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  • Search: person:"Hipp, Christian"
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Year of publication
Subject
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Theorie 14 Theory 14 Versicherungsmathematik 9 Versicherungswissenschaft 9 insurance economics 9 Versicherungsbetriebslehre 7 insurance management 7 Anlagepolitk 6 investment Policy 6 optimal dividend payment 6 ruin probability constraint 6 stochastic control 6 Actuarial mathematics 5 Risikomodell 5 Risk model 5 Rückversicherung 5 Versicherungsmathematik 5 Versicherungswirtschaft 5 Geldpolitik 4 Kreditwesen 4 Dividend 3 Dividende 3 Reinsurance 3 Risiko 3 Risk 3 Stochastic process 3 Stochastischer Prozess 3 Welt 3 World 3 Betriebliche Investitionstheorie 2 Corporate investment theory 2 De Finetti model 2 Deutschland 2 Erwartungsnutzen 2 Expected utility 2 Financial sector 2 Finanzsektor 2 Germany 2 Hedging 2 Immobilienfinanzierung 2
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Online availability
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Free 18 Undetermined 9 CC license 1
Type of publication
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Article 36 Book / Working Paper 19
Type of publication (narrower categories)
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Article in journal 9 Aufsatz in Zeitschrift 9 Konferenzschrift 4 Article 3 Aufsatz im Buch 3 Book section 3 Arbeitspapier 2 Collection of articles of several authors 2 Conference proceedings 2 Graue Literatur 2 Non-commercial literature 2 Sammelwerk 2 Working Paper 2
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Language
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English 29 Undetermined 20 German 10
Author
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Hipp, Christian 54 Taksar, Michael 7 Plum, Michael 6 Berdel, Jasmin 3 Dickson, David C.M. 3 Dickson, David C. M. 2 Schmidli, Hanspeter 2 Taksar, Michael I. 2 Vogt, Michael 2 Albrecher, Hansjorg 1 Aschenbrenner, Sebastian 1 Belkina, Tatiana 1 Binz, Christian 1 Bölscher, Jens 1 Eichhorn, Wolfgang 1 Franke, Günter 1 Graf von der Schulenburg, J.Matthias 1 Hipp, Ann 1 Kortschak, Dominik 1 Luo, Shangzhen 1
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Institution
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Centre for Actuarial Studies 2 Symposium Geld, Finanzwirtschaft, Banken und Versicherungen <6, 1993, Karlsruhe> 2 Symposium Geld, Finanzwirtschaft, Banken und Versicherungen <7, 1996, Karlsruhe> 2 Universität Karlsruhe 2 International Actuarial Association / Actuarial Studies in Non-Life Insurance 1 arXiv.org 1
Published in...
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Insurance / Mathematics & economics 9 Insurance: Mathematics and Economics 7 Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Publikationen 4 Risks 3 Risks : open access journal 3 Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Veröffentlichungen 3 Finance and stochastics 2 Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries 2 Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne 2 Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V. 2 ASTIN BULLETIN ; Vol.33, No.2, 2003, pp.193-207 1 Aktuelle finanzwirtschaftliche Fragen der Versicherungswirtschaft 1 Casualty Actuarial Society - Publications 1 Finance and Stochastics, 2003. 1 Homepage der Humboldt-Universität zu Berlin - Institut für Statistik und Ökonometrie 1 Insurance: Mathematics and Economics, S. 215-228, 2000 1 Journal of Multivariate Analysis 1 Mathematics Preprint Archive 1 Papers / arXiv.org 1 Research policy : policy, management and economic studies of science, technology and innovation 1 Risiko, Versicherung, Markt : Festschrift für Walter Karten zur Vollendung des 60. Lebensjahres 1 Risikoforschung und Versicherung : Festschrift für Elmar Helten zum 65. Geburtstag 1 Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003 1 Universität Karlsruhe - Lehrstuhl für Versicherungswissenschaft - Veröffentlichungen Christina Hipp 1 Versicherungswirtschaft : insurance, business, report 1 Zeitschrift für die gesamte Versicherungswissenschaft : Zeitschrift des Deutschen Vereins für Versicherungswissenschaft e.V 1
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Source
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ECONIS (ZBW) 17 OLC EcoSci 12 USB Cologne (business full texts) 10 RePEc 9 EconStor 3 BASE 2 USB Cologne (EcoSocSci) 2
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Showing 1 - 10 of 55
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Optimal dividend payment in De Finetti models: Survey and new results and strategies
Hipp, Christian - In: Risks 8 (2020) 3, pp. 1-27
We consider optimal dividend payment under the constraint that the with-dividend ruin probability does not exceed a given value ». This is done in most simple discrete De Finetti models. We characterize the value function V(s,») for initial surplus s of this problem, characterize the...
