-
Bata, K.
& Schmidli, H. (2020).
- Optimal Capital Injections and Dividends with Tax in a Risk
Model in Discrete Time. European Actuarial J. 10, 235-259.
(Abstract)
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Brachetta, M. & Schmidli, H. (2020).
- Optimal reinsurance and investment in a diffusion
model. Decisions in Economics and Finance 43, 341-361.
(Abstract)
-
Brinker, L.V. & Schmidli, H. (2022).
- Optimal discounted drawdowns in a diffusion approximation under
proportional reinsurance. J. Appl. Probab. 59, 527-540.
(Abstract)
-
Brinker, L.V. & Schmidli, H. (2023).
- Optimisation of drawdowns by generalised reinsurance in the classical risk model. Decisions in Economics and Finance forthcoming.
(Abstract)
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Schmeck, M.D. & Schmidli, H. (2020).
- Mortality Options: the Point of View of an Insurer.
Insurance Math. Econom., 96, 98-115.
(Abstract)
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Schmidli, H. (2014).
- Extended Gerber-Shiu Functions in a Risk Model with
Interest. Insurance Math. Econom. 61, 271-275.
(Abstract)
-
Schmidli, H. (2016).
- On Capital Injections and Dividends with Tax in a Classical
Risk Model. Insurance Math. Econom. 71, 138-144.
(Abstract)
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Schmidli, H. (2017).
- Dividends with tax and capital injection in a spectrally negative
Lévy risk model. Theory of Probability and Mathematical
Statistics
96, 171-183.
(Abstract)
-
Schmidli, H. (2017).
- On Capital Injections and Dividends with Tax in a Diffusion
Approximation. Scand. Actuarial J. 9, 751-760.
(Abstract)
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Schmidli, H. (2022).
- Dividends and Capital Injections in a Renewal Model with Erlang
Distributed Inter-Arrival Times. Scand. Actuarial J.
2022, 49-63.
(Abstract)
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Vierkötter, M. & Schmidli, H. (2017).
- On optimal dividends with exponential and linear penalty
payments.
Insurance Math. Econom. 72, 265-270.
(Abstract)
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