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On optimal investment and subexponential claimsHanspeter Schmidli · 2005
Klausur zum Grundwissen SchadenversicherungsmathematikChristian Hipp; Martin Morlock; Hanspeter Schmidli; Klaus D. Schmidt · 2010
Insurance Risk and RuinSchmidli, Hanspeter · Journal of the American Statistical Association · 2006
Optimisation in Non-Life InsuranceSchmidli, Hanspeter · Stochastic Models · 2006
Compound Sums and SubexponentialityHanspeter Schmidli · Bernoulli · 1999
[Springer Actuarial] Risk Theory ||Schmidli, Hanspeter · 2017
Ruin probabilities in a diffusion environmentGrandell, Jan; Schmidli, Hanspeter · Journal of Applied Probability · 2011
A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005
The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992
Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994
Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011
Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993
Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012
Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005
Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014