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Hipp, Christian

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Author ID: hipp.christian Recent zbMATH articles by "Hipp, Christian"
Published as: Hipp, C.; Hipp, Christian
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Documents Indexed: 47 Publications since 1974, including 2 Books

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 769 times in 588 Documents Cited by Year
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
145
2001
Optimal investment for insurers. Zbl 1007.91025
Hipp, Christian; Plum, Michael
136
2000
Asymptotic expansions for sums of weakly dependent random vectors. Zbl 0497.60022
Goetze, F.; Hipp, C.
57
1983
Optimal investment for investors with state dependent income, and for insurers. Zbl 1069.91051
Hipp, Christian; Plum, Michael
48
2003
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
44
2007
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
41
1998
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
32
2003
Asymptotics of ruin probabilities for controlled risk processes in the small claims case. Zbl 1087.62116
Hipp, Christian; Schmidli, Hanspeter
30
2004
Asymptotic expansions in the central limit theorem under moment conditions. Zbl 0369.60027
Götze, F.; Hipp, C.
27
1978
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
22
2010
Asymptotic distribution of statistics in time series. Zbl 0827.62015
Götze, F.; Hipp, C.
22
1994
Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0598.62139
Hipp, C.
20
1985
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
19
2000
Convergence rates of the strong law for stationary mixing sequences. Zbl 0377.60035
Hipp, Christian
12
1979
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik
11
2010
Stochastic control with application in insurance. Zbl 1134.91024
Hipp, Christian
11
2004
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
11
2000
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
8
1990
On the normal approximation to symmetric binomial distributions. Zbl 1149.60016
Hipp, C.; Mattner, L.
6
2008
Efficient estimators for ruin probabilities. Zbl 0697.62099
Hipp, Christian
6
1989
Asymptotic expansions for potential functions of I.I.D. random fields. Zbl 0659.60035
Götze, F.; Hipp, C.
6
1989
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
Asymptotic expansions for conditional distributions: The lattice case. Zbl 0574.60031
Hipp, Christian
5
1984
Asymptotic expansions in the central limit theorem for compound and Markov processes. Zbl 0548.60024
Hipp, Christian
4
1985
\(m\)-dependent random fields with analytic cumulant generating function. Zbl 0841.60033
Götze, F.; Heinrich, L.; Hipp, C.
3
1995
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
Efficient estimation under constraints. Zbl 0739.62030
Hipp, Christian
1
1991
Local limit theorems for sums of finite range potentials of a Gibbsian random field. Zbl 0704.60019
Götze, F.; Hipp, C.
1
1990
Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). Zbl 0693.62090
Hipp, Christian
1
1990
Correction to: Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0658.62126
Hipp, C.
1
1987
Note on the paper ’Transformation groups and sufficient statistics’ by J. Pfanzagl. Zbl 0303.62007
Hipp, C.
1
1975
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
10
2014
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
22
2010
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik
11
2010
On the normal approximation to symmetric binomial distributions. Zbl 1149.60016
Hipp, C.; Mattner, L.
6
2008
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
44
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
30
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
48
2003
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
32
2003
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
145
2001
Optimal investment for insurers. Zbl 1007.91025
Hipp, Christian; Plum, Michael
136
2000
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
19
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
41
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.
3
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
8
1990
Local limit theorems for sums of finite range potentials of a Gibbsian random field. Zbl 0704.60019
Götze, F.; Hipp, C.
1
1990
Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). Zbl 0693.62090
Hipp, Christian
1
1990
Efficient estimators for ruin probabilities. Zbl 0697.62099
Hipp, Christian
6
1989
Asymptotic expansions for potential functions of I.I.D. random fields. Zbl 0659.60035
Götze, F.; Hipp, C.
6
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.
20
1985
Asymptotic expansions in the central limit theorem for compound and Markov processes. Zbl 0548.60024
Hipp, Christian
4
1985
Asymptotic expansions for conditional distributions: The lattice case. Zbl 0574.60031
Hipp, Christian
5
1984
Asymptotic expansions for sums of weakly dependent random vectors. Zbl 0497.60022
Goetze, F.; Hipp, C.
57
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.
27
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
all top 5

