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Optimal investment for insurers

Hipp, Christian; Plum, Michael - In: Insurance: Mathematics and Economics 27 (2000) 2, pp. 215-228

Persistent link: https://www.econbiz.de/10005365526

Ruin probabilities for Erlang(2) risk processes

Dickson, David C. M.; Hipp, Christian - In: Insurance: Mathematics and Economics 22 (1998) 3, pp. 251-262

Persistent link: https://www.econbiz.de/10005374902

Speedy convolution algorithms and Panjer recursions for phase-type distributions

Hipp, Christian - In: Insurance: Mathematics and Economics 38 (2006) 1, pp. 176-188

Persistent link: https://www.econbiz.de/10005375063

Stochastic control for optimal new business

Hipp, Christian; Taksar, Michael - In: Insurance: Mathematics and Economics 26 (2000) 2-3, pp. 185-192

Persistent link: https://www.econbiz.de/10005375170

On the time to ruin for Erlang(2) risk processes

Dickson, David C. M.; Hipp, Christian - In: Insurance: Mathematics and Economics 29 (2001) 3, pp. 333-344

Persistent link: https://www.econbiz.de/10005375171

Convergence rates in the central limit theorem for stationary mixing sequences of random vectors

Hipp, Christian - In: Journal of Multivariate Analysis 9 (1979) 4, pp. 560-578

Uniform and nonuniform Berry-Esseen bounds are given for strongly mixing and uniformly mixing stationary sequences of random vectors. The proofs are based on the classical Bernstein procedure.

Persistent link: https://www.econbiz.de/10005221406

Asymptotics of ruin probabilities for controlled risk processes in the small claims case

Hipp, Christian; Schmidli, Hanspeter - In: Scandinavian actuarial journal : Actuarial Society of … 104 (2004) 5, pp. 321-335

Persistent link: https://www.econbiz.de/10005925329

Speedy convolution algorithms and Panjer recursions for phase-type distributions

Hipp, Christian - In: Insurance / Mathematics & economics 38 (2006) 1, pp. 176-188

Persistent link: https://www.econbiz.de/10006872185

On the time to ruin for Erlang(2) risk processes

Dickson, David C.M.; Hipp, Christian - In: Insurance / Mathematics & economics 29 (2001) 3, pp. 333-344

Persistent link: https://www.econbiz.de/10006898592

Stochastic control for optimal new business

Hipp, Christian; Taksar, Michael - In: Insurance / Mathematics & economics 26 (2000) 2-3, pp. 185-192

Persistent link: https://www.econbiz.de/10006905192