Hansjoerg Albrecher

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Papers (5)

1. Strikingly simple identities relating exit problems for L\'evy processes under continuous and Poisson observations math.PR · 2015 · author #1
2. Optimal Dividend Strategies for Two Collaborating Insurance Companies math.OC · 2015 · author #1
3. Joint asymptotic distributions of smallest and largest insurance claims math.PR · 2014 · author #1
4. A risk model with an observer in a Markov environment math.PR · 2013 · author #1
5. Power identities for L\'evy risk models under taxation and capital injections q-fin.PR · 2013 · author #1

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Frequent Coauthors

• Jevgenijs Ivanovs 3 shared papers
• Christian Robert 1 shared papers
• Jef Teugels 1 shared papers
• Nora Muler 1 shared papers
• Pablo Azcue 1 shared papers