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Author ID: hipp.christian Recent zbMATH articles by "Hipp, Christian"
Published as: Hipp, Christian; Hipp, C.
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Publications by Year

Citations contained in zbMATH Open

38 Publications have been cited 809 times in 624 Documents Cited by Year
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
150
2001
Optimal investment for insurers. Zbl 1007.91025
Hipp, Christian; Plum, Michael
147
2000
Asymptotic expansions for sums of weakly dependent random vectors. Zbl 0497.60022
Goetze, F.; Hipp, C.
59
1983
Optimal investment for investors with state dependent income, and for insurers. Zbl 1069.91051
Hipp, Christian; Plum, Michael
50
2003
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
47
2007
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
42
1998
Asymptotics of ruin probabilities for controlled risk processes in the small claims case. Zbl 1087.62116
Hipp, Christian; Schmidli, Hanspeter
33
2004
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
33
2003
Asymptotic expansions in the central limit theorem under moment conditions. Zbl 0369.60027
Götze, F.; Hipp, C.
28
1978
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
27
2010
Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0598.62139
Hipp, C.
22
1985
Asymptotic distribution of statistics in time series. Zbl 0827.62015
Götze, F.; Hipp, C.
22
1994
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
20
2000
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik
12
2010
Convergence rates of the strong law for stationary mixing sequences. Zbl 0377.60035
Hipp, Christian
12
1979
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
11
2000
Stochastic control with application in insurance. Zbl 1134.91024
Hipp, Christian
11
2004
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
Speedy convolution algorithms and Panjer recursions for phase-type distributions. Zbl 1133.91448
Hipp, Christian
9
2006
Risikotheorie: stochastische Modelle und statistische Methoden. (Risk theory: stochastic models and statistical methods). Zbl 0709.62095
Hipp, Christian; Michel, Reinhard
7
1990
On the normal approximation to symmetric binomial distributions. Zbl 1149.60016
Hipp, C.; Mattner, L.
7
2008
Asymptotic expansions for potential functions of I.I.D. random fields. Zbl 0659.60035
Götze, F.; Hipp, C.
6
1989
On the Bernstein-von Mises approximation of posterior distributions. Zbl 0346.62020
Hipp, C.; Michel, R.
6
1976
Edgeworth expansions for integrals of smooth functions. Zbl 0375.60032
Hipp, C.
6
1977
Asymptotic expansions in the central limit theorem for compound and Markov processes. Zbl 0548.60024
Hipp, Christian
5
1985
Efficient estimators for ruin probabilities. Zbl 0697.62099
Hipp, Christian
5
1989
\(m\)-dependent random fields with analytic cumulant generating function. Zbl 0841.60033
Götze, F.; Heinrich, L.; Hipp, C.
4
1995
Asymptotic expansions for conditional distributions: The lattice case. Zbl 0574.60031
Hipp, Christian
4
1984
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors. Zbl 0431.60021
Hipp, Christian
3
1979
The delta-method for actuarial statistics. Zbl 0848.62055
Hipp, Christian
2
1996
Third-order efficiency of conditional tests in exponential models: The lattice case. Zbl 0509.62019
Hipp, C.
2
1983
Note on the paper ’Transformation groups and sufficient statistics’ by J. Pfanzagl. Zbl 0303.62007
Hipp, C.
1
1975
Efficient estimation under constraints. Zbl 0739.62030
Hipp, Christian
1
1991
Correction to: Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0658.62126
Hipp, C.
1
1987
Sufficient statistics and exponential families. Zbl 0294.62003
Hipp, Christian
1
1974
Convolutions of multivariate phase-type distributions. Zbl 1223.60015
Berdel, Jasmin; Hipp, Christian
1
2011
Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). Zbl 0693.62090
Hipp, Christian
1
1990
Local limit theorems for sums of finite range potentials of a Gibbsian random field. Zbl 0704.60019
Götze, F.; Hipp, C.
1
1990
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
Convolutions of multivariate phase-type distributions. Zbl 1223.60015
Berdel, Jasmin; Hipp, Christian
1
2011
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
27
2010
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik
12
2010
On the normal approximation to symmetric binomial distributions. Zbl 1149.60016
Hipp, C.; Mattner, L.
7
2008
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
47
2007
Speedy convolution algorithms and Panjer recursions for phase-type distributions. Zbl 1133.91448
Hipp, Christian
9
2006
Asymptotics of ruin probabilities for controlled risk processes in the small claims case. Zbl 1087.62116
Hipp, Christian; Schmidli, Hanspeter
33
2004
Stochastic control with application in insurance. Zbl 1134.91024
Hipp, Christian
11
2004
Optimal investment for investors with state dependent income, and for insurers. Zbl 1069.91051
Hipp, Christian; Plum, Michael
50
2003
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
33
2003
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
150
2001
Optimal investment for insurers. Zbl 1007.91025
Hipp, Christian; Plum, Michael
147
2000
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
20
2000
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
11
2000
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
42
1998
The delta-method for actuarial statistics. Zbl 0848.62055
Hipp, Christian
2
1996
\(m\)-dependent random fields with analytic cumulant generating function. Zbl 0841.60033
Götze, F.; Heinrich, L.; Hipp, C.
4
1995
Asymptotic distribution of statistics in time series. Zbl 0827.62015
Götze, F.; Hipp, C.
22
1994
Efficient estimation under constraints. Zbl 0739.62030
Hipp, Christian
1
1991
Risikotheorie: stochastische Modelle und statistische Methoden. (Risk theory: stochastic models and statistical methods). Zbl 0709.62095
Hipp, Christian; Michel, Reinhard
7
1990
Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). Zbl 0693.62090
Hipp, Christian
1
1990
Local limit theorems for sums of finite range potentials of a Gibbsian random field. Zbl 0704.60019
Götze, F.; Hipp, C.
1
1990
Asymptotic expansions for potential functions of I.I.D. random fields. Zbl 0659.60035
Götze, F.; Hipp, C.
6
1989
Efficient estimators for ruin probabilities. Zbl 0697.62099
Hipp, Christian
5
1989
Correction to: Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0658.62126
Hipp, C.
1
1987
Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0598.62139
Hipp, C.
22
1985
Asymptotic expansions in the central limit theorem for compound and Markov processes. Zbl 0548.60024
Hipp, Christian
5
1985
Asymptotic expansions for conditional distributions: The lattice case. Zbl 0574.60031
Hipp, Christian
4
1984
Asymptotic expansions for sums of weakly dependent random vectors. Zbl 0497.60022
Goetze, F.; Hipp, C.
59
1983
Third-order efficiency of conditional tests in exponential models: The lattice case. Zbl 0509.62019
Hipp, C.
2
1983
Convergence rates of the strong law for stationary mixing sequences. Zbl 0377.60035
Hipp, Christian
12
1979
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors. Zbl 0431.60021
Hipp, Christian
3
1979
Asymptotic expansions in the central limit theorem under moment conditions. Zbl 0369.60027
Götze, F.; Hipp, C.
28
1978
Edgeworth expansions for integrals of smooth functions. Zbl 0375.60032
Hipp, C.
6
1977
On the Bernstein-von Mises approximation of posterior distributions. Zbl 0346.62020
Hipp, C.; Michel, R.
6
1976
Note on the paper ’Transformation groups and sufficient statistics’ by J. Pfanzagl. Zbl 0303.62007
Hipp, C.
1
1975
Sufficient statistics and exponential families. Zbl 0294.62003
Hipp, Christian
1
1974
all top 5

