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Search: person:"Schmidli, Hanspeter"
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Schmidli, Hanspeter
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Brachetta, Matteo
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Embrechts, Paul
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Schmeck, Maren Diane
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Vierkötter, Matthias
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Insurance / Mathematics & economics
6
Decisions in economics and finance : a journal of applied mathematics
2
Scandinavian actuarial journal
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Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research
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ECONIS (ZBW)
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1
Optimisation of drawdowns by generalised reinsurance in the classical risk model
Brinker, Leonie Violetta
;
Schmidli, Hanspeter
- In:
Decisions in economics and finance : a journal of …
46
(
2023
)
2
,
pp. 635-665
Persistent link: https://www.econbiz.de/10014443759
Saved in:
2
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times
Schmidli, Hanspeter
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 49-63
Persistent link: https://www.econbiz.de/10012872646
Saved in:
3
Mortality options : the point of view of an insurer
Schmeck, Maren Diane
;
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
96
(
2021
),
pp. 98-115
Persistent link: https://www.econbiz.de/10012482759
Saved in:
4
Optimal reinsurance and investment in a diffusion model
Brachetta, Matteo
;
Schmidli, Hanspeter
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 341-361
Persistent link: https://www.econbiz.de/10012285402
Saved in:
5
On optimal dividends with exponential and linear penalty payments
Vierkötter, Matthias
;
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 265-270
Persistent link: https://www.econbiz.de/10011694733
Saved in:
6
On capital injections and dividends with tax in a diffusion approximation
Schmidli, Hanspeter
- In:
Scandinavian actuarial journal
(
2017
)
9
,
pp. 751-760
Persistent link: https://www.econbiz.de/10011848637
Saved in:
7
On capital injections and dividends with tax in a classical risk model
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 138-144
Persistent link: https://www.econbiz.de/10011630625
Saved in:
8
Extended Gerber-Shiu functions in a risk model with interest
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 271-275
Persistent link: https://www.econbiz.de/10010515872
Saved in:
9
Conditional law of risk processes given that ruin occurs
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
46
(
2010
)
2
,
pp. 281-289
Persistent link: https://www.econbiz.de/10003966560
Saved in:
10
On the Gerber-Shiu function and change of measure
Schmidli, Hanspeter
- In:
Insurance / Mathematics & economics
46
(
2010
)
1
,
pp. 3-11
Persistent link: https://www.econbiz.de/10003953203
Saved in:
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