Results for 10003489639 Showing 1 - 42 results of 42 Laminas_Feed_Writer 2 (https://getlaminas.org) https://www.econbiz.de/similar/results?mlt=author&lng=en&view=rss&id=10003489639&sort=econbiz_created+desc&limit=50 42 0 50 Optimisation of drawdowns by generalised reinsurance in the classical risk model Mon, 17 Feb 2025 11:14:29 +0000 https://www.econbiz.de/Record/optimisation-of-drawdowns-by-generalised-reinsurance-in-the-classical-risk-model-brinker-leonie-violetta/10015198558?sid=1535907609 https://www.econbiz.de/Record/optimisation-of-drawdowns-by-generalised-reinsurance-in-the-classical-risk-model-brinker-leonie-violetta/10015198558?sid=1535907609 Brinker, Leonie Violetta Article 2023 Brinker, Leonie Violetta 0 Optimal capital injections and dividends with tax in a risk model in discrete time Tue, 02 Apr 2024 17:14:12 +0000 https://www.econbiz.de/Record/optimal-capital-injections-and-dividends-with-tax-in-a-risk-model-in-discrete-time-bata-katharina/10014504517?sid=1535907609 https://www.econbiz.de/Record/optimal-capital-injections-and-dividends-with-tax-in-a-risk-model-in-discrete-time-bata-katharina/10014504517?sid=1535907609 Bata, Katharina Article 2020 Bata, Katharina 0 Optimisation of drawdowns by generalised reinsurance in the classical risk model Thu, 04 Jan 2024 17:35:16 +0000 https://www.econbiz.de/Record/optimisation-of-drawdowns-by-generalised-reinsurance-in-the-classical-risk-model-brinker-leonie-violetta/10014443759?sid=1535907609 https://www.econbiz.de/Record/optimisation-of-drawdowns-by-generalised-reinsurance-in-the-classical-risk-model-brinker-leonie-violetta/10014443759?sid=1535907609 Brinker, Leonie Violetta Article 2023 Brinker, Leonie Violetta 0 Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times Mon, 28 Feb 2022 11:46:42 +0000 https://www.econbiz.de/Record/dividends-and-capital-injections-in-a-renewal-model-with-erlang-distributed-inter-arrival-times-schmidli-hanspeter/10012872646?sid=1535907609 https://www.econbiz.de/Record/dividends-and-capital-injections-in-a-renewal-model-with-erlang-distributed-inter-arrival-times-schmidli-hanspeter/10012872646?sid=1535907609 Schmidli, Hanspeter Article 2022 Schmidli, Hanspeter 0 Stochastic Control in Insurance. Fri, 03 Dec 2021 00:34:43 +0000 https://www.econbiz.de/Record/stochastic-control-in-insurance-schmidli-hanspeter/10012685068?sid=1535907609 https://www.econbiz.de/Record/stochastic-control-in-insurance-schmidli-hanspeter/10012685068?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2008 Schmidli, Hanspeter 0 Mortality options : the point of view of an insurer Thu, 11 Mar 2021 06:51:19 +0000 https://www.econbiz.de/Record/mortality-options-the-point-of-view-of-an-insurer-schmeck-maren-diane/10012482759?sid=1535907609 https://www.econbiz.de/Record/mortality-options-the-point-of-view-of-an-insurer-schmeck-maren-diane/10012482759?sid=1535907609 Schmeck, Maren Diane Article 2021 Schmeck, Maren Diane 0 Optimal reinsurance and investment in a diffusion model Thu, 17 Sep 2020 16:45:16 +0000 https://www.econbiz.de/Record/optimal-reinsurance-and-investment-in-a-diffusion-model-brachetta-matteo/10012285402?sid=1535907609 https://www.econbiz.de/Record/optimal-reinsurance-and-investment-in-a-diffusion-model-brachetta-matteo/10012285402?sid=1535907609 Brachetta, Matteo Article 2020 Brachetta, Matteo 0 Mortality options: the point of view of an insurer Wed, 14 Aug 2019 14:09:34 +0000 https://www.econbiz.de/Record/mortality-options-the-point-of-view-of-an-insurer-schmeck-maren-diane/10012042155?sid=1535907609 https://www.econbiz.de/Record/mortality-options-the-point-of-view-of-an-insurer-schmeck-maren-diane/10012042155?sid=1535907609 Schmeck, Maren Diane Book / Working Paper 2019 Schmeck, Maren Diane 0 Mortality options: the point of view