| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q4686976 | 2018-10-10 | Paper |
| Reinsurance | 2017-11-10 | Paper |
| On order statistics close to the maximum | 2017-10-09 | Paper |
| Trend Analysis of Extreme Values | 2015-06-24 | Paper |
| A note on Blackwell's renewal theorem | 2015-02-17 | Paper |
| Joint asymptotic distributions of smallest and largest insurance claims | 2014-02-25 | Paper |
| On excess-of-loss reinsurance | 2011-04-06 | Paper |
| Numerical accuracy of real inversion formulas for the Laplace transform | 2010-02-12 | Paper |
| A combinatorial identity for a problem in asymptotic statistics | 2009-12-04 | Paper |
| Asymptotics of the sample coefficient of variation and the sample dispersion | 2009-11-30 | Paper |
| The Largest Claims Treaty ECOMOR | 2009-03-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5302587 | 2009-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3517294 | 2008-08-12 | Paper |
| Limit distributions for the ratio of the random sum of squares to the square of the random sum with applications to risk measures | 2008-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3505423 | 2008-06-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5430696 | 2007-12-16 | Paper |
| Asymptotics for ratios with applications to reinsurance | 2007-09-10 | Paper |
| Exponential Behavior in the Presence of Dependence in Risk Theory | 2006-09-25 | Paper |
| Analysis of risk measures for reinsurance layers | 2006-08-14 | Paper |
| Asymptotic analysis for the ratio of the random sum of squares to the square of the random sum with applications to risk measures | 2005-11-03 | Paper |
| Reinsurance of large claims | 2005-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5696020 | 2005-10-07 | Paper |
| A note on Blackwell's renewal theorem | 2005-06-28 | Paper |
| Limit theorems for mixed max-sum processes with renewal stopping | 2005-03-21 | Paper |
| Statistics of Extremes | 2004-12-14 | Paper |
| Box–Cox transformations and heavy-tailed distributions | 2004-10-25 | Paper |
| Convergence of ratios and differences of two order statistics | 2003-11-26 | Paper |
| On a gamma series expansion for the time-dependent probability of collective ruin | 2003-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416727 | 2003-08-05 | Paper |
| Weighted renewal functions: a hierarchical approach | 2003-04-07 | Paper |
| Expectation of the Ratio of the Sum of Squares to the Square of the Sum: Exact and Asymptotic Results | 2002-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2771485 | 2002-05-14 | Paper |
| Testing the Gumbel hypothesis by Galton's ratio | 2002-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4508884 | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4269178 | 1999-10-31 | Paper |
| The adjustment function in ruin estimates under interest force | 1999-04-22 | Paper |
| Limit theorems for extremes with random sample size | 1999-03-11 | Paper |
| Algebraic descriptions of nominal multivariate discrete data | 1999-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4230625 | 1999-02-07 | Paper |
| Lévy processes, polynomials and martingales | 1998-09-20 | Paper |
| Generalized graphical models for discrete data | 1998-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4385068 | 1998-04-13 | Paper |
| Convergence rates for M/G/1 queues and ruin problems with heavy tails | 1998-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838647 | 1998-01-01 | Paper |
| Tail Index Estimation, Pareto Quantile Plots, and Regression Diagnostics | 1997-11-18 | Paper |
| The structure distribution in a mixed Poisson process | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365234 | 1997-11-02 | Paper |
| Excess functions and estimation of the extreme-value index | 1997-09-01 | Paper |
| The mean residual life function at great age: Applications to tail estimation | 1996-09-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4890176 | 1996-08-11 | Paper |
| Ruin estimates under interest force | 1995-11-22 | Paper |
| Estimating the stationary distribution in a \(GI/M/1\)-queue | 1995-04-09 | Paper |
| A stop-loss experience rating scheme for fleets of cars. II | 1994-06-01 | Paper |
| Models for two-way contingency tables | 1993-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036000 | 1993-05-16 | Paper |
| Modeling large claims in non-life insurance | 1993-01-17 | Paper |
| The abscissa of convergence of the Laplace transform | 1993-01-16 | Paper |
| Limit distributions for compounded sums of extreme order statistics | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3992980 | 1992-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4713063 | 1992-06-25 | Paper |
| A stop-loss experience rating scheme for fleets of cars | 1991-01-01 | Paper |
| Probabilistic Proofs of Some Real Inversion Formulas | 1990-01-01 | Paper |
| Some representations of the multivariate Bernoulli and binomial distributions | 1990-01-01 | Paper |
| The average virtual waiting time as a measure of performance | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209968 | 1990-01-01 | Paper |
| Empirical Laplace transform and approximation of compound distributions | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3834865 | 1989-01-01 | Paper |
| Extremal properties of shot noise processes | 1989-01-01 | Paper |
| Approximations for stop-loss premiums | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3029322 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788891 | 1987-01-01 | Paper |
| The Asymptotic Behavior of Hill’s Estimator | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3828487 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4726487 | 1987-01-01 | Paper |
| Sequential testing for exponential and pareto distributions | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3750796 | 1986-01-01 | Paper |
| Approximation and estimation of some compound distributions | 1985-01-01 | Paper |
| On asymptotic normality of Hill's estimator for the exponent of regular variation | 1985-01-01 | Paper |
| Approximations for compound Poisson and Pólya processes | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3343286 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3675382 | 1984-01-01 | Paper |
| Estimation of ruin probabilities | 1982-01-01 | Paper |
| Harmonic renewal measures | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3954564 | 1982-01-01 | Paper |
| Harmonic renewal measures and bivariate domains of attraction in fluctuation theory | 1982-01-01 | Paper |
| Limit theorems on order statistics | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3667815 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923323 | 1981-01-01 | Paper |
| Mercerian and Tauberian theorems for differences | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3862781 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4186817 | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3048014 | 1977-01-01 | Paper |
| A bibliography on semi-Markov processes | 1976-01-01 | Paper |
| The exponential rate of convergence of the distribution of the maximum of a random walk. Part II | 1976-01-01 | Paper |
| The class of subexponential distributions | 1975-01-01 | Paper |
| The exponential rate of convergence of the distribution of the maximum of a random walk | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4077317 | 1975-01-01 | Paper |
| DUALITY FOR REGULARLY VARYING FUNCTIONS | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4047353 | 1974-01-01 | Paper |
| The Subexponential Class of Probability Distributions | 1974-01-01 | Paper |
| On a semi-Markov generalization of the random walk | 1973-01-01 | Paper |
| An example on geometric ergodicity of a finite Markov chain | 1972-01-01 | Paper |
| A Note on Poisson-Subordination | 1972-01-01 | Paper |
| General solidarity theorems for semi-Markov processes | 1972-01-01 | Paper |
| Simultaneous Success-Run Chains | 1970-01-01 | Paper |
| Regular Variation of Markov Renewal Functions | 1970-01-01 | Paper |
| Exponential Ergodicity of the $M/G/1$ Queue | 1969-01-01 | Paper |
| Renewal Theorems When the First or the Second Moment is Infinite | 1968-01-01 | Paper |
| Exponential ergodicity in Markov renewal processes | 1968-01-01 | Paper |
| Exponential ergodicity in derived Markov chains | 1968-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5584423 | 1967-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5727995 | 1964-01-01 | Paper |
