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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
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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
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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
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Optimal investment for insurers
Hipp, Christian; Plum, Michael - In: Insurance / Mathematics & economics 27 (2000) 2, pp. 215-228
Persistent link: https://www.econbiz.de/10006905502
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Abhandlungen - Risikomanagement von Naturkatastrophen: helfen mathematische Methoden?
Hipp, Christian - In: Zeitschrift für die gesamte Versicherungswissenschaft … (1999) 2-3, pp. 443-456
Persistent link: https://www.econbiz.de/10006784691
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Analysen ... Berichtey ... Aufsätze - Was es ein VU kostet, das Internet als Marktplatz zu nutzen
Aschenbrenner, Sebastian; Hipp, Christian; Bölscher, Jens - In: Versicherungswirtschaft : insurance, business, report 54 (1999) 15, pp. 1086-1090
Persistent link: https://www.econbiz.de/10006842489
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Ruin probabilities for Erlang(2) risk processes
Dickson, David C.M.; Hipp, Christian - In: Insurance / Mathematics & economics 22 (1998) 3, pp. 251-262
Persistent link: https://www.econbiz.de/10006919097
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Optimal non-proportional reinsurance control
Hipp, Christian; Taksar, Michael - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 246-255
Persistent link: https://www.econbiz.de/10008447794
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Higher-order expansions for compound distributions and ruin probabilities with subexponential claims
Albrecher, Hansjorg; Hipp, Christian; Kortschak, Dominik - In: Scandinavian actuarial journal : Actuarial Society of … 2010 (2010) 2, pp. 105-136
Persistent link: https://www.econbiz.de/10008418028
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Optimal investment for investors with state dependent income, and for insurers
Hipp, Christian; Plum, Michael - In: Finance and stochastics 7 (2003) 3, pp. 299-322
Persistent link: https://www.econbiz.de/10008215744