Risk Theory with a nonlinear Dividend Barrier. - Hansjörg Albrecher; Reinhold Kainhofer (Computing, 2002)

Simulation of ruin probabilities for risk processes of Markovian type. - Hansjörg Albrecher; Josef Kantor (Monte Carlo Methods Appl., 2002)

Simulation methods in ruin models with non-linear dividend barriers. - Hansjörg Albrecher; Reinhold Kainhofer; Robert F. Tichy (Math. Comput. Simul., 2003)

QMC techniques for CAT bond pricing. - Hansjörg Albrecher; Jürgen Hartinger; Robert F. Tichy (Monte Carlo Methods Appl., 2004)

A note on the asymptotic behaviour of bottleneck problems. - Hansjörg Albrecher (Oper. Res. Lett., 2005)

A Numerical Approach to Ruin Models with Excess of Loss Reinsurance and Reinstatements. - Hansjörg Albrecher; Sandra Haas (COMPSTAT, 2010)

On the efficient evaluation of ruin probabilities for completely monotone claim distributions. - Hansjörg Albrecher; Florin Avram; Dominik Kortschak (J. Comput. Appl. Math., 2010)

Ruin theory with excess of loss reinsurance and reinstatements. - Hansjörg Albrecher; Sandra Haas (Appl. Math. Comput., 2011)

Competition among non-life insurers under solvency constraints: A game-theoretic approach. - Christophe Dutang; Hansjörg Albrecher; Stéphane Loisel (Eur. J. Oper. Res., 2013)

Exact and Asymptotic Results for Insurance Risk Models with Surplus-dependent Premiums. - Hansjörg Albrecher; Corina Constantinescu; Zbigniew Palmowski; Georg Regensburger; Markus Rosenkranz (SIAM J. Appl. Math., 2013)

Exact boundaries in sequential testing for phase-type distributions. - Hansjörg Albrecher; Peiman Asadi; Jevgenijs Ivanovs (J. Appl. Probab., 2014)

On Simple Ruin Expressions in Dependent Sparre Andersen Risk Models. - Hansjörg Albrecher; Onno J. Boxma; Jevgenijs Ivanovs (J. Appl. Probab., 2014)

On effects of asymmetric information on non-life insurance prices under competition. - Hansjörg Albrecher; Daily-Amir Dalit (Int. J. Data Anal. Tech. Strateg., 2017)

Inhomogeneous phase-type distributions and heavy tails. - Hansjörg Albrecher; Mogens Bladt (J. Appl. Probab., 2019)

Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes. - Hansjörg Albrecher; Bohan Chen; Eleni Vatamidou; Bert Zwart (J. Appl. Probab., 2020)

Optimal Ratcheting of Dividends in Insurance. - Hansjörg Albrecher; Pablo Azcue; Nora Muler (SIAM J. Control. Optim., 2020)

Blockchain mining in pools: Analyzing the trade-off between profitability and ruin. - Hansjörg Albrecher; Dina Finger; Pierre-Olivier Goffard (CoRR, 2021)

On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin. - Hansjörg Albrecher; Pierre-Olivier Goffard (Oper. Res., 2022)

Optimal Ratcheting of Dividends in a Brownian Risk Model. - Hansjörg Albrecher; Pablo Azcue; Nora Muler (SIAM J. Financial Math., 2022)