Cited by 661 Authors

19 Cheung, Eric C. K.
18 Hipp, Christian
18 Li, Shuanming
18 Yang, Hailiang
18 Zhang, Zhimin
14 Albrecher, Hansjörg
14 Yang, Hu
13 Zhao, Hui
12 Rong, Ximin
12 Willmot, Gordon E.
11 Dickson, David C. M.
11 Liang, Zhibin
10 Götze, Friedrich W.
10 Landriault, David
9 Schmidli, Hanspeter
9 Wang, Wenyuan
9 Yuen, Kam Chuen
8 Guo, Junyi
8 Hu, Yijun
8 Siu, Tak Kuen
8 Sunklodas, Jonas Kazys
8 Young, Virginia R.
7 Čekanavičius, Vydas
7 Lahiri, Soumendra Nath
7 Luo, Shangzhen
6 Li, Danping
6 Meng, Hui
6 Sendova, Kristina P.
6 Woo, Jae-Kyung
5 Asmussen, Søren
5 Bi, Junna
5 Golubin, A. Yu.
5 Grandits, Peter
5 Jensen, Jens Ledet
5 Kortschak, Dominik
5 Liang, Xiaoqing
5 Ming, Ruixing
5 Taksar, Michael I.
5 Thonhauser, Stefan
5 Wu, Rong
5 Xie, Jiehua
5 Zhang, Chunsheng
5 Zhang, Xin
5 Zou, Wei
4 Belkina, T. A.
4 Chen, Ping
4 Constantinescu, Corina D.
4 Feng, Runhuan
4 Fuh, Cheng-Der
4 Garrido, José Luis
4 Gerber, Hans U.
4 Gridin, V. N.
4 Jiang, Wuyuan
4 Konyukhova, Nadja B.
4 Liu, Zaiming
4 Lu, Yi
4 Meng, Qingbin
4 Palmowski, Zbigniew
4 Ren, Jiandong
4 Shiu, Elias S. W.
4 Tang, Qihe
4 Wang, Mingming
4 Wang, Rongming
4 Yao, Dingjun
4 Zhou, Xiaowen
3 Azcue, Pablo
3 Bai, Lihua
3 Bayraktar, Erhan
3 Bhattacharya, Rabi N.
3 Cai, Jun
3 Chadjiconstantinidis, Stathis
3 Chiu, Mei Choi
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 Li, Bin
3 Lin, X. Sheldon
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
3 Wang, Guojing
3 Wang, Shanshan
3 Wong, Hoi Ying
3 Wouters, Jeroen
...and 561 more Authors
all top 5

Cited in 133 Serials

111 Insurance Mathematics & Economics
47 Scandinavian Actuarial Journal
25 Journal of Computational and Applied Mathematics
19 Statistics & Probability Letters
18 Lithuanian Mathematical Journal
13 Methodology and Computing in Applied Probability
12 Applied Mathematics and Computation
12 Acta Mathematicae Applicatae Sinica. English Series
11 Journal of Applied Probability
11 Probability Theory and Related Fields
10 Journal of Multivariate Analysis
10 ASTIN Bulletin
10 North American Actuarial Journal
9 The Annals of Statistics
9 Stochastic Processes and their Applications
7 Annals of the Institute of Statistical Mathematics
7 The Annals of Applied Probability
7 Communications in Statistics. Theory and Methods
7 Journal of Systems Science and Complexity
7 Stochastic Models
7 Journal of Industrial and Management Optimization
7 European Actuarial Journal
6 Advances in Applied Probability
6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
6 Automation and Remote Control
6 Applied Mathematics. Series B (English Edition)
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 Cybernetics and Systems Analysis
3 Journal of Mathematical Sciences (New York)
3 Bernoulli
3 Mathematical Problems in Engineering
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 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Mathematical Finance
2 Journal of Inequalities and Applications
2 Quantitative Finance
2 Statistical Methodology
2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
2 Science China. Mathematics
2 Stochastic Systems
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 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 Queueing Systems
1 Annals of Operations Research
1 Applied Mathematical Modelling
1 Indagationes Mathematicae. New Series
1 International Journal of Robust and Nonlinear Control
1 Test
1 Computational and Applied Mathematics
1 Top
1 Bulletin des Sciences Mathématiques
1 Opuscula Mathematica
...and 33 more Serials

Citations by Year