Universität zu Köln

Brinker, Leonie Violetta ORCID: 0000-0003-2725-1494 (2021). Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model. Risks, 9 (1). BASEL: MDPI. ISSN 2227-9091

Brinker, Leonie Violetta (2021). Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls. PhD thesis, Universität zu Köln.

Brinker, Leonie Violetta and Eisenberg, Julia (2021). Dividend optimisation: A behaviouristic approach. Insur. Math. Econ., 101. S. 202 - 225. AMSTERDAM: ELSEVIER. ISSN 1873-5959

Brinker, Leonie Violetta ORCID: 0000-0003-2725-1494 and Schmidli, Hanspeter (2022). OPTIMAL DISCOUNTED DRAWDOWNS IN A DIFFUSION APPROXIMATION UNDER PROPORTIONAL REINSURANCE. J. Appl. Probab., 59 (2). S. 527 - 541. CAMBRIDGE: CAMBRIDGE UNIV PRESS. ISSN 1475-6072