Hipp, Christian Stochastic control for insurance: new problems and methods. (English) Zbl 1417.91271 Londoño, Jaime A. (ed.) et al., Actuarial sciences and quantitative finance. ICASQF2016, Cartagena, Colombia, June 15–18, 2016. Cham: Springer. Springer Proc. Math. Stat. 214, 115-124 (2017). MSC: 91B30 93E20 49L25 PDFBibTeX XMLCite \textit{C. Hipp}, Springer Proc. Math. Stat. 214, 115--124 (2017; Zbl 1417.91271) Full Text: DOI
Hipp, Christian Stochastic control for insurance: models, strategies, and numerics. (English) Zbl 1417.91270 Londoño, Jaime A. (ed.) et al., Actuarial sciences and quantitative finance. ICASQF2016, Cartagena, Colombia, June 15–18, 2016. Cham: Springer. Springer Proc. Math. Stat. 214, 75-113 (2017). MSC: 91B30 49L25 93E20 PDFBibTeX XMLCite \textit{C. Hipp}, Springer Proc. Math. Stat. 214, 75--113 (2017; Zbl 1417.91270) Full Text: DOI
Hipp, Christian Correction note to: “Solving a Hamilton-Jacobi-Bellman equation with constraints”. (English) Zbl 1422.91355 Stochastics 88, No. 4, 481-490 (2016). MSC: 91B30 93E20 49L25 65M06 PDFBibTeX XMLCite \textit{C. Hipp}, Stochastics 88, No. 4, 481--490 (2016; Zbl 1422.91355) Full Text: DOI
Hipp, Christian Speedy convolution algorithms and Panjer recursions for phase-type distributions. (English) Zbl 1133.91448 Insur. Math. Econ. 38, No. 1, 176-188 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{C. Hipp}, Insur. Math. Econ. 38, No. 1, 176--188 (2006; Zbl 1133.91448) Full Text: DOI
Hipp, Christian Stochastic control with application in insurance. (English) Zbl 1134.91024 Frittelli, Marco (ed.) et al., Stochastic methods in finance. Lectures given at the C.I.M.E.–E.M.S. summer school, held in Bressanone/Brixen, Italy, July 6–12, 2003. Berlin: Springer (ISBN 3-540-22953-1/pbk). Lecture Notes in Mathematics 1856, 127-164 (2004). Reviewer: Horst Behncke (Osnabrück) MSC: 91B30 93E20 PDFBibTeX XMLCite \textit{C. Hipp}, Lect. Notes Math. 1856, 127--164 (2004; Zbl 1134.91024)
Hipp, Christian The delta-method for actuarial statistics. (English) Zbl 0848.62055 Scand. Actuarial J. 1996, No. 1, 79-94 (1996). MSC: 62P05 62G20 PDFBibTeX XMLCite \textit{C. Hipp}, Scand. Actuarial J. 1996, No. 1, 79--94 (1996; Zbl 0848.62055) Full Text: DOI
Hipp, Christian Mathematical models and methods in finance. (Mathematische Modelle und Methoden im Finanzbereich.) (German) Zbl 0884.62109 Frohn, J. (ed.) et al., Applied statistics - recent developments. Proceedings. Pfingsttagung 1994 der Deutschen Statistischen Gesellschaft, Festkolloquium der 20-Jahrfeier des Fachbereichs Statistik, Universität Dortmund, Germany, Mai 1994. Göttingen: Vandenhoeck & Ruprecht. Sonderh. Allg. Stat. Arch. 29, 149-167 (1995). MSC: 62P05 91B28 60H10 93E20 PDFBibTeX XMLCite \textit{C. Hipp}, Sonderh. Allg. Stat. Arch. 29, 149--167 (1995; Zbl 0884.62109)
Hipp, Christian Efficient estimation under constraints. (English) Zbl 0739.62030 Kybernetika 27, No. 2, 100-113 (1991). Reviewer: H.Dehling (Groningen) MSC: 62G07 62G20 PDFBibTeX XMLCite \textit{C. Hipp}, Kybernetika 27, No. 2, 100--113 (1991; Zbl 0739.62030) Full Text: EuDML Link
Hipp, Christian Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). (German) Zbl 0693.62090 Bl., Dtsch. Ges. Versicherungsmath. 19, No. 3, 173-181 (1990). MSC: 62P05 62E20 PDFBibTeX XMLCite \textit{C. Hipp}, Bl., Dtsch. Ges. Versicherungsmath. 19, No. 3, 173--181 (1990; Zbl 0693.62090) Full Text: DOI