of an insurer Wed, 29 May 2019 12:09:28 +0000 https://www.econbiz.de/Record/mortality-options-the-point-of-view-of-an-insurer-schmeck-maren-diane/10012009911?sid=1535907609 https://www.econbiz.de/Record/mortality-options-the-point-of-view-of-an-insurer-schmeck-maren-diane/10012009911?sid=1535907609 Schmeck, Maren Diane Book / Working Paper 2019 Schmeck, Maren Diane 0 On capital injections and dividends with tax in a diffusion approximation Mon, 28 May 2018 08:38:55 +0000 https://www.econbiz.de/Record/on-capital-injections-and-dividends-with-tax-in-a-diffusion-approximation-schmidli-hanspeter/10011848637?sid=1535907609 https://www.econbiz.de/Record/on-capital-injections-and-dividends-with-tax-in-a-diffusion-approximation-schmidli-hanspeter/10011848637?sid=1535907609 Schmidli, Hanspeter Article 2017 Schmidli, Hanspeter 0 On optimal dividends with exponential and linear penalty payments Wed, 02 Aug 2017 13:14:58 +0000 https://www.econbiz.de/Record/on-optimal-dividends-with-exponential-and-linear-penalty-payments-vierk%C3%B6tter-matthias/10011694733?sid=1535907609 https://www.econbiz.de/Record/on-optimal-dividends-with-exponential-and-linear-penalty-payments-vierk%C3%B6tter-matthias/10011694733?sid=1535907609 Vierkötter, Matthias Article 2017 Vierkötter, Matthias 0 On capital injections and dividends with tax in a classical risk model Wed, 05 Apr 2017 14:21:49 +0000 https://www.econbiz.de/Record/on-capital-injections-and-dividends-with-tax-in-a-classical-risk-model-schmidli-hanspeter/10011630625?sid=1535907609 https://www.econbiz.de/Record/on-capital-injections-and-dividends-with-tax-in-a-classical-risk-model-schmidli-hanspeter/10011630625?sid=1535907609 Schmidli, Hanspeter Article 2016 Schmidli, Hanspeter 0 Extended Gerber–Shiu functions in a risk model with interest Fri, 12 Jun 2015 14:26:33 +0000 https://www.econbiz.de/Record/extended-gerber-shiu-functions-in-a-risk-model-with-interest-schmidli-hanspeter/10011263852?sid=1535907609 https://www.econbiz.de/Record/extended-gerber-shiu-functions-in-a-risk-model-with-interest-schmidli-hanspeter/10011263852?sid=1535907609 Schmidli, Hanspeter Article 2015 Schmidli, Hanspeter 0 Extended Gerber-Shiu functions in a risk model with interest Fri, 08 May 2015 15:46:35 +0000 https://www.econbiz.de/Record/extended-gerber-shiu-functions-in-a-risk-model-with-interest-schmidli-hanspeter/10010515872?sid=1535907609 https://www.econbiz.de/Record/extended-gerber-shiu-functions-in-a-risk-model-with-interest-schmidli-hanspeter/10010515872?sid=1535907609 Schmidli, Hanspeter Article 2015 Schmidli, Hanspeter 0 Minimising expected discounted capital injections by reinsurance in a classical risk model Mon, 31 Oct 2011 13:12:42 +0000 https://www.econbiz.de/Record/minimising-expected-discounted-capital-injections-by-reinsurance-in-a-classical-risk-model-eisenberg-julia/10009330033?sid=1535907609 https://www.econbiz.de/Record/minimising-expected-discounted-capital-injections-by-reinsurance-in-a-classical-risk-model-eisenberg-julia/10009330033?sid=1535907609 Eisenberg, Julia Article 2011 Eisenberg, Julia 0 Optimal dividend strategies in a Cramér–Lundberg model with capital injections Mon, 04 Apr 2011 14:11:34 +0000 https://www.econbiz.de/Record/optimal-dividend-strategies-in-a-cram%C3%A9r-lundberg-model-with-capital-injections-kulenko-natalie/10008880502?sid=1535907609 https://www.econbiz.de/Record/optimal-dividend-strategies-in-a-cram%C3%A9r-lundberg-model-with-capital-injections-kulenko-natalie/10008880502?sid=1535907609 Kulenko, Natalie Article 2008 Kulenko, Natalie 0 On the Gerber-Shiu function and change of measure Mon, 20 Sep 2010 12:14:53 +0000 https://www.econbiz.de/Record/on-the-gerber-shiu-function-and-change-of-measure-schmidli-hanspeter/10008507357?sid=1535907609 