Modelling of extremal events in insurance and finance. - Paul Embrechts; Hanspeter Schmidli (Math. Methods Oper. Res., 1994)

Asymptotics of Ruin Probabilities for Risk Processes under Optimal Reinsurance and Investment Policies: The Large Claim Case. - Hanspeter Schmidli (Queueing Syst. Theory Appl., 2004)

Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance. - Leonie Violetta Brinker; Hanspeter Schmidli (J. Appl. Probab., 2022)