Hanspeter Schmidli

Demography · 2000–2011

A researcher in the Science corpus: 6 papers; trusts 11 researchers and is trusted by 38 researchers here, as inferred from the citation graph.

Subfields

• Demography — 15 citations into it; #73 of 4,236 by trust here, #373 by citations
• Management Science and Operations Research — 12 citations into it; #504 of 11,946 by trust here, #1,384 by citations
• Economics and Econometrics — 10 citations into it; #10,569 of 23,481 by trust here, #12,781 by citations
• Finance — 8 citations into it; #667 of 10,518 by trust here, #2,034 by citations

Whom Hanspeter Schmidli trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Christian Hipp
2. Paul Embrechts
3. Rüdiger Frey
4. Michael Plum
5. Michael I. Taksar
6. Bjarne Højgaard
7. Jem N. Corcoran
8. Søren Asmussen

Who trusts Hanspeter Schmidli overall

1. Jostein Paulsen
2. Bjarne Højgaard
3. Stefan Thonhauser
4. Kam Chuen Yuen
5. Zhibin Liang
6. Christian Hipp
7. Hansjörg Albrecher *
8. Virginia R. Young
9. Erhan Bayraktar
10. David Promislow

Papers from Hanspeter Schmidli's perspective

Ordered by how strongly the researchers Hanspeter Schmidli trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic control for optimal new business
2. Modelling Extremal Events for Insurance and Finance
3. Stochastic processes in insurance and finance
4. Ruin probabilities (Advanced Series on Statistical Science & Applied Probability)
5. Optimal Proportional Reinsurance Policies in a Dynamic Setting
6. Optimal dividend strategies in a Cramér–Lundberg model with capital injections
7. Power tailed ruin probabilities in the presence of risky investments
8. Optimal investment for insurers
9. Optimal Dynamic XL Reinsurance (ASTIN Bulletin: The Journal of the International Actuarial Association)
10. Controlled Markov processes and viscosity solutions

Their papers

• On minimizing the ruin probability by investment and reinsurance (2002) — 368 citations
• Optimal dividend strategies in a Cramér–Lundberg model with capital injections (2008) — 160 citations
• Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001) — 289 citations
• Stochastic control in insurance (2007) — 134 citations
• Minimising expected discounted capital injections by reinsurance in a classical risk model (2011) — 50 citations
• Pricing catastrophe insurance products based on actually reported claims (2000) — 58 citations