https://www.econbiz.de/Record/on-the-gerber-shiu-function-and-change-of-measure-schmidli-hanspeter/10008507357?sid=1535907609 Schmidli, Hanspeter Article 2010 Schmidli, Hanspeter 0 Conditional law of risk processes given that ruin occurs Mon, 20 Sep 2010 12:14:53 +0000 https://www.econbiz.de/Record/conditional-law-of-risk-processes-given-that-ruin-occurs-schmidli-hanspeter/10008507358?sid=1535907609 https://www.econbiz.de/Record/conditional-law-of-risk-processes-given-that-ruin-occurs-schmidli-hanspeter/10008507358?sid=1535907609 Schmidli, Hanspeter Article 2010 Schmidli, Hanspeter 0 Optimal asset allocation for a general portfolio of life insurance policies Mon, 20 Sep 2010 11:41:33 +0000 https://www.econbiz.de/Record/optimal-asset-allocation-for-a-general-portfolio-of-life-insurance-policies-schmidli-hanspeter/10008391783?sid=1535907609 https://www.econbiz.de/Record/optimal-asset-allocation-for-a-general-portfolio-of-life-insurance-policies-schmidli-hanspeter/10008391783?sid=1535907609 Schmidli, Hanspeter Article 2010 Schmidli, Hanspeter 0 Optimal dividend strategies in a Cramér–Lundberg model with capital injections Thu, 16 Sep 2010 17:51:27 +0000 https://www.econbiz.de/Record/optimal-dividend-strategies-in-a-cram%C3%A9r-lundberg-model-with-capital-injections-kulenko-natalie/10008104607?sid=1535907609 https://www.econbiz.de/Record/optimal-dividend-strategies-in-a-cram%C3%A9r-lundberg-model-with-capital-injections-kulenko-natalie/10008104607?sid=1535907609 Kulenko, Natalie Article 2008 Kulenko, Natalie 0 Pricing catastrophe insurance products based on actually reported claims Thu, 16 Sep 2010 16:34:16 +0000 https://www.econbiz.de/Record/pricing-catastrophe-insurance-products-based-on-actually-reported-claims-christensen-claus-vorm/10006905504?sid=1535907609 https://www.econbiz.de/Record/pricing-catastrophe-insurance-products-based-on-actually-reported-claims-christensen-claus-vorm/10006905504?sid=1535907609 Christensen, Claus Vorm Article 2000 Christensen, Claus Vorm 0 Distribution of the first ladder height of a stationary risk process perturbed by a-stable Lévy motion Thu, 16 Sep 2010 16:34:09 +0000 https://www.econbiz.de/Record/distribution-of-the-first-ladder-height-of-a-stationary-risk-process-perturbed-by-a-stable-l%C3%A9vy-motion-schmidli-hanspeter/10006903553?sid=1535907609 https://www.econbiz.de/Record/distribution-of-the-first-ladder-height-of-a-stationary-risk-process-perturbed-by-a-stable-l%C3%A9vy-motion-schmidli-hanspeter/10006903553?sid=1535907609 Schmidli, Hanspeter Article 2001 Schmidli, Hanspeter 0 Modelling of Extremal Events in Insurance and Finance Thu, 16 Sep 2010 16:16:58 +0000 https://www.econbiz.de/Record/modelling-of-extremal-events-in-insurance-and-finance-embrechts-paul/10006638029?sid=1535907609 https://www.econbiz.de/Record/modelling-of-extremal-events-in-insurance-and-finance-embrechts-paul/10006638029?sid=1535907609 Embrechts, Paul Article 1994 Embrechts, Paul 0 Finite-Time Lundberg Inequalities in the Cox Case Thu, 16 Sep 2010 15:36:35 +0000 https://www.econbiz.de/Record/finite-time-lundberg-inequalities-in-the-cox-case-embrechts-paul/10006007587?sid=1535907609 https://www.econbiz.de/Record/finite-time-lundberg-inequalities-in-the-cox-case-embrechts-paul/10006007587?sid=1535907609 Embrechts, Paul Article 1993 Embrechts, Paul 0 Saddlepoint Approximations for the Probability of Ruin in Finite Time Thu, 16 Sep 2010 15:35:47 +0000 https://www.econbiz.de/Record/saddlepoint-approximations-for-the-probability-of-ruin-in-finite-time-barndorff-nielsen-ole/10005994449?sid=1535907609 https://www.econbiz.de/Record/saddlepoint-approximations-for-the-probability-of-ruin-in-finite-time-barndorff-nielsen-ole/10005994449?sid=1535907609 Barndorff-Nielsen, Ole E. Article 1995 Barndorff-Nielsen, Ole E. 