurers with investment and reinsurance policies | 2019-06-21 | Paper |
| Coin tossing experiments and Fibonacci sequences | 2019-06-21 | Paper |
| Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility | 2018-11-07 | Paper |
| Families of subsets without a given poset in double chains and Boolean lattices | 2018-07-27 | Paper |
| Survival probabilities in a discrete semi-Markov risk model | 2018-06-22 | Paper |
| From a Consequence of Bertrand's Postulate to Hamilton Cycles | 2018-04-19 | Paper |
| Maximum principle for Markov regime-switching forward-backward stochastic control system with jumps and relation to dynamic programming | 2018-04-13 | Paper |
| A stochastic maximum principle for processes driven by \(G\)-Brownian motion and applications to finance | 2018-01-05 | Paper |
| Portfolio selection and risk control for an insurer in the Lévy market under mean-variance criterion | 2017-09-28 | Paper |
| Multigroup Testing for Items With Real-Valued Status Under Standard Arithmetic | 2017-04-28 | Paper |
| Optimal investment, consumption, and life insurance in an incomplete market | 2016-08-26 | Paper |
| Non-parametric threshold estimation for classical risk process perturbed by diffusion | 2016-06-21 | Paper |
| Families of Subsets Without a Given Poset in the Interval Chains | 2016-05-02 | Paper |
| Optimal control with restrictions for a diffusion risk model under constant interest force | 2016-03-08 | Paper |
| Optimal investment and proportional reinsurance under exponential premium calculation | 2015-06-29 | Paper |
| Optimal investment, consumption and timing of annuity purchase under a preference change | 2015-03-27 | Paper |
| On-line choice number of complete multipartite graphs: an algorithmic approach | 2015-01-22 | Paper |
| Optimal time-consistent portfolio and contribution selection for defined benefit pension schemes under mean-variance criterion | 2014-11-12 | Paper |
| Expected discounted dividends in a discrete semi-Markov risk model | 2014-08-05 | Paper |
| Optimal dividend and equity issuance problem with proportional and fixed transaction costs | 2014-04-25 | Paper |
| Optimal dividend problem with a nonlinear regular-singular stochastic control | 2014-04-04 | Paper |
| Optimal dividend strategies in discrete risk model with capital injections | 2013-11-15 | Paper |
| Optimal investment and proportional reinsurance in the Sparre Andersen model | 2013-08-05 | Paper |
| Optimal mean-variance problem with constrained controls in a jump-diffusion financial market for an insurer | 2013-06-14 | Paper |
| Virial Theorem for a class of quantum nonlinear harmonic oscillators | 2013-06-04 | Paper |
| Optimal dividend and dynamic reinsurance strategies with capital injections and proportional costs | 2012-12-06 | Paper |
| Some results on a bivariate compound Poisson risk model | 2012-10-05 | Paper |
| Markovian regime-switching market completion using additional Markov jump assets | 2012-09-13 | Paper |
| Hedging unit-linked life insurance contracts under the mean-variance criterion | 2012-06-01 | Paper |
| Hedging unit-linked life insurance contracts in a financial market driven by shot-noise processes | 2011-11-26 | Paper |
| Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer | 2011-11-17 | Paper |
| Optimal investment and proportional reinsurance with constrained control variables | 2011-11-17 | Paper |
| Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process | 2011-08-02 | Paper |
| Ruin probabilities under optimal combining quota-share and excess of loss reinsurance | 2011-07-19 | Paper |
| Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility | 2011-06-22 | Paper |
| Optimal proportional reinsurance under two criteria: maximizing the expected utility and minimizing the value at risk | 2011-05-04 | Paper |
| Optimal dynamic excess-of-loss reinsurance and multidimensional portfolio selection | 2011-02-25 | Paper |
| Optimal dividend payments in the classical risk model when payments are subject to both transaction costs and taxes | 2011-02-22 | Paper |
| Optimal excess-of-loss reinsurance and dividend payments with both transaction costs and taxes | 2010-12-20 | Paper |
| Ruin probabilities for a risk model with two classes of claims | 2010-11-17 | Paper |
| Upper bound for ruin probabilities under optimal investment and proportional reinsurance | 2010-04-22 | Paper |
| An almost-linear time and linear space algorithm for the longest common subsequence problem | 2009-12-04 | Paper |
| Classical risk model with threshold dividend strategy | 2009-03-06 | Paper |
| Optimal Investment for an Insurer with Multiple Risky Assets Under Mean-Variance Criterion | 2008-11-10 | Paper |
| On a risk model with debit interest and dividend payments | 2008-10-30 | Paper |
| On a risk model with dependence between claim sizes and claim intervals | 2008-09-29 | Paper |
| Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint | 2008-06-25 | Paper |
| Strongly 2-shape-sortability of vector partitions | 2008-04-04 | Paper |
| Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach | 2008-03-14 | Paper |
| Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting | 2007-12-16 | Paper |
| Optimal Proportional Reinsurance and Ruin Probability | 2007-10-31 | Paper |
| Ruin probabilities in Cox risk models with two dependent classes of business | 2007-08-31 | Paper |
| The compound binomial risk model with time-correlated claims | 2007-07-19 | Paper |
| Some results on the compound Markov binomial model | 2007-05-29 | Paper |
| Some results behind dividend problems | 2007-01-29 | Paper |
| The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate | 2006-06-30 | Paper |
| On the first time of ruin in the bivariate compound Poisson model | 2006-06-09 | Paper |
| On Ultimate Ruin in a Delayed-Claims Risk Model | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660246 | 2005-03-21 | Paper |
| Ruin probabilities for time-correlated claims in the compound binomial model. | 2003-11-16 | Paper |
| On a correlated aggregate claims model with Poisson and Erlang risk processes. | 2003-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3153974 | 2002-11-14 | Paper |
| The oscillation of the occupation time process of super-Brownian motion on Sierpiński gasket | 2002-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4544402 | 2002-08-04 | Paper |
| A class of super-diffusions in catalytic medium | 2001-07-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516604 | 2000-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3837169 | 2000-11-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265136 | 1999-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4392770 | 1999-08-30 | Paper |
| Local extinction of super-Brownian motion on Sierpiński gasket | 1999-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215301 | 1999-01-06 | Paper |
| The behavior of super-Brownian motion near extinction | 1998-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4347631 | 1998-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4030625 | 1993-04-01 | Paper |
| Three-point transition functions for two-parameter Markov chains and their four systems of partial differential equations | 1993-01-17 | Paper |
