Publication | Date of Publication | Type |
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https://portal.mardi4nfdi.de/entity/Q2801429 | 2016-04-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q2789357 | 2016-02-26 | Paper |
Recursive limit-determination for the excess-of-loss treaty in case of multiple retrocession | 2014-08-05 | Paper |
Bayes Statistics for Mixed Erlang-models | 2011-07-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3562642 | 2010-05-27 | Paper |
Largest Claims Reinsurance Premiums under Possible Claims Dependence | 2009-06-15 | Paper |
BAP and credibility | 2007-10-30 | Paper |
Stochastie Scadeninflation in IBNR;Stochastic claims inflation in IBNR | 2007-10-30 | Paper |
Ein wahrscheinlichkeitsrestringiertes Programm in der Risikotheorie | 2007-10-30 | Paper |
Further on stochastic discounting | 2007-10-30 | Paper |
Ein Katastrophen-Gruppen-Lebensversicherungsvertrag | 2007-10-30 | Paper |
Additional on “stochastic claims inflation in IBNR” | 2007-10-30 | Paper |
Bounding techniques for the net premiums of generalized largest claims reinsurance treaties | 2007-10-30 | Paper |
Minimum distance loss-reserving | 2007-10-30 | Paper |
On the choice of the parameter p of the LCR (p)-treaty | 2007-10-30 | Paper |
An upper bound on the premium of the stop-loss treaty | 2007-10-30 | Paper |
An Extension of the Bühlmann Credibility Model;Eine Erweiterung des Bühlmann Glaubwürdigkeitsmodelles | 2007-10-30 | Paper |
Approximation der Ruinwahrscheinlichkeit bei diskreter Zeit mittels eines Resultats von A. Wald | 2007-10-30 | Paper |
The mean internal interest-intensity in a certain stochastic interest-model | 2007-10-30 | Paper |
An elementary upper bound on the loading of a largest claims reinsurance cover | 2007-10-30 | Paper |
Largest claims reinsurance premiums under discrete claims sizes | 2007-10-30 | Paper |
Limit-determination for the excess-of-loss treaty in case of simple retrocession | 2007-10-30 | Paper |
Net premium of the drop down excess of loss cover | 2007-01-16 | Paper |
https://portal.mardi4nfdi.de/entity/Q3377861 | 2006-03-29 | Paper |
Estimating the loading of the largest claims covers | 2005-11-14 | Paper |
Credibility in evolutionary models revisited | 1999-11-28 | Paper |
Largest claims reinsurance premiums for the Weibull model | 1998-11-15 | Paper |
More on Robust Lagfactors | 1998-11-11 | Paper |
On stochastic discounting | 1998-06-11 | Paper |
A short note on immunization | 1998-06-11 | Paper |
Largest claims reinsurance premiums for the generalized Weibull model | 1998-06-11 | Paper |
Nonlinear models in claim reserving | 1998-03-05 | Paper |
Robust lagfactors | 1997-12-02 | Paper |
A characterization of the generalized Pareto-distribution with an application to reinsurance | 1997-12-02 | Paper |
On the loading of the esscher-premium | 1997-01-14 | Paper |
Credibility for stationarity | 1996-11-19 | Paper |
Effiziente berechnung der ruinwahrscheinlichkeit für den klassischen schadenexzedentenvertrag | 1996-09-03 | Paper |
INAR and IBNR | 1996-01-14 | Paper |
Empirical kalman-Credibility | 1995-07-02 | Paper |
Recursive largest claims reinsurance rating, revisited | 1995-03-16 | Paper |
A (new) nonparametric method for XL-rating | 1995-01-31 | Paper |
More on the probable maximum loss | 1995-01-05 | Paper |
Random coefficient autoregressive loss reserving | 1994-10-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4297829 | 1994-09-26 | Paper |
The total claims amount of largest claims reinsurance treaties revisited | 1993-04-01 | Paper |
The limit-equivalence of the excess-of-loss and largest claims reinsurance treaty | 1992-09-27 | Paper |
An Elementary Upper Bound for the Loading of a Stoploss Cover | 1992-06-28 | Paper |
Large claims in credibility | 1992-06-27 | Paper |
Fourier methods for the claims amounts of largest claims reinsurance covers | 1991-01-01 | Paper |
On a generalized total claims amount | 1990-01-01 | Paper |
On the probable maximum loss | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3031813 | 1989-01-01 | Paper |
Remarks on calculating the premium for an excess-of-loss cover in earthquake insurance, according to De Saram’s approach | 1989-01-01 | Paper |
On the numerical evaluation of the ultimate ruin probability | 1989-01-01 | Paper |
Box-Jenkins credibility | 1988-01-01 | Paper |
Eine verallgemeinerte statistische LCR-Tarifierungsmethode | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3030095 | 1987-01-01 | Paper |
Some approximations of ultimate ruin probability for finite initial surplus | 1987-01-01 | Paper |
A generalized statistical XL-rating procedure | 1986-01-01 | Paper |
Finite formulae for the premium of the general reinsurance treaty based on ordered claims | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3700652 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3721658 | 1985-01-01 | Paper |
Behavior of Two-Sample Rank Tests at Infinity | 1985-01-01 | Paper |
A class of autoregressive models for predicting the final claims amount | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3321298 | 1984-01-01 | Paper |
Distribution-free upper bounds on the premiums of the LCR and ECOMOR treaties | 1983-01-01 | Paper |
The burning cost method and ratio estimation | 1983-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3658983 | 1983-01-01 | Paper |
Exponential smoothing and credibility theory | 1982-01-01 | Paper |
IBNR-claims and the two-way model of ANOVA | 1982-01-01 | Paper |
Credibility theory for some evolutionary models | 1982-01-01 | Paper |
Local Bahadur efficiency of rank tests for the independence problem | 1981-01-01 | Paper |
Repeated chi-square testing | 1981-01-01 | Paper |
Asymptotic optimality of all signed rank tests at infinity | 1981-01-01 | Paper |
Approximate and local Bahadur efficiency of linear rank tests in the two- sample problem | 1979-01-01 | Paper |