Persistent link: https://www.econbiz.de/10013200629
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Optimal dividend payment in De Finetti models : survey and new results and strategies
Hipp, Christian - In: Risks : open access journal 8 (2020) 3/96, pp. 1-27
We consider optimal dividend payment under the constraint that the with-dividend ruin probability does not exceed a given value α. This is done in most simple discrete De Finetti models. We characterize the value function V(s,α) for initial surplus s of this problem, characterize the...
Persistent link: https://www.econbiz.de/10012293314
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Company value with ruin constraint in a discrete model
Hipp, Christian - In: Risks 6 (2018) 1, pp. 1-14
Optimal dividend payment under a ruin constraint is a two objective control problem which-in simple models-can be solved numerically by three essentially different methods. One is based on a modified Bellman equation and the policy improvement method (see Hipp (2003)). In this paper we use...
Persistent link: https://www.econbiz.de/10011996564
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Company value with ruin constraint in Lundberg models
Hipp, Christian - In: Risks 6 (2018) 3, pp. 1-15
In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models. The policy improvement method works also in continuous...
Persistent link: https://www.econbiz.de/10011996631
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Optimal Dynamic Xl Reinsurance
Hipp, Christian - 2018
We consider a risk process modeled as a compound Poisson process. We find the optimal dynamic unlimited excess of loss reinsurance strategy to minimize infinite time ruin probability, and prove the existence of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation as well as a...
Persistent link: https://www.econbiz.de/10012921010
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Company value with ruin constraint in Lundberg models
Hipp, Christian - In: Risks : open access journal 6 (2018) 3, pp. 1-15
In this note we study the problem of company values with a ruin constraint in classical continuous time Lundberg models. For this, we adapt the methods and results for discrete de Finetti models to time and state continuous Lundberg models. The policy improvement method works also in continuous...
Persistent link: https://www.econbiz.de/10011890686
Saved in:
Cover Image
Company value with ruin constraint in a discrete model
Hipp, Christian - In: Risks : open access journal 6 (2018) 1, pp. 1-14
Optimal dividend payment under a ruin constraint is a two objective control problem which-in simple models-can be solved numerically by three essentially different methods. One is based on a modified Bellman equation and the policy improvement method (see Hipp (2003)). In this paper we use...
Persistent link: https://www.econbiz.de/10011811530
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Firm survival in complex value chains and global innovation systems : evidence from solar photovoltaics
Hipp, Ann; Binz, Christian - In: Research policy : policy, management and economic … 49 (2020) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012429919
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Optimal Constrained Investment in the Cramer-Lundberg model
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; … - arXiv.org - 2011
We consider an insurance company whose surplus is represented by the classical Cramer-Lundberg process. The company can invest its surplus in a risk free asset and in a risky asset, governed by the Black-Scholes equation. There is a constraint that the insurance company can only invest in the...
Persistent link: https://www.econbiz.de/10009402026
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Optimal dynamic XL reinsurance
Hipp, Christian; Vogt, Michael - 2003
We consider a risk process modelled as a compound Poisson process. We find the otimal dynamic unlimited excess of loss reinsurance strategy to minimize infinite time ruin probability, and prove the existence of a smooth solution of the corresponding Hamilton-Jacobi-Bellman equation as well as a...
Persistent link: https://www.econbiz.de/10005846359
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