On the cost of risk misspecification in insurance pricing von Finger, D., Albrecher, H., Wilhelmy, L.

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Asymptotics of the sample coefficient of variation and the sample dispersion von Albrecher, H., Ladoucette, Sophie A., Teugels, Jef L.

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Explicit ruin formulas for models with dependence among risks von Albrecher, Hansjörg, Constantinescu, Corina, Loisel, Stephane

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Optimality results for dividend problems in insurance von Albrecher, Hansjörg, Thonhauser, Stefan

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General Lower Bounds for Arithmetic Asian Option Prices von Albrecher, H., Mayer, P. A., Schoutens, W.

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Risk Theory with a nonlinear Dividend Barrier von Albrecher, H, Kainhofer, R

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On the dual risk model with tax payments von Albrecher, Hansjörg, Badescu, Andrei, Landriault, David

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Exponential Behavior in the Presence of Dependence in Risk Theory von Albrecher, Hansjörg, Teugels, Jef L.

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IDENTIFICATION OF THE LOCAL SPEED FUNCTION IN A LÉVY MODEL FOR OPTION PRICING von KINDERMANN, S., MAYER, P., ALBRECHER, H., ENGL, H.

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Optimal dividend strategies for a risk process under force of interest von Albrecher, Hansjörg, Thonhauser, Stefan

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A ruin model with dependence between claim sizes and claim intervals von Albrecher, Hansjörg, Boxma, Onno J.

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On the efficient evaluation of ruin probabilities for completely monotone claim distributions von Albrecher, Hansjörg, Avram, Florin, Kortschak, Dominik

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The Tax Identity For Markov Additive Risk Processes von Albrecher, Hansjörg, Avram, Florin, Constantinescu, Corina, Ivanovs, Jevgenijs

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On the discounted penalty function in a Markov-dependent risk model von Albrecher, Hansjörg, Boxma, Onno J.

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On Asian option pricing for NIG Lévy processes von Albrecher, Hansjörg, Predota, Martin

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A note on the asymptotic behaviour of bottleneck problems von Albrecher, Hansjörg

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Tail asymptotics for dependent subexponential differences von Albrecher, H., Asmussen, S., Kortschak, D.

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On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang( n) interclaim times von Albrecher, Hansjörg, Claramunt, M.Mercè, Mármol, Maite

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Asymptotic analysis of a measure of variation von Albrecher, H., Teugels, J. L.

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An asymptotical study of combinatorial optimization problems by means of statistical mechanics von Albrecher, Hansjörg, Burkard, Rainer E., Çela, Eranda

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