Cited by 696 Authors

20 Cheung, Eric C. K.
18 Hipp, Christian
18 Li, Shuanming
18 Yang, Hailiang
18 Zhang, Zhimin
16 Zhao, Hui
15 Rong, Ximin
14 Albrecher, Hansjörg
14 Yang, Hu
13 Willmot, Gordon E.
12 Landriault, David
11 Dickson, David C. M.
11 Liang, Zhibin
10 Götze, Friedrich
10 Wang, Wenyuan
10 Yuen, Kam Chuen
9 Guo, Junyi
9 Schmidli, Hanspeter
8 Čekanavičius, Vydas
8 Hu, Yijun
8 Luo, Shangzhen
8 Siu, Tak Kuen
8 Sunklodas, Jonas Kazys
8 Young, Virginia R.
7 Lahiri, Soumendra Nath
7 Li, Danping
6 Meng, Hui
6 Sendova, Kristina P.
6 Woo, Jae-Kyung
5 Asmussen, Søren
5 Bi, Junna
5 Grandits, Peter
5 Jensen, Jens Ledet
5 Kortschak, Dominik
5 Liang, Xiaoqing
5 Ming, Ruixing
5 Ren, Jiandong
5 Taksar, Michael I.
5 Thonhauser, Stefan
5 Wu, Rong
5 Xie, Jiehua
5 Zhang, Chunsheng
5 Zhang, Xin
5 Zou, Wei
4 Bai, Lihua
4 Belkina, Tat’yana Andreevna
4 Cai, Jun
4 Chen, Ping
4 Constantinescu, Corina D.
4 Feng, Runhuan
4 Fuh, Cheng-Der
4 Gerber, Hans U.
4 Golubin, A. Yu.
4 Gridin, V. N.
4 Jiang, Wuyuan
4 Konyukhova, Nadja B.
4 Li, Bin
4 Liu, Zaiming
4 Lu, Yi
4 Meng, Qingbin
4 Palmowski, Zbigniew
4 Shiu, Elias S. W.
4 Tang, Qihe
4 Wang, Mingming
4 Wang, Rongming
4 Wu, Xueyuan
4 Xu, Lin
4 Yao, Dingjun
4 Yoshida, Nakahiro
4 Zhou, Ming
4 Zhou, Xiaowen
3 Avram, Florin
3 Azcue, Pablo
3 Bayraktar, Erhan
3 Bhattacharya, Rabi N.
3 Chadjiconstantinidis, Stathis
3 Chiu, Mei Choi
3 Christensen, Bent Jesper
3 Cossette, Hélène
3 Demos, Antonis
3 Dong, Hua
3 Eisenberg, Julia
3 Elliott, Robert James
3 Faÿ, Gilles
3 Fernández, Begoña Fernández
3 Gaier, Johanna
3 Heinrich, Lothar
3 Ivanovs, Jevgeņijs
3 Korn, Ralf
3 Kostadinova, Radostina
3 Lin, Xiang
3 Liu, Guoxin
3 Marceau, Étienne
3 Muler, Nora E.
3 Paulsen, Jostein
3 Peng, Xingchun
3 Pitts, Susan M.
3 Roos, Bero
3 Shen, Yang
3 Sun, Lijuan
...and 596 more Authors
all top 5

