-
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)
-
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 46, 635-665.
(Abstract)
-
Dudziak,
K. & Schmidli, H. (2025).
- Stochastic Control of Drawdowns via Reinsurance under Random
Inspection. Preprint.
(Abstract)
-
Schmeck,
M.D. & Schmidli, H. (2020).
- Mortality Options: the Point of View of an Insurer.
Insurance Math. Econom., 96, 98-115.
(Abstract)
Back to top