Concepedia

Hanspeter Schmidli

HS

Statistics

Publications

36

Citations

3K

H-Index

23

Active since

1993

Affiliations

University of Cologne(Current)

Aarhus University

University of Copenhagen

Lund University

Hanspeter Schmidli is an author at University of Cologne specializing in finance, engineering, and business.

Top concepts

FinanceEngineeringBusinessRisk ManagementInsuranceProbabilityEconomicsAsset PricingManagementStatistics

Publications per year

1993–2020

36

Publications

36

Stochastic Processes for Insurance and Finance

Larry Y. Tzeng, Volker Schmidt, Hanspeter Schmidli et al. · Journal of Risk & Insurance · 2001 · 862 citations

Engineering, Asset Pricing, Stochastic Processes +7

Stochastic Processes for Insurance and Finance

Hans Bühlmann, Tomasz Rolski, Hanspeter Schmidli et al. · Journal of the American Statistical Association · 2000 · 362 citations

Engineering, Asset Pricing, Stochastic Processes +7

On minimizing the ruin probability by investment and reinsurance

Hanspeter Schmidli · The Annals of Applied Probability · 2002 · 336 citations · Full text

Mathematical Programming, Financial Risk Management, Financial Mathematics +16

Optimal Proportional Reinsurance Policies in a Dynamic Setting

Hanspeter Schmidli · Scandinavian Actuarial Journal · 2001 · 277 citations

Engineering, Dynamic Setting, Financial Mathematics +16

Optimal dividend strategies in a Cramér–Lundberg model with capital injections

Natalie Kulenko, Hanspeter Schmidli · Insurance Mathematics and Economics · 2008 · 136 citations

Economics, Portfolio Optimization, Financial Economics +5

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