## Hipp, Christian

Compute Distance To:
 Author ID: hipp.christian Published as: Hipp, Christian; Hipp, C. External Links: MGP · ResearchGate · Math-Net.Ru · dblp · GND
 Documents Indexed: 46 Publications since 1974, including 2 Books 1 Contribution as Editor Co-Authors: 17 Co-Authors with 25 Joint Publications 420 Co-Co-Authors
all top 5

### Co-Authors

 22 single-authored 6 Götze, Friedrich 3 Dickson, David C. M. 3 Michel, Reinhard 3 Taksar, Michael I. 2 Albrecher, Hansjörg 2 Plum, Michael 1 Belkina, Tatiana 1 Berdel, Jasmin 1 Delbaen, Freddy 1 Edalati, Alireza 1 Eisele, Karl-Theodor 1 Heinrich, Lothar 1 Kortschak, Dominik 1 Luo, Shangzhen 1 Mattner, Lutz 1 Schmidli, Hanspeter 1 Vogt, Michael P.
all top 5

### Serials

 8 Insurance Mathematics & Economics 4 The Annals of Statistics 4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 Scandinavian Actuarial Journal 3 Journal of Multivariate Analysis 2 The Annals of Probability 2 Stochastics 1 Scandinavian Journal of Statistics 1 Theory of Probability and its Applications 1 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 1 Kybernetika 1 Manuscripta Mathematica 1 Scandinavian Actuarial Journal 1 Probability and Mathematical Statistics 1 Probability Theory and Related Fields 1 Finance and Stochastics 1 ASTIN Bulletin 1 Oberwolfach Reports 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik)
all top 5

### Fields

 20 Probability theory and stochastic processes (60-XX) 20 Statistics (62-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Systems theory; control (93-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 2 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Difference and functional equations (39-XX) 1 Operations research, mathematical programming (90-XX)

