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Author ID: buhlmann.hans Recent zbMATH articles by "Bühlmann, Hans"
Published as: Bühlmann, Hans; Bühlmann, H.; Buehlmann, Hans; Buehlmann, H.; Buhlmann, H.
Homepage: https://people.math.ethz.ch/~hbuhl/
External Links: MGP · Wikidata · GND
Documents Indexed: 65 Publications since 1957, including 8 Books
1 Further Contribution
Co-Authors: 21 Co-Authors with 26 Joint Publications
471 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

39 Publications have been cited 668 times in 602 Documents Cited by Year
Mathematical methods in risk theory. Zbl 0209.23302
Bühlmann, Hans
276
1970
A course in credibility theory and its applications. Zbl 1108.91001
Bühlmann, Hans; Gisler, Alois
101
2005
Glaubwürdigkeit für Schadensätze. Zbl 0197.46502
Bühlmann, H.; Straub, E.
49
1970
No-arbitrage, change of measure and conditional Esscher transforms. Zbl 0943.91037
Bühlmann, Hans; Delbaen, Freddy; Embrechts, Paul; Shiryaev, Albert N.
48
1996
On Esscher transforms in discrete finance models. Zbl 1162.91367
Buehlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A. N.
31
1998
The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
24
2006
Numerical evaluation of the compound Poisson distribution: Recursion or fast Fourier transform? Zbl 0547.62069
Bühlmann, Hans
17
1984
Optimal risk exchanges. Zbl 0679.62090
Bühlmann, H.; Jewell, W. S.
14
1986
Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005
Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg
10
2010
Stochastic discounting. Zbl 0763.62055
Bühlmann, H.
8
1992
A discrete time benchmark approach for insurance and finance. Zbl 1098.91069
Bühlmann, Hans; Platen, Eckhard
7
2003
Claims reserves in casualty insurance based on a probabilistic model. Zbl 0439.62074
Bühlmann, Hans; Schnieper, Rene; Straub, Erwin
7
1980
Mathematical methods in risk theory. 2nd print. Zbl 0859.90051
Bühlmann, Hans
7
1996
Austauschbare stochastische Variablen und ihre Grenzwertsätze. Zbl 0096.11903
Bühlmann, Hans
7
1960
Ruinwahrscheinlichkeit bei erfahrungstarifiertem Portefeuille. Zbl 0244.62075
Bühlmann, Hans
7
1972
Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078
Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V.
7
2009
Hierarchical credibility revisited. Zbl 0624.62095
Bühlmann, Hans; Jewell, William S.
5
1987
Market-consistent actuarial valuation. Zbl 1172.91004
Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg
5
2008
Life insurance with stochastic interest rates. Zbl 0895.62107
Bühlmann, Hans
4
1995
Pairwise comparison and ranking in tournaments. Zbl 0116.36701
Bühlmann, H.; Huber, P. J.
4
1963
Credibility claims reserving with stochastic diagonal effects. Zbl 1390.91166
Bühlmann, Hans; Moriconi, Franco
3
2015
General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090
Bühlmann, Hans; Gerber, Hans U.
3
1978
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
3
2008
Excess claims and data trimming in the context of credibility rating procedures. Zbl 0479.62079
Buehlmann, Hans; Gisler, Alois; Jewell, William S.
2
1982
Le problème ”limite central” pour les variables aléatoires echangeables. Zbl 0079.34503
Bühlmann, Hans
2
1958
Note on the collective theory of risk. Zbl 0183.49406
Bühlmann, H.
2
1969
The history of ASTIN. Invited lecture at the 50 years anniversary of ASTIN. Zbl 1274.62039
Bühlmann, Hans
2
2007
Entscheidungs- und Spieltheorie. Ein Lehrbuch für Wirtschaftswissenschaftler. Zbl 0313.90066
Bühlmann, H.; Loeffel, H.; Nievergelt, E.
2
1975
Collective risk theory for assets. Zbl 1080.91517
Bühlmann, Hans
1
1997
Addendum to “Excess claims and data trimming in the context of credibility rating procedures”. Zbl 0521.62085
Buehlmann, Hans; Gisler, Alois; Jewell, William S.
1
1982
Mathematical methods in risk theory. 2nd hardback printing. Zbl 1116.91052
Bühlmann, Hans
1
2005
Continuous and discrete models in finance, in particular for stochastic interest rates. Zbl 0842.90005
Bühlmann, Hans
1
1994
\(L^ 2\)-martingales and orthogonal decomposition. Zbl 0121.12704
Bühlmann, H.
1
1963
Optimale Prämienstufensysteme. Zbl 0143.21903
Bühlmann, H.
1
1964
Einführung in die Theorie und Praxis der Entscheidung bei Unsicherheit. Unterlagen für einen Kurs der Schweizerischen Vereinigung für Operations Research. Zbl 0164.19501
Bühlmann, H.; Loeffel, H.; Nievergelt, E.
1
1967
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V.
1
2007
The mean square error of prediction in the chain ladder reserving method: final remark. Zbl 1162.91401
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
1
2006
Minimax credibility. Zbl 0332.62034
Bühlmann, Hans
1
1976
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
