Hanspeter Schmidli

Decision Sciences · Social Sciences

24h-index3.5kcitations100works0.02yr avg
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Research Topics

Probability and Risk Models(68), Insurance, Mortality, Demography, Risk Management(43), Stochastic processes and financial applications(31), Insurance and Financial Risk Management(22), Financial Risk and Volatility Modeling(10)

Publications100 total

Stochastic Control of Dividends with a Drawdown Penalty
arXiv (Cornell University)·2025Open Access
Stochastic Control of Drawdowns via Reinsurance under Random Inspection
arXiv (Cornell University)·2025Open Access
Stochastic Control of Drawdowns Via Reinsurance Under Random Inspection
SSRN Electronic Journal·2025Open Access
Optimisation of drawdowns by generalised reinsurance in the classical risk model
Decisions in Economics and Finance·2023Open Access
Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance
Journal of Applied Probability·2022· 5 cited
Dividends and capital injections in a renewal model with Erlang distributed inter-arrival times
Scandinavian Actuarial Journal·2021· 1 cited
Mortality options: The point of view of an insurer
Insurance Mathematics and Economics·2020· 4 cited
Optimal capital injections and dividends with tax in a risk model in discrete time
European Actuarial Journal·2020· 3 citedOpen Access
Optimal reinsurance and investment in a diffusion model
CINECA IRIS Institutial Research Information System (University of Genoa)·2020· 13 citedOpen Access
Optimal reinsurance and investment in a diffusion model
Decisions in Economics and Finance·2019Open Access
Mortality Options: the Point of View of an Insurer
Kölner Universitäts PublikationsServer (Universität zu Köln)·2019Open Access
Dividends with tax and capital injection in a spectrally negative Lévy risk model
Theory of Probability and Mathematical Statistics·2018· 1 cited
Risk Theory by Hanspeter Schmidli Industries & Professions
2018
Risk Theory
Springer Actuarial·2017· 45 cited
Change of Measure Techniques
Springer Actuarial·2017
The Ammeter Risk Model
Springer Actuarial·2017
The Cramér–Lundberg Model
Springer Actuarial·2017
Credibility Theory
Springer Actuarial·2017
Claims Reserving
Springer Actuarial·2017
The Renewal Risk Model
Springer Actuarial·2017
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Frequent Co-authors

Volker Schmidt(4), Julia Eisenberg(4), Paul Embrechts(3), Tomasz Rolski(2), Søren Asmussen(2), Morten Hald(2), Larry Y. Tzeng(1), Josef Teugels(1), Hans Bühlmann(1), Jozef L. Teugels(1), Natalie Kulenko(1), Hansjörg Furrer(1), Jan Grandell(1), Claus Vorm Christensen(1), Natalie Scheer(1), Matthias Vierkötter(1), Ole E. Barndorff–Nielsen(1), Matteo Brachetta(1), Leonie Violetta Brinker(1), Claus Weihs(1)