Dresden Papers on Actuarial Mathematics
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
(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) |
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| (6/2007) Klaus D. Schmidt A Note on the Separation Method |
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| (5/2007) Egbert Dettweiler Poisson Approximation for Point Processes |
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| (4/2007) Klaus Th. Hess Marginal Sum Equations in Motor Liability Insurance |
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| (3/2007) Klaus Th. Hess A Note on the Decomposition of a Random Sample Size |
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| (2/2007) Kathrin Kloberdanz and Klaus D. Schmidt Prediction in the Linear Model Under a Linear Constraint |
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| (1/2007) Klaus D. Schmidt and Mathias Zocher The Bornhuetter–Ferguson Principle |
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| (4/2006) Mathias Zocher Multivariate Counting Processes |
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| (3/2006) Klaus D. Schmidt Optimal and Additive Loss Reserving for Dependent Lines of Business |
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| (2/2006) Klaus D. Schmidt Methods and Models of Loss Reserving Based on Run–Off Triangles: A Unifying Survey |
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| (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 |
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| (5/2005) Egbert Dettweiler Prediction for Risk Processes |
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| (4/2005) Egbert Dettweiler On the Construction of Point Processes |
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| (3/2005) Carsten Pröhl and Klaus D. Schmidt Multivariate Chain–Ladder |
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| (2/2005) Klaus D. Schmidt and Mathias Zocher Loss Reserving and Hofmann Distributions |
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(1/2005) Matthias Bork and Klaus D. Schmidt |
| (5/2004) Antonio F. Gualtierotti On the Distributional Scope of Black–Scholes Formula |
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| (4/2004) Bero Roos On Hipp's Compound Poisson Approximations via Concentration Functions |
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| (3/2004) Klaus D. Schmidt Optimal Quota Share Reinsurance for Dependent Lines of Business |
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| (2/2004) Klaus Th. Hess and Klaus D. Schmidt Optimal Premium Plans for Reinsurance with Reinstatements |
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| (1/2004) Elke Hörnstein, Benjamin Novok–Rostás, and Klaus D. Schmidt μ–σ–Efficient Assets in an Arbitragefree Market |
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| (5/2003) Klaus D. Schmidt Dual Optimization of Linear and Quadratic Forms |
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| (4/2003) Klaus D. Schmidt On the Covariance of Monotone Functions of a Random Variable |
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| (3/2003) Klaus Th. Hess On the Decomposition of Mixed Poisson Processes |
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| (2/2003) Mathias Zocher Multivariate Mixed Poisson Processes and the Dependence of Their Coordinates |
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| (1/2003) Klaus D. Schmidt and Mathias Zocher Claim Number Processes having the Multinomial Property |
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| (3/2002) Klaus Th. Hess An Empirical Central Limit Theorem for Exchangeable Random Variables |
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| (2/2002) Klaus D. Schmidt Some Principles of Decision Theory |
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| (1/2002) Klaus D. Schmidt Some Principles of Prediction |
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| (3/2001) Klaus Th. Hess Estimation of the Mean Under Vague Prior Information |
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| (2/2001) Klaus Th. Hess, Anett Liewald, and Klaus D. Schmidt An Extension of Panjer's Recursion |
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| (1/2001) Waltraud Voss Zur Geschichte der Versicherungsmathematik an der TU Dresden bis 1945 |
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| (4/2000) Klaus Th. Hess Ausgleichsverfahren für Kopfschäden |
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| (3/2000) Klaus Th. Hess and Klaus D. Schmidt A Comparison of Models for the Chain–Ladder Method |
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| (2/2000) Klaus D. Schmidt A Note on the Overdispersed Poisson Model |
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| (1/2000) Klaus Th. Hess Random Partitions of Samples |
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| (4/1999) Klaus D. Schmidt A Bibliography on Loss Reserving (permanent update) |
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| (3/1999) Holger Lorenz and Klaus D. Schmidt Grossing–Up, Chain–Ladder and Marginal–Sum Estimation |
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| (2/1999) Klaus D. Schmidt Versicherungsmathematik: Grundlagen |
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| (1/1999) Klaus Th. Hess and Klaus D. Schmidt A Note on Poisson Renewal Processes. (revised November 25, 2003; pdf) |
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| (4/1998) Klaus D. Schmidt Stop–Loss Order Revisited |
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| (3/1998) Klaus Th. Hess Conditional Zero–One Laws |
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| (2/1998) Klaus D. Schmidt Prediction in the Linear Model: A Direct Approach |
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| (1/1998) Klaus D. Schmidt Unconditional Credibility |
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| (2/1997) Klaus D. Schmidt Chain Ladder Prediction and Asset Liability Management |
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| (1/1997) Klaus D. Schmidt and Angela Wünsche Chain Ladder, Marginal Sum and Maximum Likelihood Estimation |
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| (3/1996) Klaus D. Schmidt Non–Optimal Prediction by the Chain Ladder Method |
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| (2/1996 ) Klaus D. Schmidt Versicherungsmathematik: Prognosen, Formeln und Modelle |
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| (1/1996) Klaus D. Schmidt Bayesian Models in Actuarial Mathematics |
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| (4/1995) Klaus D. Schmidt and Anja Schnaus An Extension of Mack's Model for the Chain Ladder Method |
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| (3/1995) Wolfgang Macht and Klaus D. Schmidt Superposition of Risk Processes |
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| (2/1995) Tobias Franke and Wolfgang Macht Decomposition of Risk Processes |
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| (1/1995) Klaus Th. Hess, Wolfgang Macht and Klaus D. Schmidt Thinning of Risk Processes |
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| (5/1994) Klaus Th. Hess and Klaus D. Schmidt Experience Reserving under Vague Prior Information |
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| (4/1994) Klaus Th. Hess and Klaus D. Schmidt A Remark on Modelling IBNR Claim Numbers with Random Delay Pattern |
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| (3/1994) Klaus Th. Hess and Klaus D. Schmidt Convergence of Bayes and Credibility Premiums in the Bühlmann–Straub Model |
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| (2/1994) Klaus D. Schmidt and Matthias Timpel Experience Rating under Weighted Squared Error Loss |
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| (1/1994*) Klaus D. Schmidt Linear Prediction under Vague Prior Information |
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