E-LIB Suche - Ergebnisse für: Albrecher, Hansjörg

1

Empirical risk analysis of mining a Proof-of-Work blockchai:

Albrecher, Hansjörg ; Finger, Dina ; Goffard, Pierre-O.
Decisions in Economics and Finance. , 2024

Link: https://doi.org/10.1007/..

2

Informed censoring: The parametric combination of data and ..:

Albrecher, Hansjörg ; Bladt, Martin
Journal of Statistical Planning and Inference. 233 (2024) - p. 106171 , 2024

Link: https://doi.org/10.1016/..

3

Optimal dividends under a drawdown constraint and a curious..:

Albrecher, Hansjörg ; Azcue, Pablo ; Muler, Nora
Finance and Stochastics. 27 (2023) 2 - p. 341-400 , 2023

Link: https://doi.org/10.1007/..

4

Joint lifetime modeling with matrix distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Müller, Alaric J. A.
Dependence Modeling. 11 (2023) 1 - p. , 2023

Link: https://doi.org/10.1515/..

5

Stochastic Optimisation of Drawdowns via Dynamic Reinsuranc..:

Brinker, Leonie Violetta , 2022

Link: https://nbn-resolving.de..

6

Mortality modeling and regression with matrix distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Bladt, Mogens.
Insurance: Mathematics and Economics. 107 (2022) - p. 68-87 , 2022

Link: https://doi.org/10.1016/..

7

Optimal dividend bands revisited: a gradient-based method a..:

Albrecher, Hansjörg ; Garcia Flores, Brandon
Scandinavian Actuarial Journal. 2023 (2022) 8 - p. 788-810 , 2022

Link: https://doi.org/10.1080/..

8

A bivariate Laguerre expansions approach for joint ruin pro..:

Albrecher, Hansjörg ; Cheung, Eric C.K. ; Liu, Haibo.
Insurance: Mathematics and Economics. 103 (2022) - p. 96-118 , 2022

Link: https://doi.org/10.1016/..

9

Continuous scaled phase-type distributions:

Albrecher, Hansjörg ; Bladt, Martin ; Bladt, Mogens.
Stochastic Models. 39 (2022) 2 - p. 293-322 , 2022

Link: https://doi.org/10.1080/..

10

On the cost‐of‐capital rate under incomplete market valuati..:

Albrecher, Hansjörg ; Eisele, Karl‐Theodor ; Steffensen, Mogens.
Journal of Risk and Insurance. 89 (2022) 4 - p. 1139-1158 , 2022

Link: https://doi.org/10.1111/..

11

Asymptotic analysis of generalized Greenwood statistics for..:

Albrecher, Hansjörg ; García Flores, Brandon
Statistics & Probability Letters. 185 (2022) - p. 109429 , 2022

Link: https://doi.org/10.1016/..

12

Can 7000 Years of flood history inform actual flood risk ma..:

Prettenthaler, Franz ; Kortschak, Dominik ; Albrecher, Hansjörg...
International Journal of Disaster Risk Reduction. 81 (2022) - p. 103227 , 2022

Link: https://doi.org/10.1016/..

13

Penalised likelihood methods for phase-type dimension selec..:

Albrecher, Hansjörg ; Bladt, Martin ; Müller, Alaric J. A.
Statistics & Risk Modeling. 39 (2022) 3-4 - p. 75-92 , 2022

Link: https://doi.org/10.1515/..

14

Optimal Ratcheting of Dividends in a Brownian Risk Model:

Albrecher, Hansjörg ; Azcue, Pablo ; Muler, Nora
SIAM Journal on Financial Mathematics. 13 (2022) 3 - p. 657-701 , 2022

Link: https://doi.org/10.1137/..

15

Blockchain mining in pools: Analyzing the trade-off between..:

Albrecher, Hansjörg ; Finger, Dina ; Goffard, Pierre-O.
Insurance: Mathematics and Economics. 105 (2022) - p. 313-335 , 2022

Link: https://doi.org/10.1016/..