### Citations contained in zbMATH Open

38 Publications have been cited 828 times in 639 Documents Cited by Year
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
2001
Optimal investment for insurers. Zbl 1007.91025
Hipp, Christian; Plum, Michael
2000
Asymptotic expansions for sums of weakly dependent random vectors. Zbl 0497.60022
Goetze, F.; Hipp, C.
1983
Optimal investment for investors with state dependent income, and for insurers. Zbl 1069.91051
Hipp, Christian; Plum, Michael
2003
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
2007
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
1998
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
2003
Asymptotics of ruin probabilities for controlled risk processes in the small claims case. Zbl 1087.62116
Hipp, Christian; Schmidli, Hanspeter
2004
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
2010
Asymptotic expansions in the central limit theorem under moment conditions. Zbl 0369.60027
Götze, F.; Hipp, C.
1978
Asymptotic distribution of statistics in time series. Zbl 0827.62015
Götze, F.; Hipp, C.
1994
Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0598.62139
Hipp, C.
1985
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
2000
Convergence rates of the strong law for stationary mixing sequences. Zbl 0377.60035
Hipp, Christian
1979
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
2000
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik
2010
Stochastic control with application in insurance. Zbl 1134.91024
Hipp, Christian
2004
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
2014
Speedy convolution algorithms and Panjer recursions for phase-type distributions. Zbl 1133.91448
Hipp, Christian
2006
On the normal approximation to symmetric binomial distributions. Zbl 1149.60016
Hipp, C.; Mattner, L.
2008
Risikotheorie: stochastische Modelle und statistische Methoden. (Risk theory: stochastic models and statistical methods). Zbl 0709.62095
Hipp, Christian; Michel, Reinhard
1990
On the Bernstein-von Mises approximation of posterior distributions. Zbl 0346.62020
Hipp, C.; Michel, R.
1976
Edgeworth expansions for integrals of smooth functions. Zbl 0375.60032
Hipp, C.
1977
Asymptotic expansions for potential functions of I.I.D. random fields. Zbl 0659.60035
Götze, F.; Hipp, C.
1989
Asymptotic expansions in the central limit theorem for compound and Markov processes. Zbl 0548.60024
Hipp, Christian
1985
Efficient estimators for ruin probabilities. Zbl 0697.62099
Hipp, Christian
1989
Asymptotic expansions for conditional distributions: The lattice case. Zbl 0574.60031
Hipp, Christian
1984
$$m$$-dependent random fields with analytic cumulant generating function. Zbl 0841.60033
Götze, F.; Heinrich, L.; Hipp, C.
1995
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors. Zbl 0431.60021
Hipp, Christian
1979
Local limit theorems for sums of finite range potentials of a Gibbsian random field. Zbl 0704.60019
Götze, F.; Hipp, C.
1990
Third-order efficiency of conditional tests in exponential models: The lattice case. Zbl 0509.62019
Hipp, C.
1983
The delta-method for actuarial statistics. Zbl 0848.62055
Hipp, Christian
1996
Efficient estimation under constraints. Zbl 0739.62030
Hipp, Christian
1991
Sufficient statistics and exponential families. Zbl 0294.62003
Hipp, Christian
1974
Note on the paper ’Transformation groups and sufficient statistics’ by J. Pfanzagl. Zbl 0303.62007
Hipp, C.
1975
Convolutions of multivariate phase-type distributions. Zbl 1223.60015
Berdel, Jasmin; Hipp, Christian
2011
Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). Zbl 0693.62090
Hipp, Christian
1990
Correction to: Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0658.62126
Hipp, C.
1987
Optimal constrained investment in the Cramer-Lundberg model. Zbl 1401.91099
Belkina, Tatiana; Hipp, Christian; Luo, Shangzhen; Taksar, Michael
2014
Convolutions of multivariate phase-type distributions. Zbl 1223.60015
Berdel, Jasmin; Hipp, Christian
2011
Optimal non-proportional reinsurance control. Zbl 1231.91199
Hipp, Christian; Taksar, Michael
2010
Higher-order expansions for compound distributions and ruin probabilities with subexponential claims. Zbl 1224.91038
Albrecher, Hansjörg; Hipp, Christian; Kortschak, Dominik
2010
On the normal approximation to symmetric binomial distributions. Zbl 1149.60016
Hipp, C.; Mattner, L.
2008
Lundberg’s risk process with tax. Zbl 1119.62103
Albrecher, Hansjörg; Hipp, Christian
2007
Speedy convolution algorithms and Panjer recursions for phase-type distributions. Zbl 1133.91448
Hipp, Christian
2006
Asymptotics of ruin probabilities for controlled risk processes in the small claims case. Zbl 1087.62116
Hipp, Christian; Schmidli, Hanspeter
2004
Stochastic control with application in insurance. Zbl 1134.91024
Hipp, Christian
2004
Optimal investment for investors with state dependent income, and for insurers. Zbl 1069.91051
Hipp, Christian; Plum, Michael
2003
Optimal dynamic XL reinsurance. Zbl 1059.93135
Hipp, Christian; Vogt, Michael
2003
On the time to ruin for Erlang(2) risk processes. Zbl 1074.91549
Dickson, David C. M.; Hipp, Christian
2001
Optimal investment for insurers. Zbl 1007.91025
Hipp, Christian; Plum, Michael
2000
Stochastic control for optimal new business. Zbl 1103.91366
Hipp, Christian; Taksar, Michael
2000
Ruin problems for phase-type(2) risk processes. Zbl 0971.91036
Dickson, David C. M.; Hipp, Christian
2000
Ruin probabilities for Erlang (2) risk processes. Zbl 0907.90097
Dickson, David C. M.; Hipp, Christian
1998
The delta-method for actuarial statistics. Zbl 0848.62055
Hipp, Christian
1996
$$m$$-dependent random fields with analytic cumulant generating function. Zbl 0841.60033
Götze, F.; Heinrich, L.; Hipp, C.
1995
Asymptotic distribution of statistics in time series. Zbl 0827.62015
Götze, F.; Hipp, C.
1994
Efficient estimation under constraints. Zbl 0739.62030
Hipp, Christian
1991
Risikotheorie: stochastische Modelle und statistische Methoden. (Risk theory: stochastic models and statistical methods). Zbl 0709.62095
Hipp, Christian; Michel, Reinhard
1990
Local limit theorems for sums of finite range potentials of a Gibbsian random field. Zbl 0704.60019
Götze, F.; Hipp, C.
1990
Feller-Ross-Approximation für Summenverteilungen. (Feller-Ross approximation for distributions of sums). Zbl 0693.62090
Hipp, Christian
1990
Asymptotic expansions for potential functions of I.I.D. random fields. Zbl 0659.60035
Götze, F.; Hipp, C.
1989
Efficient estimators for ruin probabilities. Zbl 0697.62099
Hipp, Christian
1989
Correction to: Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0658.62126
Hipp, C.
1987
Approximation of aggregate claims distributions by compound Poisson distributions. Zbl 0598.62139
Hipp, C.
1985
Asymptotic expansions in the central limit theorem for compound and Markov processes. Zbl 0548.60024
Hipp, Christian
1985
Asymptotic expansions for conditional distributions: The lattice case. Zbl 0574.60031
Hipp, Christian
1984
Asymptotic expansions for sums of weakly dependent random vectors. Zbl 0497.60022
Goetze, F.; Hipp, C.
1983
Third-order efficiency of conditional tests in exponential models: The lattice case. Zbl 0509.62019
Hipp, C.
1983
Convergence rates of the strong law for stationary mixing sequences. Zbl 0377.60035
Hipp, Christian
1979
Convergence rates in the central limit theorem for stationary mixing sequences of random vectors. Zbl 0431.60021
Hipp, Christian
1979
Asymptotic expansions in the central limit theorem under moment conditions. Zbl 0369.60027
Götze, F.; Hipp, C.
1978
Edgeworth expansions for integrals of smooth functions. Zbl 0375.60032
Hipp, C.
1977
On the Bernstein-von Mises approximation of posterior distributions. Zbl 0346.62020
Hipp, C.; Michel, R.
1976
Note on the paper ’Transformation groups and sufficient statistics’ by J. Pfanzagl. Zbl 0303.62007
Hipp, C.
1975
Sufficient statistics and exponential families. Zbl 0294.62003
Hipp, Christian
1974
all top 5

