Schmidli, Hanspeter.
Schmidli, Hanspeter 1963-
Hanspeter Schmidli
VIAF ID: 47962887 (Personal)
Permalink: http://viaf.org/viaf/47962887
Preferred Forms
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100 0 _ ‡a Hanspeter Schmidli
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100 1 _ ‡a Schmidli, Hanspeter
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100 1 _ ‡a Schmidli, Hanspeter
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100 1 _ ‡a Schmidli, Hanspeter
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100 1 _ ‡a Schmidli, Hanspeter ‡d 1963-
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100 1 _ ‡a Schmidli, Hanspeter ‡d 1963-
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4xx's: Alternate Name Forms (2)
5xx's: Related Names (1)
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‡a
Luzern
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ortg
‡4
https://d-nb.info/standards/elementset/gnd#placeOfBirth
Works
Title | Sources |
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Characteristics of ruin probabilities in classical risk models with and without investment, Cox risk models and perturbed risk models, 2000: |
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Corrected diffusion approximations for a risk process with the possibility of borrowing and investment |
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Distribution of the first ladder height of a stationary risk process perturbed by α-stable Lévy motion |
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Estimation of the abscissa of convergence of the moment generating function |
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Martingales and insurance risk |
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Modelling PCS options via individual indices |
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Mortality Options: the Point of View of an Insurer |
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On Cramér-Lundberg approximations for ruin probabilities under optimal excess of loss reinsurance |
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On minimising the ruin probability by investment and reinsurance |
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On optimal investment and subexponential claims |
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On the distribution of the surplus prior and at ruin |
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On the maximization of the adjustment coefficient under proportional reinsurance |
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Optimal proportional reinsurance policies in a dynamic setting |
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Perturbed risk processes : a review |
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Risk processes conditioned on ruin |
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Risk Theory |
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Saddlepoint approximations for the probability of ruin in finite time |
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Statistical Modelling in Insurance and Finance : Third Brazilian Conference on Statistical Modelling in Insurance and Finance , Maresias, SP, Brazil, March 25-30, 2007 ; conference proceedings |
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Stochastic control in insurance |
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Tail probabilities for non-standard risk and queueing processes with subexponential jumps |
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A ¤note on the optimality of the credibility premium system |
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