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Second order behaviour of the tail of a subordinated probability distribution
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Second order behaviour of the tail of a subordinated probability distribution (1986)Second order behaviour of the tail of a s…Habilitationsschrift (2020)HabilitationsschriftAsymptotic behaviour of Wiener-Hopf factors of a random walk (1977)Asymptotic behaviour of Wiene…Risk concentration and diversification: Second-order properties (2010)Risk concentration and divers…Higher-order expansions for compound distributions and ruin probabilities with subexponential claims (2009)Higher-order expansions for c…Modeling large claims in non-life insurance (1992)Modeling large claims in non-…Modelling of extremal events in insurance and finance (1994)Coherent Measures of Risk (1999)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Diversification in heavy-tailed portfolios: properties and pitfalls (2012)Four theorems and a financial crisis (2012)Risk Measures and Multivariate Extensions of Breiman's Theorem (2012)Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insurance and Finance (2001)Fourier-cosine method for ruin probabilities (2014)Estimating Tails of Probability Distributions (1987)A Moment Estimator for the Index of an Extreme-Value Distribution (1989)Extreme Value Analysis of Environmental Time Series: An Application to Trend Detection in Ground-Level Ozone (1989)Modeling Catastrophes and their Impact on Insurance Portfolios (2003)A Hill Type Estimator of the Weibull Tail-Coefficient (2004)Tail Analysis Without Parametric Models: A Worst-Case Perspective (2017)Extreme Values in the GI/G/1 Queue (1972)On the tails of waiting-time distributions (1975)The Single Server Queue. (1983)Subexponential distributions and characterizations of related classes (1989)Ruin probabilities and overshoots for general Lévy insurance risk processes (2004)Ruin Probabilities and Overshoots for General Lévy Insurance Risk Processes (2004)Öffentliches Vertrauen — normative und soziale Grundlage für Public Relations (1994)Beyond knowledge sharing: the management of transactive knowledge systems (2006)Lern- und Assistenzsysteme partizipativ integrieren – Entwicklung einer Systematik zur Prozessgestaltung auf Basis eines organisationspädagogischen Ansatzes (2021)
this work references cited by second hop

References

  • 1977Asymptotic behaviour of Wiener-Hopf factors of a random walk225 cited
  • 2020Habilitationsschrift223 cited

Cited by

  • 1992Modeling large claims in non-life insurance52 cited
  • 2010Risk concentration and diversification: Second-order properties51 cited
  • 2009Higher-order expansions for compound distributions and ruin probabilities with subexponential claims36 cited

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