| Publication | Date of Publication | Type |
|---|
| https://portal.mardi4nfdi.de/entity/Q6080485 | 2023-10-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5086968 | 2022-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5075211 | 2022-05-10 | Paper |
| Optimal dividend, capital injection and excess-of-loss reinsurance strategies for insurer with a terminal value of the bankruptcy | 2022-03-21 | Paper |
| Optimal dividend, capital injection and reinsurance strategies with variance premium principle | 2021-12-17 | Paper |
| Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance | 2020-10-07 | Paper |
| Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax | 2019-11-21 | Paper |
| Pricing of equity indexed annuity under fractional Brownian motion model | 2019-02-14 | Paper |
| Optimal dividend and capital injection strategy with excess-of-loss reinsurance and transaction costs | 2019-02-05 | Paper |
| Optimal risk control and dividend strategies in the presence of two reinsurers: variance premium principle | 2019-02-05 | Paper |
| Optimal investment and consumption for an insurer with high-watermark performance fee | 2018-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4574527 | 2018-07-18 | Paper |
| OPTIMAL DIVIDEND AND REINSURANCE STRATEGIES WITH FINANCING AND LIQUIDATION VALUE | 2018-06-04 | Paper |
| Optimal investment and reinsurance for an insurer under Markov-modulated financial market | 2017-05-24 | Paper |
| Optimal impulse control for dividend and capital injection with proportional reinsurance and exponential premium principle | 2017-05-02 | Paper |
| Optimal dividend and equity issuance in the perturbed dual model under a penalty for ruin | 2016-05-25 | Paper |
| Optimal dividends and capital injections in the dual model with a random time horizon | 2015-10-28 | Paper |
| Optimal asset control of a geometric Brownian motion with the transaction costs and bankruptcy permission | 2015-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5166105 | 2014-06-30 | Paper |
| Optimal stochastic investment games under Markov regime switching market | 2014-03-11 | Paper |
| Optimal dividend and capital injection strategy with fixed costs and restricted dividend rate for a dual model | 2014-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398757 | 2014-02-28 | Paper |
| Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs | 2012-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109332 | 2012-01-27 | Paper |
| Upper bounds for ruin probabilities in two dependent risk models under rates of interest | 2011-11-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3170947 | 2011-09-29 | Paper |
| Optimal financing and dividend strategies in a dual model with proportional costs | 2011-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641942 | 2009-11-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5318957 | 2009-07-22 | Paper |
| On maximizing the expected terminal utility by investment and reinsurance | 2009-03-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609879 | 2009-03-06 | Paper |
| The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails | 2008-09-24 | Paper |
| Ruin problems with stochastic premium stochastic return on investments | 2008-07-29 | Paper |
| Exponential bounds for ruin probability in two moving average risk models with constant interest rate | 2008-05-26 | Paper |
