The following pages link to Hansjoerg Albrecher (Q454865):
Displayed 50 items.
- Mortality modeling and regression with matrix distributions (Q59392) (← links)
- Item:Q454865 (redirect page) (← links)
- Item:Q282531 (redirect page) (← links)
- Exit identities for Lévy processes observed at Poisson arrival times (Q282534) (← links)
- Item:Q454865 (redirect page) (← links)
- Equalization reserves for natural catastrophes and shareholder value: a simulation study (Q362030) (← links)
- Asymptotic results for renewal risk models with risky investments (Q454867) (← links)
- A note on moments of dividends (Q475678) (← links)
- Ruin theory with excess of loss reinsurance and reinstatements (Q548371) (← links)
- The optimal dividend barrier in the gamma-omega model (Q635980) (← links)
- On ruin probability and aggregate claim representations for Pareto claim size distributions (Q659155) (← links)
- An algebraic operator approach to the analysis of Gerber-Shiu functions (Q659180) (← links)
- Item:Q454865 (redirect page) (← links)
- Risk theory with a nonlinear dividend barrier (Q699811) (← links)
- A ruin model with dependence between claim sizes and claim intervals (Q704406) (← links)
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations (Q730354) (← links)
- On the discounted penalty function in a Markov-dependent risk model (Q817299) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- On the efficient evaluation of ruin probabilities for completely monotone claim distributions (Q847258) (← links)
- On the dual risk model with tax payments (Q931202) (← links)
- Identification of the local speed function in a Lévy model for option pricing (Q935180) (← links)
- Optimal dividend strategies for a risk process under force of interest (Q938046) (← links)
- An asymptotic expansion for the tail of compound sums of Burr distributed random variables (Q962019) (← links)
- Dividend maximization under consideration of the time value of ruin (Q997096) (← links)
- The tax identity in risk theory - a simple proof and an extension (Q1017772) (← links)
- Asymptotics of the sample coefficient of variation and the sample dispersion (Q1039473) (← links)
- On a gamma series expansion for the time-dependent probability of collective ruin (Q1413290) (← links)
- Dividends: from refracting to ratcheting (Q1622509) (← links)
- On randomized reinsurance contracts (Q1757612) (← links)
- Simulation methods in ruin models with nonlinear dividend barriers. (Q1873021) (← links)
- On Asian option pricing for NIG Lévy processes (Q1883479) (← links)
- Tail asymptotics for dependent subexponential differences (Q1935731) (← links)
- Threshold selection and trimming in extremes (Q2027092) (← links)
- Multivariate matrix Mittag-Leffler distributions (Q2042437) (← links)
- Trimmed extreme value estimators for censored heavy-tailed data (Q2044408) (← links)
- Efficient simulation of ruin probabilities when claims are mixtures of heavy and light tails (Q2065463) (← links)
- Penalised likelihood methods for phase-type dimension selection (Q2093057) (← links)
- Asymptotic analysis of generalized Greenwood statistics for very heavy tails (Q2128930) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- On a Markovian game model for competitive insurance pricing (Q2152254) (← links)
- Blockchain mining in pools: analyzing the trade-off between profitability and ruin (Q2155859) (← links)
- The single server queue with mixing dependencies (Q2176354) (← links)
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks (Q2198600) (← links)
- Explicit ruin formulas for models with dependence among risks (Q2276228) (← links)
- Competition among non-life insurers under solvency constraints: a game-theoretic approach (Q2356190) (← links)
- Old-age provision: past, present, future (Q2356629) (← links)
- Lundberg's risk process with tax (Q2384679) (← links)
- The tax identity for Markov additive risk processes (Q2445485) (← links)
- Tail asymptotics for the sum of two heavy-tailed dependent risks (Q2463693) (← links)
- A note on the asymptotic behaviour of bottleneck problems (Q2488222) (← links)
- An asymptotical study of combinatorial optimization problems by means of statistical mechanics (Q2571224) (← links)