| Publication | Date of Publication | Type |
|---|
Premium formulas for general drop down excess of loss covers
Mitteilungen. Schweizerische Aktuarvereinigung (SAV) | 2016-04-07 | Paper |
A very practical solution to the retention problem for an excess-of-loss treaty
Mitteilungen. Vereinigung Schweizerischer Versicherungsmathematiker (VSV) | 2016-02-26 | Paper |
Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession
Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) | 2014-08-05 | Paper |
Bayes statistics for mixed Erlang-models
Journal of Mathematics Research | 2011-07-21 | Paper |
Threshold lossreserving
| 2010-05-27 | Paper |
Largest Claims Reinsurance Premiums under Possible Claims Dependence
ASTIN Bulletin | 2009-06-15 | Paper |
Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald
Blätter der DGVFM | 2007-10-30 | Paper |
Bounding techniques for the net premiums of generalized largest claims reinsurance treaties
Blätter der DGVFM | 2007-10-30 | Paper |
An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles
Blätter der DGVFM | 2007-10-30 | Paper |
Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie
Blätter der DGVFM | 2007-10-30 | Paper |
Limit-determination for the excess-of-loss treaty in case of simple retrocession
Blätter der DGVFM | 2007-10-30 | Paper |
An elementary upper bound on the loading of a largest claims reinsurance cover
Blätter der DGVFM | 2007-10-30 | Paper |
Largest claims reinsurance premiums under discrete claims sizes
Blätter der DGVFM | 2007-10-30 | Paper |
Minimum distance loss-reserving
Blätter der DGVFM | 2007-10-30 | Paper |
BAP and credibility
Blätter der DGVFM | 2007-10-30 | Paper |
Stochastie Scadeninflation in IBNR;Stochastic claims inflation in IBNR
Blätter der DGVFM | 2007-10-30 | Paper |
Further on stochastic discounting
Blätter der DGVFM | 2007-10-30 | Paper |
Ein Katastrophen-Gruppen-Lebensversicherungsvertrag
Blätter der DGVFM | 2007-10-30 | Paper |
Additional on “stochastic claims inflation in IBNR”
Blätter der DGVFM | 2007-10-30 | Paper |
On the choice of the parameter p of the LCR (p)-treaty
Blätter der DGVFM | 2007-10-30 | Paper |
An upper bound on the premium of the stop-loss treaty
Blätter der DGVFM | 2007-10-30 | Paper |
The mean internal interest-intensity in a certain stochastic interest-model
Blätter der DGVFM | 2007-10-30 | Paper |
Net premium of the drop down excess of loss cover
Nonlinear Analysis. Real World Applications | 2007-01-16 | Paper |
Introduction to the mathematics of Bayes statistics for actuaries and others.
| 2006-03-29 | Paper |
Estimating the loading of the largest claims covers
Nonlinear Analysis. Real World Applications | 2005-11-14 | Paper |
Credibility in evolutionary models revisited
Scandinavian Actuarial Journal | 1999-11-28 | Paper |
Largest claims reinsurance premiums for the Weibull model
Blätter der DGVFM | 1998-11-15 | Paper |
More on Robust Lagfactors
Blätter der DGVFM | 1998-11-11 | Paper |
On stochastic discounting
Blätter der DGVFM | 1998-06-11 | Paper |
A short note on immunization
Blätter der DGVFM | 1998-06-11 | Paper |
Largest claims reinsurance premiums for the generalized Weibull model
Blätter der DGVFM | 1998-06-11 | Paper |
Nonlinear models in claim reserving
Nonlinear Analysis: Theory, Methods & Applications | 1998-03-05 | Paper |
A characterization of the generalized Pareto-distribution with an application to reinsurance
Blätter der DGVFM | 1997-12-02 | Paper |
Robust lagfactors
Blätter der DGVFM | 1997-12-02 | Paper |
On the loading of the esscher-premium
Blätter der DGVFM | 1997-01-14 | Paper |
Credibility for stationarity
Blätter der DGVFM | 1996-11-19 | Paper |
Effiziente berechnung der ruinwahrscheinlichkeit für den klassischen schadenexzedentenvertrag
Blätter der DGVFM | 1996-09-03 | Paper |
INAR and IBNR
Blätter der DGVFM | 1996-01-14 | Paper |
Empirical kalman-Credibility
Blätter der DGVFM | 1995-07-02 | Paper |
Recursive largest claims reinsurance rating, revisited
Blätter der DGVFM | 1995-03-16 | Paper |
A (new) nonparametric method for XL-rating
Blätter der DGVFM | 1995-01-31 | Paper |
More on the probable maximum loss
Blätter der DGVFM | 1995-01-05 | Paper |
Random coefficient autoregressive loss reserving
Blätter der DGVFM | 1994-10-25 | Paper |
scientific article; zbMATH DE number 599628 (Why is no real title available?)
