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Hanspeter Schmidli
ORCID
Publication Activity (10 Years)
Years Active: 1994-2022
Publications (10 Years): 1
Top Topics
Long Run
Search Algorithm
Finding Optimal
Markov Decision Processes
Top Venues
J. Appl. Probab.
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Publications
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Leonie Violetta Brinker
,
Hanspeter Schmidli
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance.
J. Appl. Probab.
59 (2) (2022)
Hanspeter Schmidli
Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case.
Queueing Syst. Theory Appl.
46 (1-2) (2004)
Paul Embrechts
,
Hanspeter Schmidli
Modelling of extremal events in insurance and finance.
Math. Methods Oper. Res.
39 (1) (1994)