Authors: Embrechts, Paul Schmidli, Hanspeter

Citation: Embrechts, Paul et Schmidli, Hanspeter, Ruin estimation for a general insurance risk model, Advances in applied probability , 26(2), 1994, pp. 404-422

Authors: Schmidli, Hanspeter

Citation: Schmidli, Hanspeter, On minimizing the ruin probability by investment and reinsurance, Annals of applied probability , 12(3), 2002, pp. 890-907