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Hanspeter Schmidli | Researchclopedia

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Hanspeter Schmidli

100

Works

3,467

Citations

24

h-index

40

i10-index

Research Topics

Probability and Risk Models Insurance, Mortality, Demography, Risk Management Stochastic processes and financial applications

Affiliations

University of Copenhagen2001–2014

University of Cologne2006–2023

University of Zurich1993–1993

Aarhus University1994–2008

Heriot-Watt University1995–1995

Top Works

Stochastic Processes for Insurance and Finance

Larry Y. Tzeng,Volker Schmidt,et al.

2001862 citations

Insurance and Financial Risk Management

Financial Risk and Volatility Modeling

Stochastic Processes for Insurance and Finance

Hans Bühlmann,Tomasz Rolski,et al.

2000362 citations

On minimizing the ruin probability by investment and reinsurance

Hanspeter Schmidli

2002336 citations

Stochastic Control in Insurance

Hanspeter Schmidli

2007286 citations

Optimal Proportional Reinsurance Policies in a Dynamic Setting

Hanspeter Schmidli

2001278 citations

Optimal dividend strategies in a Cramér–Lundberg model with capital injections

Natalie Kulenko,Hanspeter Schmidli

2008137 citations

Ruin estimation for a general insurance risk model

Paul Embrechts,Hanspeter Schmidli

1994106 citations

Tail probabilities for non-standard risk and queueing processes with subexponential jumps

Søren Asmussen,Hanspeter Schmidli,et al.

1999101 citations

Cramér-Lundberg approximations for ruin probabilities of risk processes perturbed by diffusion

Hanspeter Schmidli

199569 citations