TU Dresden, Dresdner Schriften zur Versicherungsmathematik

VERSICHERUNGSMATHEMATIK

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Dresdner Schriften zur Versicherungsmathematik

ISSN 0946-4727
Editors: Die Professoren des Instituts für Mathematische Stochastik
2012 2011 2010 2009 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994

Papers marked by an asterix * have been published elsewhere and are no longer available from the authors.


	2012
1/2012	Sebastian Fuchs Biased Loss Prediction Caused by Aggregation.

	2011
1/2011	Siegfried Dietze, Thomas Riedrich and Klaus D. Schmidt Marginal–Sum Equations and Related Fixed–Point Problems.

	2010
1/2010	Alexander Ludwig and Klaus D. Schmidt Calendar Year Reserves in the Multivariate Additive Model.

	2009
1/2009	Alexander Ludwig, Christiane Schmeißer und Katrin Thänert Linear Models in Loss Reserving. (Table of Contents and Introduction)

	2007
6/2007	Klaus D. Schmidt A Note on the Separation Method.
5/2007	Egbert Dettweiler Poisson Approximation for Point Processes.
4/2007	Klaus Th. Hess Marginal Sum Equations in Motor Liability Insurance.
3/2007	Klaus Th. Hess A Note on the Decomposition of a Random Sample Size.
2/2007*	Kathrin Kloberdanz and Klaus D. Schmidt Prediction in the Linear Model Under a Linear Constraint.
1/2007*	Klaus D. Schmidt and Mathias Zocher The Bornhuetter–Ferguson Principle.

	2006
4/2006	Mathias Zocher Multivariate Counting Processes.
3/2006*	Klaus D. Schmidt Optimal and Additive Loss Reserving for Dependent Lines of Business.
2/2006*	Klaus D. Schmidt Methods and Models of Loss Reserving Based on Run–Off Triangles: A Unifying Survey.
1/2006	Siegfried Dietze, Thomas Riedrich and Klaus D. Schmidt On the Solution of Marginal–Sum Equations.

	2005
6/2005*	Klaus D. Schmidt and Mathias Zocher Multivariate Loss Prediction in the Multivariate Additive Model.
5/2005	Egbert Dettweiler Prediction for Risk Processes.
4/2005	Egbert Dettweiler On the Construction of Point Processes.
3/2005	Carsten Pröhl and Klaus D. Schmidt Multivariate Chain–Ladder.
2/2005*	Klaus D. Schmidt and Mathias Zocher Loss Reserving and Hofmann Distributions.
1/2005	Matthias Bork and Klaus D. Schmidt Optimal Reinsurance in the Variance Model.

	2004
5/2004	Antonio F. Gualtierotti On the Distributional Scope of Black–Scholes Formula.
4/2004	Bero Roos On Hipp's Compound Poisson Approximations via Concentration Functions.
3/2004*	Klaus D. Schmidt Optimal Quota Share Reinsurance for Dependent Lines of Business.
2/2004*	Klaus Th. Hess and Klaus D. Schmidt Optimal Premium Plans for Reinsurance with Reinstatements.
1/2004	Elke Hörnstein, Benjamin Novok–Rostás, and Klaus D. Schmidt μ–σ–Efficient Assets in an Arbitragefree Market.

	2003
5/2003	Klaus D. Schmidt Dual Optimization of Linear and Quadratic Forms.
4/2003	Klaus D. Schmidt On the Covariance of Monotone Functions of a Random Variable.
3/2003	Klaus Th. Hess On the Decomposition of Mixed Poisson Processes.
2/2003	Mathias Zocher Multivariate Mixed Poisson Processes and the Dependence of Their Coordinates.
1/2003	Klaus D. Schmidt and Mathias Zocher Claim Number Processes having the Multinomial Property.

	2002
3/2002	Klaus Th. Hess An Empirical Central Limit Theorem for Exchangeable Random Variables.
2/2002*	Klaus D. Schmidt Some Principles of Decision Theory.
1/2002*	Klaus D. Schmidt Some Principles of Prediction.

	2001
3/2001	Klaus Th. Hess Estimation of the Mean Under Vague Prior Information.
2/2001*	Klaus Th. Hess, Anett Liewald, and Klaus D. Schmidt An Extension of Panjer's Recursion.
1/2001*	Waltraud Voss Zur Geschichte der Versicherungsmathematik an der TU Dresden bis 1945.

	2000
4/2000*	Klaus Th. Hess Ausgleichsverfahren für Kopfschäden.
3/2000*	Klaus Th. Hess and Klaus D. Schmidt A Comparison of Models for the Chain–Ladder Method.
2/2000*	Klaus D. Schmidt A Note on the Overdispersed Poisson Model.
1/2000	Klaus Th. Hess Random Partitions of Samples.

	1999
4/1999	Klaus D. Schmidt A Bibliography on Loss Reserving. (permanent update)
3/1999*	Holger Lorenz and Klaus D. Schmidt Grossing–Up, Chain–Ladder and Marginal–Sum Estimation.
2/1999*	Klaus D. Schmidt Versicherungsmathematik: Grundlagen.
1/1999	Klaus Th. Hess and Klaus D. Schmidt A Note on Poisson Renewal Processes. (revised November 25, 2003; pdf)

	1998
4/1998	Klaus D. Schmidt Stop–Loss Order Revisited.
3/1998*	Klaus Th. Hess Conditional Zero–One Laws.
2/1998*	Klaus D. Schmidt Prediction in the Linear Model: A Direct Approach.
1/1998	Klaus D. Schmidt Unconditional Credibility.

	1997
2/1997*	Klaus D. Schmidt Chain Ladder Prediction and Asset Liability Management.
1/1997*	Klaus D. Schmidt and Angela Wünsche Chain Ladder, Marginal Sum and Maximum Likelihood Estimation.

	1996
3/1996*	Klaus D. Schmidt Non–Optimal Prediction by the Chain Ladder Method.
2/1996*	Klaus D. Schmidt Versicherungsmathematik: Prognosen, Formeln und Modelle.
1/1996*	Klaus D. Schmidt Bayesian Models in Actuarial Mathematics.

	1995
4/1995*	Klaus D. Schmidt and Anja Schnaus An Extension of Mack's Model for the Chain Ladder Method.
3/1995	Wolfgang Macht and Klaus D. Schmidt Superposition of Risk Processes.
2/1995	Tobias Franke and Wolfgang Macht Decomposition of Risk Processes.
1/1995	Klaus Th. Hess, Wolfgang Macht and Klaus D. Schmidt Thinning of Risk Processes.

	1994
5/1994	Klaus Th. Hess and Klaus D. Schmidt Experience Reserving under Vague Prior Information.
4/1994	Klaus Th. Hess and Klaus D. Schmidt A Remark on Modelling IBNR Claim Numbers with Random Delay Pattern.
3/1994	Klaus Th. Hess and Klaus D. Schmidt Convergence of Bayes and Credibility Premiums in the Bühlmann–Straub Model.
2/1994*	Klaus D. Schmidt and Matthias Timpel Experience Rating under Weighted Squared Error Loss.
1/1994*	Klaus D. Schmidt Linear Prediction under Vague Prior Information. C. Weber 10.11.2011