| 1994-09-26 | Paper |
The total claims amount of largest claims reinsurance treaties revisited
Blätter der DGVFM | 1993-04-01 | Paper |
The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty
Blätter der DGVFM | 1992-09-27 | Paper |
An Elementary Upper Bound for the Loading of a Stoploss Cover
Scandinavian Actuarial Journal | 1992-06-28 | Paper |
Large claims in credibility
Blätter der DGVFM | 1992-06-27 | Paper |
Fourier methods for the claims amounts of largest claims reinsurance covers
Blätter der DGVFM | 1991-01-01 | Paper |
On a generalized total claims amount
Blätter der DGVFM | 1990-01-01 | Paper |
On the probable maximum loss
Blätter der DGVFM | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4129861 (Why is no real title available?)
| 1989-01-01 | Paper |
On the numerical evaluation of the ultimate ruin probability
Blätter der DGVFM | 1989-01-01 | Paper |
Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach
Blätter der DGVFM | 1989-01-01 | Paper |
Box-Jenkins credibility
Blätter der DGVFM | 1988-01-01 | Paper |
Eine verallgemeinerte statistische LCR-Tarifierungsmethode
Blätter der DGVFM | 1988-01-01 | Paper |
Some approximations of ultimate ruin probability for finite initial surplus
Blätter der DGVFM | 1987-01-01 | Paper |
scientific article; zbMATH DE number 4018195 (Why is no real title available?)
| 1987-01-01 | Paper |
A generalized statistical XL-rating procedure
Blätter der DGVFM | 1986-01-01 | Paper |
Finite formulae for the premium of the general reinsurance treaty based on ordered claims
Insurance Mathematics & Economics | 1985-01-01 | Paper |
scientific article; zbMATH DE number 3926045 (Why is no real title available?)
| 1985-01-01 | Paper |
scientific article; zbMATH DE number 3951859 (Why is no real title available?)
| 1985-01-01 | Paper |
Behavior of Two-Sample Rank Tests at Infinity
Statistics | 1985-01-01 | Paper |
A class of autoregressive models for predicting the final claims amount
Insurance Mathematics & Economics | 1984-01-01 | Paper |
scientific article; zbMATH DE number 3852271 (Why is no real title available?)
| 1984-01-01 | Paper |
Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties
Insurance Mathematics & Economics | 1983-01-01 | Paper |
scientific article; zbMATH DE number 3810764 (Why is no real title available?)
| 1983-01-01 | Paper |
The burning cost method and ratio estimation
Blätter der DGVFM | 1983-01-01 | Paper |
IBNR-claims and the two-way model of ANOVA
Scandinavian Actuarial Journal | 1982-01-01 | Paper |
Credibility theory for some evolutionary models
Scandinavian Actuarial Journal | 1982-01-01 | Paper |
Exponential smoothing and credibility theory
Insurance Mathematics & Economics | 1982-01-01 | Paper |
Local Bahadur efficiency of rank tests for the independence problem
Journal of Multivariate Analysis | 1981-01-01 | Paper |
Asymptotic optimality of all signed rank tests at infinity
Statistica Neerlandica | 1981-01-01 | Paper |
Repeated chi-square testing
Communications in Statistics. Simulation and Computation | 1981-01-01 | Paper |
Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem
The Annals of Statistics | 1979-01-01 | Paper |