Cited in 140 Serials

111 Insurance Mathematics & Economics
49 Scandinavian Actuarial Journal
25 Journal of Computational and Applied Mathematics
19 Statistics & Probability Letters
18 Lithuanian Mathematical Journal
17 North American Actuarial Journal
14 Methodology and Computing in Applied Probability
13 Communications in Statistics. Theory and Methods
12 Applied Mathematics and Computation
12 Journal of Applied Probability
12 Acta Mathematicae Applicatae Sinica. English Series
11 Journal of Multivariate Analysis
11 Probability Theory and Related Fields
11 Journal of Industrial and Management Optimization
10 ASTIN Bulletin
9 The Annals of Statistics
9 Stochastic Processes and their Applications
8 European Actuarial Journal
7 Annals of the Institute of Statistical Mathematics
7 The Annals of Applied Probability
7 Applied Mathematics. Series B (English Edition)
7 Journal of Systems Science and Complexity
7 Stochastic Models
6 Advances in Applied Probability
6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
6 Automation and Remote Control
5 Finance and Stochastics
5 Discrete Dynamics in Nature and Society
5 Stochastics
5 Frontiers of Mathematics in China
4 The Annals of Probability
4 Journal of Econometrics
4 Mathematical Methods of Operations Research
4 Econometric Theory
4 Applied Stochastic Models in Business and Industry
3 Journal of Mathematical Analysis and Applications
3 Journal of Statistical Planning and Inference
3 Transactions of the American Mathematical Society
3 Stochastic Analysis and Applications
3 Statistics
3 Computational Mathematics and Mathematical Physics
3 European Journal of Operational Research
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Cybernetics and Systems Analysis
3 Journal of Mathematical Sciences (New York)
3 Bernoulli
3 Mathematical Problems in Engineering
3 Journal of Inequalities and Applications
3 Acta Mathematica Sinica. English Series
3 Probability in the Engineering and Informational Sciences
3 The ANZIAM Journal
3 Journal of the Korean Statistical Society
3 Modern Stochastics. Theory and Applications
2 International Journal of Control
2 Moscow University Mathematics Bulletin
2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik)
2 Kybernetika
2 Scandinavian Actuarial Journal
2 Journal of Time Series Analysis
2 Probability and Mathematical Statistics
2 Optimization
2 Journal of Theoretical Probability
2 Mathematical Finance
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Quantitative Finance
2 Statistical Methodology
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Probability Surveys
2 Science China. Mathematics
2 Stochastic Systems
2 AIMS Mathematics
1 Modern Physics Letters B
1 Computers & Mathematics with Applications
1 Indian Journal of Pure & Applied Mathematics
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Metrika
1 Stochastics
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Optimization
1 Automatica
1 International Statistical Review
1 Journal of Optimization Theory and Applications
1 Mathematische Nachrichten
1 Numerische Mathematik
1 Proceedings of the Japan Academy. Series A
1 Semigroup Forum
1 SIAM Journal on Control and Optimization
1 Siberian Mathematical Journal
1 Optimal Control Applications & Methods
1 Advances in Applied Mathematics
1 Acta Applicandae Mathematicae
1 Bulletin of the Iranian Mathematical Society
1 Sequential Analysis
1 Statistical Science
1 Asymptotic Analysis
1 Queueing Systems
1 Annals of Operations Research
1 Applied Mathematical Modelling
1 Indagationes Mathematicae. New Series
1 International Journal of Robust and Nonlinear Control
...and 40 more Serials

Citations by Year