Dresdner Schriften zur Versicherungs- mathematik

ISSN 0946-4727
Editors: Die Professoren des Instituts für Mathematische Stochastik

(1/2016)  Karl-Theodor Eisele
Marktkonsistente Bewertungen für Versicherungen

(2/2012)  Sebastian Fuchs, Alexander Ludwig and Klaus D. Schmidt
Zur Exaktheit der Standardformel

(1/2012)  Sebastian Fuchs
Biased Loss Prediction Caused by Aggregation

(3/2011)  Klaus Th. Hess
Maximum-Likelihood and Marginal-Sum Estimation in a Collective Model

(1/2011)  Siegfried Dietze, Thomas Riedrich and Klaus D. Schmidt
Marginal–Sum Equations and Related Fixed–Point Problems

(1/2010)  Alexander Ludwig and Klaus D. Schmidt
Calendar Year Reserves in the Multivariate Additive Model

(1/2009)  Alexander Ludwig, Christiane Schmeißer und Katrin Thänert
Linear Models in Loss Reserving. (Table of Contents and Introduction)

(6/2007)  Klaus D. Schmidt
A Note on the Separation Method

(5/2007)  Egbert Dettweiler
Poisson Approximation for Point Processes

(4/2007)  Klaus Th. Hess
Marginal Sum Equations in Motor Liability Insurance

(3/2007)  Klaus Th. Hess
A Note on the Decomposition of a Random Sample Size

(2/2007)  Kathrin Kloberdanz and Klaus D. Schmidt
Prediction in the Linear Model Under a Linear Constraint

(1/2007)  Klaus D. Schmidt and Mathias Zocher
The Bornhuetter–Ferguson Principle

(4/2006)  Mathias Zocher
Multivariate Counting Processes

(3/2006)  Klaus D. Schmidt
Optimal and Additive Loss Reserving for Dependent Lines of Business

(2/2006)  Klaus D. Schmidt
Methods and Models of Loss Reserving Based on Run–Off Triangles: A Unifying Survey

(1/2006)  Siegfried Dietze, Thomas Riedrich and Klaus D. Schmidt
On the Solution of Marginal–Sum Equations

(6/2005)  Klaus D. Schmidt and Mathias Zocher
Multivariate Loss Prediction in the Multivariate Additive Model

(5/2005)  Egbert Dettweiler
Prediction for Risk Processes

(4/2005)  Egbert Dettweiler
On the Construction of Point Processes

(3/2005)  Carsten Pröhl and Klaus D. Schmidt
Multivariate Chain–Ladder

(2/2005)  Klaus D. Schmidt and Mathias Zocher
Loss Reserving and Hofmann Distributions

(1/2005)  Matthias Bork and Klaus D. Schmidt
Optimal Reinsurance in the Variance Model

(5/2004)  Antonio F. Gualtierotti
On the Distributional Scope of Black–Scholes Formula

(4/2004)  Bero Roos
On Hipp's Compound Poisson Approximations via Concentration Functions

(3/2004)  Klaus D. Schmidt
Optimal Quota Share Reinsurance for Dependent Lines of Business

(2/2004)  Klaus Th. Hess and Klaus D. Schmidt
Optimal Premium Plans for Reinsurance with Reinstatements

(1/2004)  Elke Hörnstein, Benjamin Novok–Rostás, and Klaus D. Schmidt
μ–σ–Efficient Assets in an Arbitragefree Market

(5/2003)  Klaus D. Schmidt
Dual Optimization of Linear and Quadratic Forms

(4/2003)  Klaus D. Schmidt
On the Covariance of Monotone Functions of a Random Variable

(3/2003)  Klaus Th. Hess
On the Decomposition of Mixed Poisson Processes

(2/2003)  Mathias Zocher
Multivariate Mixed Poisson Processes and the Dependence of Their Coordinates

(1/2003)  Klaus D. Schmidt and Mathias Zocher
Claim Number Processes having the Multinomial Property

(3/2002)  Klaus Th. Hess
An Empirical Central Limit Theorem for Exchangeable Random Variables

(2/2002)  Klaus D. Schmidt
Some Principles of Decision Theory

(1/2002)  Klaus D. Schmidt
Some Principles of Prediction

(3/2001)  Klaus Th. Hess
Estimation of the Mean Under Vague Prior Information

(2/2001)  Klaus Th. Hess, Anett Liewald, and Klaus D. Schmidt
An Extension of Panjer's Recursion

(1/2001)  Waltraud Voss
Zur Geschichte der Versicherungsmathematik an der TU Dresden bis 1945

(4/2000)  Klaus Th. Hess
Ausgleichsverfahren für Kopfschäden

(3/2000)  Klaus Th. Hess and Klaus D. Schmidt
A Comparison of Models for the Chain–Ladder Method

(2/2000)  Klaus D. Schmidt
A Note on the Overdispersed Poisson Model

(1/2000)  Klaus Th. Hess
Random Partitions of Samples

(4/1999)  Klaus D. Schmidt
A Bibliography on Loss Reserving (permanent update)

(3/1999)  Holger Lorenz and Klaus D. Schmidt
Grossing–Up, Chain–Ladder and Marginal–Sum Estimation

(2/1999)  Klaus D. Schmidt
Versicherungsmathematik: Grundlagen

(1/1999)  Klaus Th. Hess and Klaus D. Schmidt
A Note on Poisson Renewal Processes.  (revised November 25, 2003; pdf)

(4/1998) Klaus D. Schmidt
Stop–Loss Order Revisited

(3/1998)  Klaus Th. Hess
Conditional Zero–One Laws

(2/1998)  Klaus D. Schmidt
Prediction in the Linear Model: A Direct Approach

(1/1998)  Klaus D. Schmidt
Unconditional Credibility

(2/1997)  Klaus D. Schmidt
Chain Ladder Prediction and Asset Liability Management

(1/1997)  Klaus D. Schmidt and Angela Wünsche
Chain Ladder, Marginal Sum and Maximum Likelihood Estimation

(3/1996)  Klaus D. Schmidt
Non–Optimal Prediction by the Chain Ladder Method

(2/1996 )  Klaus D. Schmidt
Versicherungsmathematik: Prognosen, Formeln und Modelle

(1/1996)  Klaus D. Schmidt
Bayesian Models in Actuarial Mathematics

(4/1995)  Klaus D. Schmidt and Anja Schnaus
An Extension of Mack's Model for the Chain Ladder Method

(3/1995)  Wolfgang Macht and Klaus D. Schmidt
Superposition of Risk Processes

(2/1995)  Tobias Franke and Wolfgang Macht
Decomposition of Risk Processes

(1/1995)  Klaus Th. Hess, Wolfgang Macht and Klaus D. Schmidt
Thinning of Risk Processes

(5/1994)  Klaus Th. Hess and Klaus D. Schmidt
Experience Reserving under Vague Prior Information

(4/1994)  Klaus Th. Hess and Klaus D. Schmidt
A Remark on Modelling IBNR Claim Numbers with Random Delay Pattern

(3/1994)  Klaus Th. Hess and Klaus D. Schmidt
Convergence of Bayes and Credibility Premiums in the Bühlmann–Straub Model

(2/1994)  Klaus D. Schmidt and Matthias Timpel
Experience Rating under Weighted Squared Error Loss

(1/1994)  Klaus D. Schmidt
Linear Prediction under Vague Prior Information