Hanspeter Schmidli

Available identifiers

zbMath Open schmidli.hanspeterMaRDI QIDQ190748

List of research outcomes

Publication	Date of Publication	Type
Optimisation of drawdowns by generalised reinsurance in the classical risk model	2023-11-17	Paper
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance	2022-07-08	Paper
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times	2022-06-20	Paper
Mortality options: the point of view of an insurer	2021-03-17	Paper
Optimal capital injections and dividends with tax in a risk model in discrete time	2020-11-04	Paper
Optimal reinsurance and investment in a diffusion model	2020-07-08	Paper
Dividends with tax and capital injection in a spectrally negative Lévy risk model	2018-10-10	Paper
On capital injections and dividends with tax in a diffusion approximation	2018-07-17	Paper
Risk theory	2018-01-22	Paper
On optimal dividends with exponential and linear penalty payments	2017-01-31	Paper
On capital injections and dividends with tax in a classical risk model	2016-12-14	Paper
A Note on Gerber–Shiu Functions with an Application	2015-10-15	Paper
Extended Gerber-Shiu functions in a risk model with interest	2015-05-26	Paper
Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times	2014-07-19	Paper
Minimising expected discounted capital injections by reinsurance in a classical risk model	2013-12-13	Paper
On the Gerber-Shiu function and change of measure	2012-02-10	Paper
Conditional law of risk processes given that ruin occurs	2012-02-10	Paper
Ruin probabilities in a diffusion environment	2011-10-25	Paper
Optimal Control of Capital Injections by Reinsurance with a Constant Rate of Interest	2011-10-25	Paper
Optimal dividend strategies in a Cramér-Lundberg model with capital injections and administration costs	2011-08-25	Paper
Optimal dividend strategies in a Cramér-Lundberg model with capital injections	2010-06-08	Paper
Optimal control of capital injections by reinsurance in a diffusion approximation	2010-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q3607219	2009-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q5302587	2009-01-07	Paper
On the Distribution of the Surplus Prior and at Ruin	2008-02-27	Paper
https://portal.mardi4nfdi.de/entity/Q5434181	2008-01-03	Paper
Optimisation in Non-Life Insurance	2007-02-15	Paper
Asymptotics of ruin probabilities for controlled risk processes in the small claims case	2006-05-24	Paper
On optimal investment and subexponential claims	2005-08-01	Paper
On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance	2005-03-30	Paper
Asymptotics of ruin probabilities for risk processes under optimal reinsurance and investment policies: The large claim case	2004-08-10	Paper
On minimizing the ruin probability by investment and reinsurance	2003-05-06	Paper
Pricing catastrophe insurance products based on actually reported claims	2002-10-10	Paper
Distribution of the first ladder height of a stationary risk process perturbed by \(\alpha\)-stable Lévy motion	2002-03-03	Paper
Optimal Proportional Reinsurance Policies in a Dynamic Setting	2001-09-16	Paper
Compound sums and subexponentiality	2000-12-03	Paper
Tail probabilities for non-standard risk and queueing processes with subexponential jumps	2000-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q4489978	2000-07-12	Paper
Estimation of the Lundberg coefficient for a Markov modulated risk model	1999-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4230625	1999-02-07	Paper
An extension to the renewal theorem and an application to risk theory	1997-11-10	Paper
https://portal.mardi4nfdi.de/entity/Q4357491	1997-09-25	Paper
Bayesian analysis of reduced rank regression	1996-11-17	Paper
Lundberg inequalities for a Cox model with a piecewise constant intensity	1996-09-16	Paper
Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion	1996-05-20	Paper
Saddlepoint approximations for the probability of ruin in finite time	1996-05-06	Paper
https://portal.mardi4nfdi.de/entity/Q4311655	1995-07-13	Paper
Ruin estimation for a general insurance risk model	1995-04-26	Paper
Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion	1995-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q4311656	1994-10-30	Paper
Diffusion approximations for a risk process with the possibility of borrowing and investment	1994-08-11	Paper
Modelling of extremal events in insurance and finance	1994-04-28	Paper
Finite-time Lundberg inequalities in the Cox case	1994-04-26	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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