Credibility claims reserving with stochastic diagonal effects. Zbl 1390.91166
Bühlmann, Hans; Moriconi, Franco
3
2015
Market-consistent actuarial valuation. 2nd revised and enlarged ed. Zbl 1203.91005
Wüthrich, Mario V.; Bühlmann, Hans; Furrer, Hansjörg
10
2010
Recursive credibility formula for chain ladder factors and the claims development result. Zbl 1205.91078
Bühlmann, Hans; De Felice, Massimo; Gisler, Alois; Moriconi, Franco; Wüthrich, Mario V.
7
2009
Market-consistent actuarial valuation. Zbl 1172.91004
Wüthrich, Mario Valentin; Bühlmann, Hans; Furrer, Hansjörg
5
2008
Bounds on the estimation error in the chain ladder method. Zbl 1224.91095
Wüthrich, Mario V.; Merz, Michael; Bühlmann, Hans
3
2008
The history of ASTIN. Invited lecture at the 50 years anniversary of ASTIN. Zbl 1274.62039
Bühlmann, Hans
2
2007
Valuation portfolio in non-life insurance. Zbl 1164.62079
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wüthrich, Mario V.
1
2007
The mean square error of prediction in the chain ladder reserving method (Mack and Murphy revisited). Zbl 1162.91400
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
24
2006
The mean square error of prediction in the chain ladder reserving method: final remark. Zbl 1162.91401
Buchwalder, Markus; Bühlmann, Hans; Merz, Michael; Wütrich, Mario V.
1
2006
Estimation of unallocated loss adjustment expenses. Zbl 1333.62249
Buchwalder, Markus; Merz, Michael; Bühlmann, Hans; Wüthrich, Mario V.
1
2006
A course in credibility theory and its applications. Zbl 1108.91001
Bühlmann, Hans; Gisler, Alois
101
2005
Mathematical methods in risk theory. 2nd hardback printing. Zbl 1116.91052
Bühlmann, Hans
1
2005
A discrete time benchmark approach for insurance and finance. Zbl 1098.91069
Bühlmann, Hans; Platen, Eckhard
7
2003
On Esscher transforms in discrete finance models. Zbl 1162.91367
Buehlmann, H.; Delbaen, F.; Embrechts, P.; Shiryaev, A. N.
31
1998
Collective risk theory for assets. Zbl 1080.91517
Bühlmann, Hans
1
1997
No-arbitrage, change of measure and conditional Esscher transforms. Zbl 0943.91037
Bühlmann, Hans; Delbaen, Freddy; Embrechts, Paul; Shiryaev, Albert N.
48
1996
Mathematical methods in risk theory. 2nd print. Zbl 0859.90051
Bühlmann, Hans
7
1996
Life insurance with stochastic interest rates. Zbl 0895.62107
Bühlmann, Hans
4
1995
Continuous and discrete models in finance, in particular for stochastic interest rates. Zbl 0842.90005
Bühlmann, Hans
1
1994
Stochastic discounting. Zbl 0763.62055
Bühlmann, H.
8
1992
Hierarchical credibility revisited. Zbl 0624.62095
Bühlmann, Hans; Jewell, William S.
5
1987
Optimal risk exchanges. Zbl 0679.62090
Bühlmann, H.; Jewell, W. S.
14
1986
Numerical evaluation of the compound Poisson distribution: Recursion or fast Fourier transform? Zbl 0547.62069
Bühlmann, Hans
17
1984
Excess claims and data trimming in the context of credibility rating procedures. Zbl 0479.62079
Buehlmann, Hans; Gisler, Alois; Jewell, William S.
2
1982
Addendum to “Excess claims and data trimming in the context of credibility rating procedures”. Zbl 0521.62085
Buehlmann, Hans; Gisler, Alois; Jewell, William S.
1
1982
Claims reserves in casualty insurance based on a probabilistic model. Zbl 0439.62074
Bühlmann, Hans; Schnieper, Rene; Straub, Erwin
7
1980
General jump process and time change - or, how to define stochastic operational time. Zbl 0382.60090
Bühlmann, Hans; Gerber, Hans U.
3
1978
Minimax credibility. Zbl 0332.62034
Bühlmann, Hans
1
1976
Entscheidungs- und Spieltheorie. Ein Lehrbuch für Wirtschaftswissenschaftler. Zbl 0313.90066
Bühlmann, H.; Loeffel, H.; Nievergelt, E.
2
1975
Ruinwahrscheinlichkeit bei erfahrungstarifiertem Portefeuille. Zbl 0244.62075
Bühlmann, Hans
7
1972
Mathematical methods in risk theory. Zbl 0209.23302
Bühlmann, Hans
276
1970
Glaubwürdigkeit für Schadensätze. Zbl 0197.46502
Bühlmann, H.; Straub, E.
49
1970
Note on the collective theory of risk. Zbl 0183.49406
Bühlmann, H.
2
1969
Einführung in die Theorie und Praxis der Entscheidung bei Unsicherheit. Unterlagen für einen Kurs der Schweizerischen Vereinigung für Operations Research. Zbl 0164.19501
Bühlmann, H.; Loeffel, H.; Nievergelt, E.
1
1967
Optimale Prämienstufensysteme. Zbl 0143.21903
Bühlmann, H.
1
1964
Pairwise comparison and ranking in tournaments. Zbl 0116.36701
Bühlmann, H.; Huber, P. J.
4
1963
\(L^ 2\)-martingales and orthogonal decomposition. Zbl 0121.12704
Bühlmann, H.
1
1963
Austauschbare stochastische Variablen und ihre Grenzwertsätze. Zbl 0096.11903
Bühlmann, Hans
7
1960
Le problème ”limite central” pour les variables aléatoires echangeables. Zbl 0079.34503
Bühlmann, Hans
2
1958
all top 5

