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Albrecher, Hansjörg
21
Thonhauser, Stefan
4
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3
Albrecher, H.
2
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2
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2
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Insurance / Mathematics & economics
15
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2
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
2
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1
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1
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1
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Dividend maximization under consideration of the time value of ruin
Thonhauser, Stefan
;
Albrecher, Hansjörg
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 163-184
Persistent link: https://www.econbiz.de/10007770129
Saved in:
2
Optimal dividend strategies for a risk process under force of interest
Albrecher, Hansjörg
;
Thonhauser, Stefan
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 134-149
Persistent link: https://www.econbiz.de/10008082354
Saved in:
3
Optimal dividend strategies for a risk process under force of interest
Albrecher, Hansjörg
;
Thonhauser, Stefan
- In:
Insurance / Mathematics & economics
43
(
2008
)
1
,
pp. 134-150
Persistent link: https://www.econbiz.de/10008883785
Saved in:
4
Risk averse asymptotics in a Black–Scholes market on a finite time horizon
Grandits, Peter
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 21-41
Persistent link: https://www.econbiz.de/10009251618
Saved in:
5
General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.
;
Mayer, P.A.
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1-2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10008221134
Saved in:
6
General Lower Bounds for Arithmetic Asian Option Prices
Albrecher, H.
;
Mayer, P.A.
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10008221162
Saved in:
7
Properties of a Risk Measure Derived from Ruin Theory
Trufin, Julien
;
Albrecher, Hansjoerg
;
Denuit, Michel M
- In:
The Geneva risk and insurance review
36
(
2011
)
2
,
pp. 174-189
Persistent link: https://www.econbiz.de/10009804625
Saved in:
8
Implied liquidity: Model sensitivity
Albrecher, Hansjoerg
;
Guillaume, Florence
;
Schoutens, Wim
- In:
Journal of empirical finance
23
(
2013
),
pp. 48-67
Persistent link: https://www.econbiz.de/10010165910
Saved in:
9
On the discounted penalty function in a Markov-dependent risk model
Albrecher, Hansjörg
;
Boxma, Onno J.
- In:
Insurance / Mathematics & economics
37
(
2005
)
3
,
pp. 650-672
Persistent link: https://www.econbiz.de/10006874103
Saved in:
10
On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times
Albrecher, Hansjörg
;
Claramunt, M.Mercè
;
Mármol, Maite
- In:
Insurance / Mathematics & economics
37
(
2005
)
2
,
pp. 324-334
Persistent link: https://www.econbiz.de/10006874799
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