Hipp, Christian Efficient estimators for ruin probabilities. (English) Zbl 0697.62099 Asymptotic statistics, 4th Prague Symp., Prague/Czech. 1988, 259-268 (1989). MSC: 62P05 62G05 PDFBibTeX XML
Hipp, C. Correction to: Approximation of aggregate claims distributions by compound Poisson distributions. (English) Zbl 0658.62126 Insur. Math. Econ. 6, 165 (1987). MSC: 62P05 PDFBibTeX XML
Hipp, C. Third order efficient tests in exponential lattice models. (English) Zbl 0609.62087 J. Multivariate Anal. 18, 138-149 (1986). Reviewer: P.Nüesch MSC: 62H15 PDFBibTeX XMLCite \textit{C. Hipp}, J. Multivariate Anal. 18, 138--149 (1986; Zbl 0609.62087) Full Text: DOI
Hipp, C. Approximation of aggregate claims distributions by compound Poisson distributions. (English) Zbl 0598.62139 Insur. Math. Econ. 4, 227-232 (1985). Reviewer: A.Reich MSC: 62P05 PDFBibTeX XMLCite \textit{C. Hipp}, Insur. Math. Econ. 4, 227--232 (1985; Zbl 0598.62139) Full Text: DOI
Hipp, Christian Asymptotic expansions in the central limit theorem for compound and Markov processes. (English) Zbl 0548.60024 Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 361-385 (1985). MSC: 60F05 60G50 60J10 PDFBibTeX XMLCite \textit{C. Hipp}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 69, 361--385 (1985; Zbl 0548.60024) Full Text: DOI
Hipp, Christian Asymptotic expansions for conditional distributions: The lattice case. (English) Zbl 0574.60031 Probab. Math. Stat. 4, 207-219 (1984). MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{C. Hipp}, Probab. Math. Stat. 4, 207--219 (1984; Zbl 0574.60031)
Hipp, C. Asymptotic expansions in the central limit theorem for compound and regenerative processes. (English) Zbl 0523.60015 Prepr. Stat., Univ. Cologne 83, 39 p. (1983). MSC: 60F05 60G50 60K15 60J99 PDFBibTeX XML
Hipp, C. Third-order efficiency of conditional tests in exponential models: The lattice case. (English) Zbl 0509.62019 J. Multivariate Anal. 13, 67-108 (1983). MSC: 62F05 62H15 PDFBibTeX XMLCite \textit{C. Hipp}, J. Multivariate Anal. 13, 67--108 (1983; Zbl 0509.62019) Full Text: DOI
Hipp, Christian Convergence rates in the central limit theorem for stationary mixing sequences of random vectors. (English) Zbl 0431.60021 J. Multivariate Anal. 9, 560-578 (1979). MSC: 60F05 PDFBibTeX XMLCite \textit{C. Hipp}, J. Multivariate Anal. 9, 560--578 (1979; Zbl 0431.60021) Full Text: DOI
Hipp, Christian Convergence rates of the strong law for stationary mixing sequences. (English) Zbl 0377.60035 Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 49-62 (1979). MSC: 60F15 PDFBibTeX XMLCite \textit{C. Hipp}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 49, 49--62 (1979; Zbl 0377.60035) Full Text: DOI
Hipp, C. Edgeworth expansions for integrals of smooth functions. (English) Zbl 0375.60032 Ann. Probab. 5, 1004-1011 (1977). MSC: 60F05 60G50 PDFBibTeX XMLCite \textit{C. Hipp}, Ann. Probab. 5, 1004--1011 (1977; Zbl 0375.60032) Full Text: DOI
Hipp, C. Note on the paper ’Transformation groups and sufficient statistics’ by J. Pfanzagl. (English) Zbl 0303.62007 Ann. Stat. 3, 478-482 (1975). MSC: 62B99 62E10 62A01 62B05 PDFBibTeX XMLCite \textit{C. Hipp}, Ann. Stat. 3, 478--482 (1975; Zbl 0303.62007) Full Text: DOI
Hipp, Christian Sufficient statistics and exponential families. (English) Zbl 0294.62003 Ann. Stat. 2, 1283-1292 (1974). MSC: 62B05 39B52 62E10 PDFBibTeX XMLCite \textit{C. Hipp}, Ann. Stat. 2, 1283--1292 (1974; Zbl 0294.62003) Full Text: DOI