Albrecher, Hansjörg; Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-Kyung A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process. (English) Zbl 07487260 Insur. Math. Econ. 103, 96-118 (2022). MSC: 91G05 45K05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 103, 96--118 (2022; Zbl 07487260) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Fitting nonstationary Cox processes: an application to fire insurance data. (English) Zbl 1481.91160 N. Am. Actuar. J. 25, No. 2, 135-162 (2021). Reviewer: Hanspeter Schmidli (Köln) MSC: 91G05 62P05 60G55 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 25, No. 2, 135--162 (2021; Zbl 1481.91160) Full Text: DOI OpenURL
Albrecher, Hansjörg; Araujo-Acuna, José Carlos; Beirlant, Jan Tempered Pareto-type modelling using Weibull distributions. (English) Zbl 1479.91301 ASTIN Bull. 51, No. 2, 509-538 (2021). Reviewer: Pavel Stoynov (Sofia) MSC: 91G05 62P05 62G32 PDF BibTeX XML Cite \textit{H. Albrecher} et al., ASTIN Bull. 51, No. 2, 509--538 (2021; Zbl 1479.91301) Full Text: DOI arXiv OpenURL
Albrecher, Hansjörg; Bäuerle, Nicole; Bladt, Martin Dividends: from refracting to ratcheting. (English) Zbl 1417.91260 Insur. Math. Econ. 83, 47-58 (2018). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 83, 47--58 (2018; Zbl 1417.91260) Full Text: DOI OpenURL
Albrecher, Hansjörg; Ivanovs, Jevgenijs On the joint distribution of tax payments and capitalinjections for a Lévy risk model. (English) Zbl 1393.60048 Probab. Math. Stat. 37, No. 2, 219-227 (2017). MSC: 60G51 60E10 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Ivanovs}, Probab. Math. Stat. 37, No. 2, 219--227 (2017; Zbl 1393.60048) Full Text: Link OpenURL
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen Exit identities for Lévy processes observed at Poisson arrival times. (English) Zbl 1338.60125 Bernoulli 22, No. 3, 1364-1382 (2016). MSC: 60G51 60G55 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Bernoulli 22, No. 3, 1364--1382 (2016; Zbl 1338.60125) Full Text: DOI arXiv Euclid OpenURL
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Gerber, Hans U. A note on moments of dividends. (English) Zbl 1299.91052 Acta Math. Appl. Sin., Engl. Ser. 27, No. 3, 353-354 (2011). MSC: 91B30 60G51 60J25 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{H. U. Gerber}, Acta Math. Appl. Sin., Engl. Ser. 27, No. 3, 353--354 (2011; Zbl 1299.91052) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. The optimal dividend barrier in the gamma-omega model. (English) Zbl 1219.91062 Eur. Actuar. J. 1, No. 1, 43-55 (2011). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Eur. Actuar. J. 1, No. 1, 43--55 (2011; Zbl 1219.91062) Full Text: DOI OpenURL
Albrecher, Hansjörg; Constantinescu, Corina; Pirsic, Gottlieb; Regensburger, Georg; Rosenkranz, Markus An algebraic operator approach to the analysis of Gerber-Shiu functions. (English) Zbl 1231.91135 Insur. Math. Econ. 46, No. 1, 42-51 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 46, No. 1, 42--51 (2010; Zbl 1231.91135) Full Text: DOI OpenURL
Albrecher, Hansjörg (ed.); Constantinescu, Corina (ed.); Garrido, Jose (ed.) Editorial: Special issue on Gerber-Shiu functions. (English) Zbl 1231.91001 Insur. Math. Econ. 46, No. 1, 1-2 (2010). MSC: 91-06 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} (ed.) et al., Insur. Math. Econ. 46, No. 1, 1--2 (2010; Zbl 1231.91001) Full Text: DOI OpenURL
Albrecher, Hansjörg; Gerber, Hans U.; Yang, Hailiang A direct approach to the discounted penalty function. (English) Zbl 1219.91063 N. Am. Actuar. J. 14, No. 4, 420-447 (2010). MSC: 91B30 62P05 60K10 PDF BibTeX XML Cite \textit{H. Albrecher} et al., N. Am. Actuar. J. 14, No. 4, 420--447 (2010; Zbl 1219.91063) Full Text: DOI Link OpenURL
Albrecher, H.; Ladoucette, Sophie A.; Teugels, Jef L. Asymptotics of the sample coefficient of variation and the sample dispersion. (English) Zbl 1177.62065 J. Stat. Plann. Inference 140, No. 2, 358-368 (2010). MSC: 62G20 62E20 60F05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Stat. Plann. Inference 140, No. 2, 358--368 (2010; Zbl 1177.62065) Full Text: DOI Link OpenURL
Kortschak, Dominik; Albrecher, Hansjörg Asymptotic results for the sum of dependent non-identically distributed random variables. (English) Zbl 1171.60348 Methodol. Comput. Appl. Probab. 11, No. 3, 279-306 (2009). MSC: 60G70 60E05 91B30 PDF BibTeX XML Cite \textit{D. Kortschak} and \textit{H. Albrecher}, Methodol. Comput. Appl. Probab. 11, No. 3, 279--306 (2009; Zbl 1171.60348) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen A Lévy insurance risk process with tax. (English) Zbl 1144.60032 J. Appl. Probab. 45, No. 2, 363-375 (2008). MSC: 60G51 91B30 60J75 PDF BibTeX XML Cite \textit{H. Albrecher} et al., J. Appl. Probab. 45, No. 2, 363--375 (2008; Zbl 1144.60032) Full Text: DOI OpenURL
Albrecher, Hansjörg; Thonhauser, Stefan “On the merger of two companies”, Hans Gerber and Elias S. W. Shiu, July 2006. (English) Zbl 1480.91302 N. Am. Actuar. J. 11, No. 2, 157-159 (2007). MSC: 91G50 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{S. Thonhauser}, N. Am. Actuar. J. 11, No. 2, 157--159 (2007; Zbl 1480.91302) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hartinger, Jürgen A risk model with multilayer dividend strategy. (English) Zbl 1480.91178 N. Am. Actuar. J. 11, No. 2, 43-64 (2007). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Hartinger}, N. Am. Actuar. J. 11, No. 2, 43--64 (2007; Zbl 1480.91178) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hipp, Christian Lundberg’s risk process with tax. (English) Zbl 1119.62103 Bl. DGVFM 28, No. 1, 13-28 (2007). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{C. Hipp}, Bl. DGVFM 28, No. 1, 13--28 (2007; Zbl 1119.62103) Full Text: DOI OpenURL
Albrecher, Hansjörg; Hartinger, Jürgen; Tichy, Robert F. On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier. (English) Zbl 1092.91036 Scand. Actuar. J. 2005, No. 2, 103-126 (2005). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2005, No. 2, 103--126 (2005; Zbl 1092.91036) Full Text: DOI OpenURL
Albrecher, Hansjörg; Boxma, Onno J. On the discounted penalty function in a Markov-dependent risk model. (English) Zbl 1129.91023 Insur. Math. Econ. 37, No. 3, 650-672 (2005). MSC: 91B30 60K15 60K20 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{O. J. Boxma}, Insur. Math. Econ. 37, No. 3, 650--672 (2005; Zbl 1129.91023) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Claramunt, M. Mercé; Mármol, Maite On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times. (English) Zbl 1117.91377 Insur. Math. Econ. 37, No. 2, 324-334 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 37, No. 2, 324--334 (2005; Zbl 1117.91377) Full Text: DOI OpenURL