H. Schmidli

发表

On minimizing the ruin probability by investment and reinsurance

H. Schmidli, Hanspeter Schmidli, 2002 .

Tail probabilities for non-standard risk and queueing processes with subexponential jumps

S. Asmussen, H. Schmidli, V. Schmidt, 1999, Advances in Applied Probability.

Stochastic control in insurance

H. Schmidli, 2007 .

Wiley Series in Probability and Statistics Established by Walter A. Shewhart and Samuel S. Wilks

J. Teugels, T. Rolski, H. Schmidli, 2008 .

Optimal Proportional Reinsurance Policies in a Dynamic Setting

Hanspeter Schmidli, H. Schmidli, Hanspeter Schmidli, 2001 .

Stochastic Processes for Insurance and Finance

Tomasz Rolski, Larry Y. Tzeng, Hanspeter Schmidli, 2001 .

A Note on Gerber–Shiu Functions with an Application

Hanspeter Schmidli, H. Schmidli, Hanspeter Schmidli, 2014 .

Minimising expected discounted capital injections by reinsurance in a classical risk model

Julia Eisenberg, Hanspeter Schmidli, H. Schmidli, 2011 .

Ruin estimation for a general insurance risk model

Paul Embrechts, Hanspeter Schmidli, P. Embrechts, 1994, Advances in Applied Probability.

Optimal dividend strategies in a Cramer–Lundberg model with capital injections and administration costs

H. Schmidli, Natalie Scheer, Hanspeter Schmidli, 2011 .

Optimisation in Non-Life Insurance

H. Schmidli, 2006 .

On optimal investment and subexponential claims

H. Schmidli, 2005 .

Optimal reinsurance and investment in a diffusion model

H. Schmidli, Matteo Brachetta, 2019, Decisions in Economics and Finance.

On Cramér-Lundberg approximations for ruin probabilities under optimal excess of loss reinsurance

H. Schmidli, Hanspeter Schmidli, 2004 .