0 Optimal Proportional Reinsurance Policies in a Dynamic Setting Thu, 16 Sep 2010 15:33:04 +0000 https://www.econbiz.de/Record/optimal-proportional-reinsurance-policies-in-a-dynamic-setting-schmidli-hanspeter/10005952060?sid=1535907609 https://www.econbiz.de/Record/optimal-proportional-reinsurance-policies-in-a-dynamic-setting-schmidli-hanspeter/10005952060?sid=1535907609 Schmidli, Hanspeter Article 2001 Schmidli, Hanspeter 0 Asymptotics of ruin probabilities for controlled risk processes in the small claims case Thu, 16 Sep 2010 15:31:25 +0000 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-controlled-risk-processes-in-the-small-claims-case-hipp-christian/10005925329?sid=1535907609 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-controlled-risk-processes-in-the-small-claims-case-hipp-christian/10005925329?sid=1535907609 Hipp, Christian Article 2004 Hipp, Christian 0 Asymptotics of ruin probabilities for controlled risk processes in the small claims case Thu, 16 Sep 2010 15:22:37 +0000 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-controlled-risk-processes-in-the-small-claims-case-hipp-christian/10005846376?sid=1535907609 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-controlled-risk-processes-in-the-small-claims-case-hipp-christian/10005846376?sid=1535907609 Hipp, Christian Book / Working Paper 2003 Hipp, Christian 0 Insurance Risk and Ruin. David C. M. Dickson Thu, 16 Sep 2010 12:53:32 +0000 https://www.econbiz.de/Record/insurance-risk-and-ruin-david-c-m-dickson-schmidli-hanspeter/10005430243?sid=1535907609 https://www.econbiz.de/Record/insurance-risk-and-ruin-david-c-m-dickson-schmidli-hanspeter/10005430243?sid=1535907609 Schmidli, Hanspeter Article 2006 Schmidli, Hanspeter 0 On optimal investment and subexponential claims Thu, 16 Sep 2010 12:52:07 +0000 https://www.econbiz.de/Record/on-optimal-investment-and-subexponential-claims-schmidli-hanspeter/10005380657?sid=1535907609 https://www.econbiz.de/Record/on-optimal-investment-and-subexponential-claims-schmidli-hanspeter/10005380657?sid=1535907609 Schmidli, Hanspeter Article 2005 Schmidli, Hanspeter 0 Pricing catastrophe insurance products based on actually reported claims Thu, 16 Sep 2010 12:51:56 +0000 https://www.econbiz.de/Record/pricing-catastrophe-insurance-products-based-on-actually-reported-claims-christensen-claus-vorm/10005375122?sid=1535907609 https://www.econbiz.de/Record/pricing-catastrophe-insurance-products-based-on-actually-reported-claims-christensen-claus-vorm/10005375122?sid=1535907609 Christensen, Claus Vorm Article 2000 Christensen, Claus Vorm 0 Optimal dividend strategies in a Cramér-Lundberg model with capital injections Thu, 16 Sep 2010 12:51:56 +0000 https://www.econbiz.de/Record/optimal-dividend-strategies-in-a-cram%C3%A9r-lundberg-model-with-capital-injections-kulenko-natalie/10005375257?sid=1535907609 https://www.econbiz.de/Record/optimal-dividend-strategies-in-a-cram%C3%A9r-lundberg-model-with-capital-injections-kulenko-natalie/10005375257?sid=1535907609 Kulenko, Natalie Article 2008 Kulenko, Natalie 0 Distribution of the first ladder height of a stationary risk process perturbed by [alpha]-stable Lévy motion Thu, 16 Sep 2010 12:40:35 +0000 https://www.econbiz.de/Record/distribution-of-the-first-ladder-height-of-a-stationary-risk-process-perturbed-by-alpha-stable-l%C3%A9vy-motion-schmidli-hanspeter/10004973709?sid=1535907609 https://www.econbiz.de/Record/distribution-of-the-first-ladder-height-of-a-stationary-risk-process-perturbed-by-alpha-stable-l%C3%A9vy-motion-schmidli-hanspeter/10004973709?sid=1535907609 Schmidli, Hanspeter Article 2001 Schmidli, Hanspeter 0 Stochastic control in insurance Thu, 16 Sep 2010 11:36:09 +0000 https://www.econbiz.de/Record/stochastic-control-in-insurance-schmidli-hanspeter/10004907482?sid=1535907609 https://www.econbiz.de/Record/stochastic-control-in-insurance-schmidli-hanspeter/10004907482?