| Publication | Date of Publication | Type |
|---|
| Convergence rates of individual Ritz values in block preconditioned gradient-type eigensolvers | 2024-02-05 | Paper |
| Convergence analysis of a block preconditioned steepest descent eigensolver with implicit deflation | 2024-01-18 | Paper |
| Sharp Majorization-Type Cluster Robust Bounds for Block Filters and Eigensolvers | 2024-01-04 | Paper |
| Multiple per-claim reinsurance based on maximizing the Lundberg exponent | 2023-10-12 | Paper |
| Risk-Seeking Behavior and Its Implications for the Optimal Decision Making of Annuity Insurers | 2023-07-03 | Paper |
| Angle-free cluster robust Ritz value bounds for restarted block eigensolvers | 2022-11-02 | Paper |
| Optimal dividends and reinsurance with capital injection under thinning dependence | 2022-08-01 | Paper |
| 最优分红策略:正则与脉冲混合控制问题 | 2022-03-21 | Paper |
| Nonlinear impulse capital injections problem with reinsurance control | 2022-03-21 | Paper |
| Optimal stochastic impulse and regular control for capital injections: A hybrid strategy | 2022-03-21 | Paper |
| Utility maximization with habit formation of interaction | 2021-09-10 | Paper |
| Optimal dividend and risk control policies in the presence of a fixed transaction cost | 2021-02-03 | Paper |
| A powerful test for multivariate normality | 2020-10-28 | Paper |
| An empirical test of Tobit model robustness in estimating online auction prices over various distributions | 2020-10-15 | Paper |
| Removal models accounting for temporary emigration | 2020-02-07 | Paper |
| The exit time and the dividend value function for one-dimensional diffusion processes | 2019-08-16 | Paper |
| Cluster robust estimates for block gradient-type eigensolvers | 2019-08-01 | Paper |
| Optimal Reinsurance Design: A Mean-Variance Approach | 2019-05-28 | Paper |
| A regulation model for the solvency of banking system: based on the pinning control theory of complex network | 2019-02-20 | Paper |
| Convergence estimates of nonrestarted and restarted block‐Lanczos methods | 2018-11-29 | Paper |
| Weighted kappa statistic for clustered matched-pair ordinal data | 2018-11-23 | Paper |
| Kappa statistic for clustered physician-patients polytomous data | 2018-08-21 | Paper |
| PORTFOLIO SELECTION BY MINIMIZING THE PRESENT VALUE OF CAPITAL INJECTION COSTS | 2018-06-04 | Paper |
| Sharp Ritz value estimates for restarted Krylov subspace iterations | 2018-04-23 | Paper |
| An approximation method for risk aggregations and capital allocation rules based on additive risk factor models | 2018-04-12 | Paper |
| Optimal investment and premium control in a nonlinear diffusion model | 2018-01-19 | Paper |
| A note on generating correlated matched-pair binary data through conditional linear family | 2017-10-12 | Paper |
| OPTIMAL DIVIDEND–REINSURANCE WITH TWO TYPES OF PREMIUM PRINCIPLES | 2017-09-19 | Paper |
| Convergence theory for preconditioned eigenvalue solvers in a nutshell | 2017-07-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2824149 | 2016-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2992772 | 2016-08-10 | Paper |
| Convergence Analysis of Restarted Krylov Subspace Eigensolvers | 2016-08-04 | Paper |
| Numerical bifurcation and its application in computation of available transfer capability | 2016-06-21 | Paper |
| Optimal reinsurance with both proportional and fixed costs | 2015-12-22 | Paper |
| Iterative minimization of the Rayleigh quotient by block steepest descent iterations | 2015-09-29 | Paper |
| Two-dimensional DOA estimation for acoustic vector-sensor array using a successive MUSIC | 2015-09-16 | Paper |
| Optimal proportional reinsurance with common shock dependence | 2015-09-14 | Paper |
| Optimal dividend strategy with transaction costs for an upward jump model | 2015-04-08 | Paper |
| The block preconditioned steepest descent iteration for elliptic operator eigenvalue problems | 2014-08-04 | Paper |
| Optimal Dynamic Risk Control for Insurers with State-Dependent Income | 2014-07-11 | Paper |
| Optimal reinsurance policies for an insurer with a bivariate reserve risk process in a dynamic setting | 2014-06-23 | Paper |
| Finite-time ruin probabilities of bidimensional risk models with correlated Brownian motions | 2013-10-29 | Paper |
| Optimal risk control and dividend distribution policies for a diffusion model with terminal value | 2013-01-24 | Paper |
| An efficient method of estimation for longitudinal surveys with monotone missing data | 2012-09-21 | Paper |
| A perturbed risk model with dependence between premium rates and claim sizes | 2012-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3110235 | 2012-01-27 | Paper |
| Convergence Analysis of Gradient Iterations for the Symmetric Eigenvalue Problem | 2011-10-25 | Paper |
| A Bayesian model of design imperfections in online feedback systems and their relative impacts | 2011-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3017412 | 2011-07-19 | Paper |
| Optimal combinational of quota-share and stop-loss reinsurance contracts under VaR and CTE with a constrained reinsurance premium | 2011-06-22 | Paper |
| A characterization of multivariate normality through univariate projections | 2010-11-10 | Paper |
| Classical risk model with threshold dividend strategy | 2009-03-06 | Paper |
| On a risk model with debit interest and dividend payments | 2008-10-30 | Paper |
| Optimal combinational quota‐share and excess‐of‐loss reinsurance policies in a dynamic setting | 2007-12-16 | Paper |
| Ruin probabilities in Cox risk models with two dependent classes of business | 2007-08-31 | Paper |
| Some results behind dividend problems | 2007-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3411424 | 2006-12-11 | Paper |
| The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate | 2006-06-30 | Paper |
| Alternative approximation for stresses in plate structures | 1994-05-03 | Paper |
