Hanspeter Schmidli

According to our database, Hanspeter Schmidli authored at least 3 papers between 1994 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2022

Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance.

Leonie Violetta Brinker, Hanspeter Schmidli

J. Appl. Probab., 2022

2004

Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case.

Hanspeter Schmidli

Queueing Syst. Theory Appl., 2004

1994

Modelling of extremal events in insurance and finance.

Paul Embrechts, Hanspeter Schmidli

Math. Methods Oper. Res., 1994