| Publication | Date of Publication | Type |
|---|
| Ruin in a continuous-time risk model with arbitrarily dependent insurance and financial risks triggered by systematic factors | 2024-04-10 | Paper |
| Asymptotics for the joint tail probability of bidimensional randomly weighted sums with applications to insurance | 2024-01-18 | Paper |
| Proportional inverse Gaussian distribution: A new tool for analysing continuous proportional data | 2023-10-20 | Paper |
| Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework | 2023-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6167149 | 2023-07-07 | Paper |
| Estimation in quantile regression models for correlated data with diverging number of covariates and large cluster sizes | 2023-02-03 | Paper |
| Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model | 2022-11-21 | Paper |
| Optimal dividends and reinsurance with capital injection under thinning dependence | 2022-08-01 | Paper |
| A new multivariate t distribution with variant tail weights and its application in robust regression analysis | 2022-07-26 | Paper |
| The finite-time ruin probability of a risk model with a general counting process and stochastic return | 2022-06-09 | Paper |
| A discrete-time risk model with Poisson ARCH claim-number process | 2022-05-18 | Paper |
| Optimal reinsurance and investment in a Markovian regime-switching economy with delay and common shock | 2022-03-21 | Paper |
| Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent approach | 2022-02-16 | Paper |
| Sparsity-restricted estimation for the accelerated failure time model | 2022-02-02 | Paper |
| Optimal investment and reinsurance with premium control | 2021-11-12 | Paper |
| OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS | 2021-11-11 | Paper |
| Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process | 2021-11-04 | Paper |
| Minimizing the probability of absolute ruin under the mean‐variance premium principle | 2021-10-28 | Paper |
| Minimizing the probability of absolute ruin under ambiguity aversion | 2021-10-19 | Paper |
| Optimal reinsurance and dividends with transaction costs and taxes under thinning structure | 2021-05-28 | Paper |
| Precise large deviations of aggregate claims with arbitrary dependence between claim sizes and waiting times | 2021-03-17 | Paper |
| Optimal dividend and risk control policies in the presence of a fixed transaction cost | 2021-02-03 | Paper |
| The finite-time ruin probability of time-dependent risk model with stochastic return and Brownian perturbation | 2020-04-27 | Paper |
| Interplay of financial and insurance risks in dependent discrete-time risk models | 2020-04-22 | Paper |
| Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option | 2020-04-07 | Paper |
| A new multivariate zero‐adjusted Poisson model with applications to biomedicine | 2020-02-03 | Paper |
| Zero-one-inflated simplex regression models for the analysis of continuous proportion data | 2020-01-31 | Paper |
| Multivariate zero-and-one inflated Poisson model with applications | 2019-11-05 | Paper |
| A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling | 2019-11-05 | Paper |
| Correlated default models driven by a multivariate regime-switching shot noise process | 2019-09-25 | Paper |
| Optimal mean-variance investment/reinsurance with common shock in a regime-switching market | 2019-09-19 | Paper |
| Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims | 2019-02-05 | Paper |
| Optimal proportional reinsurance to minimize the probability of drawdown under thinning-dependence structure | 2018-12-14 | Paper |
| A new MM algorithm for constrained estimation in the proportional hazards model | 2018-11-23 | Paper |
| Optimal reinsurance in a compound Poisson risk model with dependence | 2018-09-25 | Paper |
| Asymptotics for a discrete-time risk model with Gamma-like insurance risks | 2018-07-13 | Paper |
| Optimal dynamic reinsurance with dependent risks: variance premium principle | 2018-07-11 | Paper |
| Survival probabilities in a discrete semi-Markov risk model | 2018-06-22 | Paper |
| A note on joint occupation times of spectrally negative Lévy risk processes with tax | 2018-06-21 | Paper |
| PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS | 2018-06-04 | Paper |
| Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence | 2018-04-13 | Paper |
| Regime-switching pure jump processes and applications in the valuation of mortality-linked products | 2018-04-11 | Paper |
| Valuation of CDS counterparty risk under a reduced-form model with regime-switching shot noise default intensities | 2018-01-19 | Paper |
| Optimal investment and premium control in a nonlinear diffusion model | 2018-01-19 | Paper |
| Pricing credit derivatives under a correlated regime-switching hazard processes model | 2017-05-22 | Paper |
| On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends | 2016-12-28 | Paper |
| A regime-switching model with jumps and its application to bond pricing and insurance | 2016-11-25 | Paper |
| Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence | 2016-10-20 | Paper |
| Optimal dividend and reinsurance in the presence of two reinsurers | 2016-08-11 | Paper |
| Finite-time and infinite-time ruin probabilities in a two-dimensional delayed renewal risk model with Sarmanov dependent claims | 2016-06-09 | Paper |
| A reduced-form model for correlated defaults with regime-switching shot noise intensities | 2016-06-08 | Paper |
| Optimal proportional reinsurance with common shock dependence | 2015-09-14 | Paper |
| Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs | 2015-06-23 | Paper |
| Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory | 2015-03-02 | Paper |
| Regime-switching shot-noise processes and longevity bond pricing | 2015-02-25 | Paper |
| Distorted mix method for constructing copulas with tail dependence | 2015-01-28 | Paper |
| Bilateral counterparty risk valuation on a CDS with a common shock model | 2014-12-05 | Paper |
| A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk | 2014-08-08 | Paper |
| Optimal reinsurance–investment problem in a constant elasticity of variance stock market for jump‐diffusion risk model | 2014-05-06 | Paper |
| Unilateral counterparty risk valuation of CDS using a regime-switching intensity model | 2014-04-17 | Paper |
| Precise large deviations of aggregate claims in a size-dependent renewal risk model | 2014-04-14 | Paper |
| Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes | 2014-03-14 | Paper |
| Optimal proportional reinsurance under dependent risks | 2014-01-27 | Paper |
| Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims | 2013-11-15 | Paper |
| On a discrete-time risk model with delayed claims and dividends | 2013-05-23 | Paper |
| Asymptotic results for tail probabilities of sums of dependent and heavy-tailed random variables | 2012-12-06 | Paper |
| Bayesian non-randomized response models for surveys with sensitive questions | 2012-08-18 | Paper |
| Precise large deviations of random sums in presence of negative dependence and consistent variation | 2012-06-20 | Paper |
| The Maximum of Randomly Weighted Sums with Long Tails in Insurance and Finance | 2012-02-19 | Paper |
| Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model | 2012-02-10 | Paper |
| Optimality of the threshold dividend strategy for the compound Poisson model | 2011-11-15 | Paper |
| On optimality of the barrier strategy for a general Lévy risk process | 2011-08-28 | Paper |
| Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process | 2011-08-02 | Paper |
| Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data | 2011-07-21 | Paper |
| The compound Poisson process perturbed by a diffusion with a threshold dividend strategy | 2011-02-22 | Paper |
| Convexity of ruin probability and optimal dividend strategies for a general Levy process | 2011-01-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566014 | 2010-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3566024 | 2010-06-07 | Paper |
| Further properties and new applications of the nested Dirichlet distribution | 2010-04-06 | Paper |
| On the renewal risk model under a threshold strategy | 2009-06-25 | Paper |
| Sums of Pairwise Quasi-Asymptotically Independent Random Variables with Consistent Variation | 2009-04-08 | Paper |
| A k-sample test with interval censored data | 2009-01-15 | Paper |
| The Classical Risk Model with Constant Interest and Threshold Strategy | 2008-11-10 | Paper |
| On a risk model with debit interest and dividend payments | 2008-10-30 | Paper |
| On the distributions of two classes of multiple dependent aggregate claims | 2008-10-27 | Paper |
| Some Ruin Problems for a Risk Process with Stochastic Interest | 2008-08-12 | Paper |
| A Nonparametric Test for Interval-Censored Failure Time Data with Unequal Censoring | 2008-08-08 | Paper |
| Ruin probabilities in Cox risk models with two dependent classes of business | 2007-08-31 | Paper |
| A time-series risk model with constant interest for dependent classes of business | 2007-07-19 | Paper |
| Asymptotics for a censored generalized linear model with unknown link function | 2007-06-21 | Paper |
| On a Mixture GARCH Time-Series Model | 2007-05-29 | Paper |
| Some results on the compound Markov binomial model | 2007-05-29 | Paper |
| On a correlated aggregate claims model with thinning-dependence structure | 2007-05-24 | Paper |
| The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier | 2007-02-19 | Paper |
| On the renewal risk process with stochastic interest | 2006-12-07 | Paper |
| Profile empirical likelihood for parametric and semiparametric models | 2006-09-06 | Paper |
| On the first time of ruin in the bivariate compound Poisson model | 2006-06-09 | Paper |
| Ruin probabilities for a~risk process with stochastic return on investments. | 2005-11-29 | Paper |
| On Erlang(2) Risk Process Perturbed by Diffusion | 2005-11-15 | Paper |
| Stochastic programming method for multiperiod consumption and investment problems with transactions costs | 2005-11-01 | Paper |
| On Ultimate Ruin in a Delayed-Claims Risk Model | 2005-08-25 | Paper |
| Optimal consumption and investment problems under GARCH with transaction costs | 2005-06-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4817779 | 2004-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4471212 | 2004-06-18 | Paper |
| Comparing \(k\) cumulative incidence functions through resampling methods | 2004-02-14 | Paper |
| Ruin probabilities for time-correlated claims in the compound binomial model. | 2003-11-16 | Paper |
| A discrete-time risk model with interaction between classes of business. | 2003-11-16 | Paper |
| On a correlated aggregate claims model with Poisson and Erlang risk processes. | 2003-11-16 | Paper |
| Resampling Methods for Testing a Semiparametric Random Censorship Model | 2003-08-07 | Paper |
| On the mean residual life regression model | 2003-05-19 | Paper |
| A test of fit for a semiparametric additive risk model | 1998-06-08 | Paper |
| Goodness-of-fit tests for the Cox model via bootstrap method | 1996-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298687 | 1994-06-29 | Paper |
