Skip to contents

Asmussen, Søren [Author]; Albrecher, Hansjörg [Author]

Ruin probabilities - [Second edition, paperback edition]

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

New Jersey; London; Singapore: World Scientific, 2016

Published in: Advanced series on statistical science & applied probability ; 14,2,2016
Asmussen, Søren [Author]; Albrecher, Hansjörg [Author]

Ruin probabilities - [2. ed.]

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Singapore [u.a.]: World Scientific Publ., 2010

Published in: Advanced series on statistical science & applied probability ; 14
Albrecher, Hansjörg [Author]; Binder, Andreas [Author]; Mayer, Philipp [Author]

Einführung in die Finanzmathematik

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Basel; Berlin [u.a.]: Birkhäuser, 2009

Published in: Mathematik kompakt
Albrecher, Hansjörg [Editor]; Runggaldier, Wolfgang J. [Other]; Schachermayer, Walter [Other]; Runggaldier, Wolfgang J. [Editor]; Schachermayer, Walter [Editor]

Advanced financial modelling

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Berlin [u.a.]: de Gruyter, c 2009

Published in: Johann Radon Institute for Computational and Applied Mathematics: Radon series on computational and applied mathematics ; 8
Albrecher, Hansjörg [Editor]

Advanced financial modelling

View online
Schließen

Access

https://www.degruyter.com/isbn/9783110213140

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Berlin [u.a.]: de Gruyter, 2009 ; 2011

Published in: Radon Series on Computational and Applied Mathematics ; 8- Radon series on computational and applied mathematics ; 8
Albrecher, Hansjörg [Author] ; Teugels, Jef L. [Contributor]; Beirlant, Jan [Contributor]

Reinsurance : actuarial and statistical aspects

View online
Schließen

Access

https://learning.oreilly.com/library/view/-/9780470772683/?ar

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Hoboken, NJ: John Wiley & Sons, Inc., [2017]

Published in: Wiley Series in probability and statistics
Albrecher, Hansjörg [Author] ; Binder, Andreas [Other]; Mayer, Philipp [Other]

Einführung in die Finanzmathematik

View online
Schließen

Access

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Basel: Birkhäuser Basel, 2009

Published in: Mathematik Kompakt- SpringerLink ; Bücher
Albrecher, Hansjörg [Author]; Cani, Arian [Author]

On randomized reinsurance contracts

View online
Schließen

Access

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, 2018

Published in: Swiss Finance Institute: Research paper series ; 2018,33
Albrecher, Hansjörg [Author]; Vatamidou, Eleni [Author]

Ruin probability approximations in sparre andersen models with completely monotone claims

View online
Schließen

Access

https://www.mdpi.com/2227-9091/7/4/104/pdf

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2019

Published in: Risks ; 7(2019), 4/104 vom: Dez., Seite 1-14
Albrecher, Hansjörg [Author]; Vatamidou, Eleni [Author]

Ruin probability approximations in sparre andersen models with completely monotone claims

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Basel: MDPI, 2019
Albrecher, Hansjörg [Author]; Ivanovs, Jevgenijs [Author]

A risk model with an observer in a Markov environment

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Basel: MDPI, 2013
Albrecher, Hansjörg [Author]; Garcia Flores, Brandon [Author]

Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms

View online
Schließen

Access

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2023

Published in: Scandinavian actuarial journal ; 2023(2023), 8, Seite 788-810
Brinker, Leonie Violetta [Author] ; Schmidli, Hanspeter [Other]; Drewitz, Alexander [Other]; Albrecher, Hansjörg [Other]

Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls

View online
Schließen

Access

https://d-nb.info/125245838X/34

kostenfrei

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Köln: Universitäts- und Stadtbibliothek Köln, 2022
Selch, Daniela Anna [Author] ; Scherer, Matthias [Degree supervisor]; Albrecher, Hansjörg [Degree supervisor]; Schoutens, Wim [Degree supervisor]

A multivariate Cox process with simultaneous jump arrivals and its application in insurance modelling

View online
Schließen

Access

https://d-nb.info/1097551741/34

More information on the full text (kostenfrei)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

München: Universitätsbibliothek der TU München, 2016
Hieber, Peter [Author] ; Scherer, Matthias [Degree supervisor]; Albrecher, Hansjörg [Degree supervisor]; Escobar, Marcos [Degree supervisor]

First-exit times and their applications in default risk management

View online
Schließen

Access

https://d-nb.info/1044395869/34

More information on the full text (kostenfrei)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

München: Universitätsbibliothek der TU München, 2013
Albrecher, Hansjörg [Author]; Tichy, Robert F. [Author]

Zur Konvergenz eines Lösungsverfahrens für ein Risikomodell mit gammaverteilten Schäden

View online
Schließen

Links

https://www.e-periodica.ch/digbib/view?pid=msa-003:2000:0::177

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Stämpfli Verlag AG, 2000

Published in: Mitteilungen / Schweizerische Aktuarvereinigung = Bulletin / Association Suisse des Actuaires = Bulletin / Swiss Association of Actuaries ; - ; 2000 ; 2 ; 115
Albrecher, Hansjörg [Author]; Bäuerle, Nicole [Author]; Bladt, Martin [Author]

Dividends: from refracting to ratcheting

View online
Schließen

Access

Full access (via DOI)

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Geneva: Swiss Finance Institute, 2018

Published in: Swiss Finance Institute: Research paper series ; 2018,32
Brinker, Leonie Violetta [Author] ; Schmidli, Hanspeter [Other]; Drewitz, Alexander [Other]; Albrecher, Hansjörg [Other]

Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls

View online
Schließen

Access

http://kups.ub.uni-koeln.de/id/eprint/54963

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Köln: Universitäts- und Stadtbibliothek Köln, 2022
Albrecher, Hansjörg [Author]; Azcue, Pablo [Author]; Muler, Nora [Author]

Optimal dividends under a drawdown constraint and a curious square-root rule

View online
Schließen

Access

Full access (via DOI)

https://link.springer.com/content/pdf/10.1007/s00780-023-00500-6.pdf?pdf=button

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2023

Published in: Finance and stochastics ; 27(2023), 2 vom: Apr., Seite 341-400
Selch, Daniela Anna [Author] ; Scherer, Matthias [Contributor]; Scherer, Matthias ;Albrecher, Hansjörg ;Schoutens, Wim [Contributor]

A multivariate Cox process with simultaneous jump arrivals and its application in insurance modelling ; Ein multivariater Cox Prozess mit zeitgleichen Sprüngen und seine Anwendung in der aktuariellen Modellbidung

View online
Schließen

Links

https://mediatum.ub.tum.de/1281629

Show more show less

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Technical University of Munich; Technische Universität München, 2016-04-20

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication