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2022
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
Schmidli, Hanspeter (2022). Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times. Scand. Actuar. J., 2022 (1). S. 49 - 64. ABINGDON: TAYLOR & FRANCIS LTD. ISSN 1651-2030
2021
Schmeck, Maren Diane and Schmidli, Hanspeter (2021). Mortality options: The point of view of an insurer. Insur. Math. Econ., 96. S. 98 - 116. AMSTERDAM: ELSEVIER. ISSN 1873-5959
2020
Bata, Katharina and Schmidli, Hanspeter ORCID: 0000-0001-6404-078X (2020). Optimal capital injections and dividends with tax in a risk model in discrete time. Eur. Actuar. J., 10 (1). S. 235 - 260. HEIDELBERG: SPRINGER HEIDELBERG. ISSN 2190-9741
Brachetta, Matteo ORCID: 0000-0001-6940-4749 and Schmidli, Hanspeter (2020). Optimal reinsurance and investment in a diffusion model. Decis. Econ. Financ., 43 (1). S. 341 - 362. CHAM: SPRINGER INTERNATIONAL PUBLISHING AG. ISSN 1129-6569
2017
Schmidli, Hanspeter ORCID: 0000-0001-6404-078X (2017). On capital injections and dividends with tax in a diffusion approximation. Scand. Actuar. J. (9). S. 751 - 761. ABINGDON: TAYLOR & FRANCIS LTD. ISSN 1651-2030
Vierkoetter, Matthias and Schmidli, Hanspeter ORCID: 0000-0001-6404-078X (2017). On optimal dividends with exponential and linear penalty payments. Insur. Math. Econ., 72. S. 265 - 271. AMSTERDAM: ELSEVIER SCIENCE BV. ISSN 1873-5959
2016
Schmidli, Hanspeter ORCID: 0000-0001-6404-078X (2016). On capital injections and dividends with tax in a classical risk model. Insur. Math. Econ., 71. S. 138 - 145. AMSTERDAM: ELSEVIER. ISSN 1873-5959
2015
Schmidli, Hanspeter ORCID: 0000-0001-6404-078X (2015). Extended Gerber-Shiu functions in a risk model with interest. Insur. Math. Econ., 61. S. 271 - 276. AMSTERDAM: ELSEVIER. ISSN 1873-5959
Schmidli, Hanspeter ORCID: 0000-0001-6404-078X (2015). Extended Gerber-Shiu functions in a risk model with interest. Insur. Math. Econ., 61. S. 271 - 276. AMSTERDAM: ELSEVIER. ISSN 1873-5959