Research areas

  1. Published

    Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion

    Schmidli, H., 2001, In: Insurance: Mathematics and Economics. 28, p. 13-20

    Research output: Contribution to journalJournal articleResearchpeer-review

  2. Published

    Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: the Large Claim Case

    Schmidli, H., 2004, In: Queueing Systems. 46, 1-2, p. 149-157

    Research output: Contribution to journalJournal articleResearchpeer-review

  3. Published

    Optimal proportional reinsurance policies in a dynamic setting

    Schmidli, H., 2001, In: Scandinavian Actuarial Journal. 1, p. 55-68

    Research output: Contribution to journalJournal articleResearchpeer-review

  4. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the small claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-12.

    Research output: Working paperResearch

  5. Published

    On minimizing the ruin probability by investment and reinsurance

    Schmidli, H., 2002, In: Annals of Applied Probability. 12, 3, p. 890-907

    Research output: Contribution to journalJournal articleResearchpeer-review

  6. Published

    Pricing catastrophe insurance products based on actually reported claims

    Schmidli, H. & Christensen, C. V., 2000, In: Insurance: Mathematics and Economics. 27, p. 189-200

    Research output: Contribution to journalJournal articleResearchpeer-review

  7. Published

    On the Maximisation of the Adjustment Coefficient under Proportional Reinsurance

    Schmidli, H. & Hald, M., 2004, In: ASTIN Bulletin - Actuarial Studies in non Life Insurance. 34, 1, p. 75-83

    Research output: Contribution to journalJournal articleResearchpeer-review

  8. Published

    Asymptotics of ruin probabilities for risk processes under optimal reinsurance policies: the large claim case

    Schmidli, H., 2002, Københavns Universitet: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paperResearch

  9. Published

    Surplus Process

    Schmidli, H., 2004, Encyclopedia of actuarial science. Wiley, Vol. Vol 3 (O-Z). p. 1645-1650

    Research output: Chapter in Book/Report/Conference proceedingEncyclopedia chapterResearch

  10. Published

    On Cramér-Lundberg Approximations for Ruin Probabilities under Optimal Excess of Loss Reinsurance

    Schmidli, H., 2004, Afdeling for Anvendt Matematik og Statistik: H.C.Ø.-Tryk, p. 1-10.

    Research output: Working paperResearch