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Christian Hipp

15 works· latest 2010· 4 institutionscluster: provisional

h-index15

i1015

Citations1,523

Works here15

Most cited in this library

Optimal investment for insurers2000 · 305 citations
On the time to ruin for Erlang(2) risk processes2001 · 260 citations
The Incidence and Effects of Innovation in Services Evidence from Germany2000 · 165 citations
Optimal Dynamic XL Reinsurance2003 · 102 citations
Ruin probabilities for Erlang(2) risk processes1998 · 88 citations

Works

15 shown

Optimal non-proportional reinsurance control

Insurance Mathematics and Economics·2010·2 authors

61citations

Higher-order expansions for compound distributions and ruin probabilities with subexponential claims

Scandinavian Actuarial Journal·2009·3 authors·Open access

36citations

Lundberg’s risk process with tax

Blätter der DGVFM·2007·2 authors

85citations

Asymptotics of ruin probabilities for controlled risk processes in the small claims case

Scandinavian Actuarial Journal·2004·1 author

66citations

Stochastic Methods in Finance

Lecture notes in mathematics·2004·5 authors·book

56citations

Patents in the Service Industries

·2004·11 authors

44citations

Optimal Dynamic XL Reinsurance

Astin Bulletin·2003·1 author·Open access

102citations

Optimal investment for investors with state dependent income, and for insurers

Finance and Stochastics·2003·2 authors

88citations

On the time to ruin for Erlang(2) risk processes

Insurance Mathematics and Economics·2001·2 authors·Open access

260citations

The Incidence and Effects of Innovation in Services Evidence from Germany

International Journal of Innovation Management·2000·1 author

165citations

Optimal investment for insurers

Insurance Mathematics and Economics·2000·2 authors

305citations

Stochastic control for optimal new business

Insurance Mathematics and Economics·2000·2 authors

47citations

Ruin probabilities for Erlang(2) risk processes

Insurance Mathematics and Economics·1998·2 authors

88citations

Improved Approximations for the Aggregate Claims Distribution in the Individual Model

Astin Bulletin·1986·1 author·Open access

77citations

Approximation of aggregate claims distributions by compound poisson distributions

Insurance Mathematics and Economics·1985·1 author

43citations