Cited by 657 Authors

23 Siu, Tak Kuen
22 Wüthrich, Mario Valentin
17 Gerber, Hans U.
16 Goovaerts, Marc J.
13 Yang, Hailiang
12 de Vylder, Florent Etienne
12 Kremer, Erhard K.
9 Shiu, Elias S. W.
9 Wen, Limin
9 Wu, Xianyi
8 Albrecher, Hansjörg
8 Avanzi, Benjamin
8 Merz, Michael
8 Pitselis, Georgios
7 Embrechts, Paul
7 Hürlimann, Werner
6 Bühlmann, Hans
6 Denuit, Michel M.
6 Laeven, Roger J. A.
6 Norberg, Ragnar
6 Platen, Eckhard
6 Willmot, Gordon E.
5 Chi, Yichun
5 Dhaene, Jan
5 Elliott, Robert James
5 Gómez-Déniz, Emilio
5 Haezendonck, Jean
5 Kałuszka, Marek
5 Lau, John Wei
5 Sundt, Bjørn Rosted
5 Taylor, Greg
5 Verrall, Richard J.
5 Wong, Bernard
4 Bellini, Fabio
4 Boonen, Tim J.
4 Christiansen, Marcus Christian
4 Constantinescu, Corina D.
4 Cossette, Hélène
4 Egídio dos Reis, Alfredo D.
4 Frostig, Esther
4 Gisler, Alois
4 Jacque, Laurent L.
4 Landriault, David
4 Li, Shuanming
4 Lindholm, Mathias
4 Loisel, Stéphane
4 Malinovskiĭ, Vsevolod Konstantinovich
4 Ng, Andrew Cheuk-Yin
4 Ohlsson, Esbjörn
4 Pantelous, Athanasios A.
4 Pelsser, Antoon A. J.
4 Taksar, Michael I.
4 Tapiero, Charles S.
4 Taylor, Gregory Clive
3 Apaydın, Ayşen
3 Asmussen, Søren
3 Badescu, Alexandru M.
3 Calderín Ojeda, Enrique
3 Chadjiconstantinidis, Stathis
3 Cheung, Eric C. K.
3 Dassios, Angelos
3 de Jong, Piet
3 Fang, Ying
3 Gatto, Riccardo
3 Gigante, Patrizia
3 Goulet, Vincent
3 Guan, Chonghu
3 Happ, Sebastian
3 Hipp, Christian
3 Højgaard, Bjarne
3 Hong, Liang
3 Hu, Yijun
3 Jang, Jiwook
3 Kaas, Rob
3 Lefèvre, Claude
3 Lin, X. Sheldon
3 Lu, Yi
3 Marceau, Étienne
3 Martin, Ryan R.
3 Mei, Guoping
3 Moriconi, Franco
3 Pennanen, Teemu
3 Picech, Liviana
3 Robert, Christian Yann
3 Rosazza Gianin, Emanuela
3 Sendova, Kristina P.
3 Sigalotti, Luciano
3 Sordo, Miguel Ángel
3 Tan, Ken Seng
3 Thorin, Olof
3 Tsai, Cary Chi-Liang
3 Tsanakas, Andreas
3 Wahl, Felix
3 Wu, Rong
3 Yam, Sheung Chi Phillip
3 Young, Virginia R.
3 Zhou, Ming
3 Zhu, Wenge
2 Ahn, Jae Youn
2 Albrecht, Peter
...and 557 more Authors
all top 5

