| Publication | Date of Publication | Type |
|---|
| Diagnostic tests before modeling longitudinal actuarial data | 2024-02-13 | Paper |
| Optimal investment strategy for an insurer with partial information in capital and insurance markets | 2023-03-29 | Paper |
| Optimal investment and consumption strategies for pooled annuity with partial information | 2023-02-03 | Paper |
| Hedging strategy for unit-linked life insurance contracts with self-exciting jump clustering | 2022-10-26 | Paper |
| Pricing and hedging equity-indexed annuities via local risk-minimization | 2022-05-23 | Paper |
| Modelling the aggregate loss for insurance claims with dependence | 2022-05-23 | Paper |
| Tontines with mixed cohorts | 2021-07-21 | Paper |
| Optimal stop-loss reinsurance with joint utility constraints | 2021-06-09 | Paper |
| Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints | 2021-03-17 | Paper |
| Reinsurance-investment game between two mean-variance insurers under model uncertainty | 2020-08-28 | Paper |
| Stochastic differential reinsurance games with capital injections | 2019-09-19 | Paper |
| Valuation of risk-based premium of DB pension plan with terminations | 2019-05-23 | Paper |
| Robust non-zero-sum investment and reinsurance game with default risk | 2019-01-15 | Paper |
| Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer | 2018-06-13 | Paper |
| Pricing dynamic fund protections for a hyperexponential jump diffusion process | 2018-04-27 | Paper |
| Constrained investment-reinsurance optimization with regime switching under variance premium principle | 2016-12-14 | Paper |
| Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models | 2016-08-08 | Paper |
| Hedging of contingent claims written on non traded assets under Markov-modulated models | 2016-07-15 | Paper |
| Pricing dynamic fund protections with regime switching | 2015-12-14 | Paper |
| Lookback option pricing for regime-switching jump diffusion models | 2015-11-02 | Paper |
| Static Hedging of Geometric Average Asian Options with Standard Options | 2015-07-29 | Paper |
| Risk-minimizing hedging strategy for an equity-indexed annuity under a regime switching model | 2015-05-06 | Paper |
| Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model | 2015-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2924605 | 2014-11-03 | Paper |
| Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion | 2014-10-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4980475 | 2014-06-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398757 | 2014-02-28 | Paper |
| Risk-minimizing portfolio selection for insurance payment processes under a Markov-modulated model | 2013-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4927811 | 2013-06-20 | Paper |
| Weighted estimation of the dependence function for an extreme-value distribution | 2013-05-30 | Paper |
| Locally risk-minimizing hedging strategies for unit-linked life insurance contracts under a regime switching Lévy model | 2013-04-10 | Paper |
| Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk | 2013-01-28 | Paper |
| Valuation of equity-indexed annuity under stochastic mortality and interest rate | 2012-02-10 | Paper |
| Variable selection in a class of single-index models | 2011-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641942 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318934 | 2009-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435861 | 2008-01-14 | Paper |