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2008 Schmidli, Hanspeter 0 Conditional law of risk processes given that ruin occurs Wed, 15 Sep 2010 22:55:55 +0000 https://www.econbiz.de/Record/conditional-law-of-risk-processes-given-that-ruin-occurs-schmidli-hanspeter/10003966560?sid=1535907609 https://www.econbiz.de/Record/conditional-law-of-risk-processes-given-that-ruin-occurs-schmidli-hanspeter/10003966560?sid=1535907609 Schmidli, Hanspeter Article 2010 Schmidli, Hanspeter 0 On the Gerber-Shiu function and change of measure Wed, 15 Sep 2010 22:54:26 +0000 https://www.econbiz.de/Record/on-the-gerber-shiu-function-and-change-of-measure-schmidli-hanspeter/10003953203?sid=1535907609 https://www.econbiz.de/Record/on-the-gerber-shiu-function-and-change-of-measure-schmidli-hanspeter/10003953203?sid=1535907609 Schmidli, Hanspeter Article 2010 Schmidli, Hanspeter 0 On Cramér-Lundberg approximations for ruin probabilities under optimal excess of loss reinsurance Wed, 15 Sep 2010 19:18:16 +0000 https://www.econbiz.de/Record/on-cram%C3%A9r-lundberg-approximations-for-ruin-probabilities-under-optimal-excess-of-loss-reinsurance-schmidli-hanspeter/10001979792?sid=1535907609 https://www.econbiz.de/Record/on-cram%C3%A9r-lundberg-approximations-for-ruin-probabilities-under-optimal-excess-of-loss-reinsurance-schmidli-hanspeter/10001979792?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2004 Schmidli, Hanspeter 0 On optimal investment and subexponential claims Wed, 15 Sep 2010 19:18:16 +0000 https://www.econbiz.de/Record/on-optimal-investment-and-subexponential-claims-schmidli-hanspeter/10001979814?sid=1535907609 https://www.econbiz.de/Record/on-optimal-investment-and-subexponential-claims-schmidli-hanspeter/10001979814?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2004 Schmidli, Hanspeter 0 Modelling PCS options via individual indices Wed, 15 Sep 2010 18:59:07 +0000 https://www.econbiz.de/Record/modelling-pcs-options-via-individual-indices-schmidli-hanspeter/10001793914?sid=1535907609 https://www.econbiz.de/Record/modelling-pcs-options-via-individual-indices-schmidli-hanspeter/10001793914?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2003 Schmidli, Hanspeter 0 Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the large claim case Wed, 15 Sep 2010 18:51:02 +0000 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-risk-processes-under-optimal-reinsurance-policies-the-large-claim-case-schmidli-hanspeter/10001724275?sid=1535907609 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-risk-processes-under-optimal-reinsurance-policies-the-large-claim-case-schmidli-hanspeter/10001724275?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2002 Schmidli, Hanspeter 0 Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies : the small claim case Wed, 15 Sep 2010 18:51:02 +0000 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-risk-processes-under-optimal-reinsurance-policies-the-small-claim-case-schmidli-hanspeter/10001724276?sid=1535907609 https://www.econbiz.de/Record/asymptotics-of-ruin-probabilities-for-risk-processes-under-optimal-reinsurance-policies-the-small-claim-case-schmidli-hanspeter/10001724276?sid=1535907609 Schmidli, Hanspeter Book / Working Paper 2002 Schmidli, Hanspeter 0 Modelling of extremal events in insurance and finance Wed, 15 Sep 2010 17:46:17 +0000 https://www.econbiz.de/Record/modelling-of-extremal-events-in-insurance-and-finance-embrechts-paul/10001161685?sid=1535907609 https://www.econbiz.de/Record/modelling-of-extremal-events-in-insurance-and-finance-embrechts-paul/10001161685?sid=1535907609 Embrechts, Paul Article 1994 Embrechts, Paul 0