Cited in 102 Serials

197 Insurance Mathematics & Economics
66 ASTIN Bulletin
34 North American Actuarial Journal
31 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
25 Scandinavian Actuarial Journal
24 Scandinavian Actuarial Journal
22 European Actuarial Journal
11 Journal of Computational and Applied Mathematics
10 Communications in Statistics. Theory and Methods
7 Methodology and Computing in Applied Probability
6 Journal of Applied Probability
6 Acta Mathematicae Applicatae Sinica. English Series
5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
5 European Journal of Operational Research
5 Journal of Systems Science and Complexity
5 Stochastic Models
4 Journal of Econometrics
4 Stochastic Analysis and Applications
4 Finance and Stochastics
4 Decisions in Economics and Finance
4 AStA. Advances in Statistical Analysis
4 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
3 Statistics & Probability Letters
3 Applied Mathematical Finance
3 Journal of Applied Statistics
3 Quantitative Finance
3 Asia-Pacific Financial Markets
3 Journal of Industrial and Management Optimization
3 Mathematics and Financial Economics
2 Lithuanian Mathematical Journal
2 Moscow University Mathematics Bulletin
2 Ukrainian Mathematical Journal
2 Applied Mathematics and Computation
2 Automatica
2 Journal of Differential Equations
2 Journal of Mathematical Economics
2 Social Choice and Welfare
2 Applied Stochastic Models and Data Analysis
2 The Annals of Applied Probability
2 Aequationes Mathematicae
2 Journal of Statistical Computation and Simulation
2 Stochastic Processes and their Applications
2 Computational Statistics and Data Analysis
2 Statistical Papers
2 Mathematical Problems in Engineering
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Mathematical Methods of Operations Research
2 International Journal of Theoretical and Applied Finance
2 Applied Stochastic Models in Business and Industry
2 Naval Research Logistics Quarterly
2 International Journal of Stochastic Analysis
2 Statistics & Risk Modeling
1 International Journal of Theoretical Physics
1 Metrika
1 The Annals of Statistics
1 Journal of Optimization Theory and Applications
1 Journal of Statistical Planning and Inference
1 Mathematics and Computers in Simulation
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Proceedings of the American Mathematical Society
1 Statistica Neerlandica
1 Theory and Decision
1 Chinese Annals of Mathematics. Series B
1 Revue de Statistique Appliquée
1 Sequential Analysis
1 Statistical Science
1 Asia-Pacific Journal of Operational Research
1 Mathematical and Computer Modelling
1 Queueing Systems
1 Science in China. Series A
1 Computational Mathematics and Modeling
1 Annals of Operations Research
1 Applications of Mathematics
1 Zeitschrift für Operations Research. Serie A: Theorie
1 Zeitschrift für Operations Research. Serie B: Praxis
1 Computational Economics
1 Test
1 Top
1 Mathematical Finance
1 Abstract and Applied Analysis
1 Journal of Applied Mathematics and Decision Sciences
1 Acta Mathematica Sinica. English Series
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 International Journal of Modern Physics C
1 Nonlinear Analysis. Real World Applications
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 OR Spectrum
1 Journal of Applied Mathematics and Computing
1 Review of Derivatives Research
1 Stochastics
1 Statistical Methodology
1 Frontiers of Mathematics in China
1 Journal of the Italian Statistical Society
1 Advances in Fuzzy Systems
1 Science China. Mathematics
1 Journal of Probability and Statistics
1 Chilean Journal of Statistics
1 Annals of Finance
1 Carpathian Mathematical Publications
...and 2 more Serials

Citations by Year

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