VERSICHERUNGSMATHEMATIK

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Dresdner Schriften zur Versicherungsmathematik
 

 
ISSN 0946-4727
Editors: Die Professoren des Instituts für Mathematische Stochastik
 
2016  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.
 

 
2016
 
1/2016 Karl-Theodor Eisele
Marktkonsistente Bewertungen für Versicherungen.
 
2012
 
2/2012 Sebastian Fuchs, Alexander Ludwig and Klaus D. Schmidt
Zur Exaktheit der Standardformel.
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 22.08.2016