### Cited by 722 Authors

 20 Cheung, Eric C. K. 18 Hipp, Christian 18 Li, Shuanming 18 Yang, Hailiang 18 Zhang, Zhimin 17 Zhao, Hui 16 Rong, Ximin 14 Albrecher, Hansjörg 14 Yang, Hu 13 Liang, Zhibin 13 Willmot, Gordon E. 12 Landriault, David 11 Dickson, David C. M. 10 Götze, Friedrich 10 Schmidli, Hanspeter 10 Wang, Wenyuan 10 Yuen, Kam Chuen 9 Guo, Junyi 8 Čekanavičius, Vydas 8 Hu, Yijun 8 Luo, Shangzhen 8 Siu, Tak Kuen 8 Sunklodas, Jonas Kazys 8 Young, Virginia R. 7 Lahiri, Soumendra Nath 7 Li, Danping 6 Meng, Hui 6 Sendova, Kristina P. 6 Woo, Jae-Kyung 5 Asmussen, Søren 5 Belkina, Tat’yana Andreevna 5 Bi, Junna 5 Grandits, Peter 5 Jensen, Jens Ledet 5 Konyukhova, Nadja B. 5 Kortschak, Dominik 5 Liang, Xiaoqing 5 Ming, Ruixing 5 Ren, Jiandong 5 Taksar, Michael I. 5 Thonhauser, Stefan 5 Wang, Rongming 5 Wu, Rong 5 Xie, Jiehua 5 Zhang, Chunsheng 5 Zhang, Xin 5 Zou, Wei 4 Bai, Lihua 4 Cai, Jun 4 Chen, Ping 4 Constantinescu, Corina D. 4 Feng, Runhuan 4 Fuh, Cheng-Der 4 Gerber, Hans U. 4 Golubin, A. Yu. 4 Gridin, V. N. 4 Han, Xia 4 Jiang, Wuyuan 4 Li, Bin 4 Liu, Zaiming 4 Lu, Yi 4 Meng, Qingbin 4 Palmowski, Zbigniew 4 Shiu, Elias S. W. 4 Tang, Qihe 4 Wang, Mingming 4 Wu, Xueyuan 4 Xu, Lin 4 Yao, Dingjun 4 Yoshida, Nakahiro 4 Yuan, Yu 4 Zhou, Ming 4 Zhou, Xiaowen 3 Avram, Florin 3 Azcue, Pablo 3 Bayraktar, Erhan 3 Bhattacharya, Rabi N. 3 Chadjiconstantinidis, Stathis 3 Chiu, Mei Choi 3 Christensen, Bent Jesper 3 Cossette, Hélène 3 Demos, Antonis 3 Dong, Hua 3 Eisenberg, Julia 3 Elliott, Robert James 3 Faÿ, Gilles 3 Fernández, Begoña Fernández 3 Gaier, Johanna 3 Heinrich, Lothar 3 Ivanovs, Jevgeņijs 3 Korn, Ralf 3 Kostadinova, Radostina 3 Kurochkin, Sergey Vladimirovich 3 Lin, Xiang 3 Liu, Guoxin 3 Marceau, Étienne 3 Muler, Nora E. 3 Paulsen, Jostein 3 Peng, Xingchun 3 Pitts, Susan M. ...and 622 more Authors
all top 5

### Cited in 144 Serials

 111 Insurance Mathematics & Economics 49 Scandinavian Actuarial Journal 25 Journal of Computational and Applied Mathematics 19 Statistics & Probability Letters 18 Lithuanian Mathematical Journal 17 North American Actuarial Journal 15 Communications in Statistics. Theory and Methods 15 Methodology and Computing in Applied Probability 13 Journal of Applied Probability 13 Journal of Industrial and Management Optimization 12 Applied Mathematics and Computation 12 Acta Mathematicae Applicatae Sinica. English Series 11 Journal of Multivariate Analysis 11 Probability Theory and Related Fields 10 ASTIN Bulletin 9 The Annals of Statistics 9 Stochastic Processes and their Applications 8 European Actuarial Journal 7 Annals of the Institute of Statistical Mathematics 7 The Annals of Applied Probability 7 Applied Mathematics. Series B (English Edition) 7 Journal of Systems Science and Complexity 7 Stochastic Models 6 Advances in Applied Probability 6 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Automation and Remote Control 6 Stochastics 5 Finance and Stochastics 5 Mathematical Methods of Operations Research 5 Discrete Dynamics in Nature and Society 5 Frontiers of Mathematics in China 4 The Annals of Probability 4 Journal of Econometrics 4 Computational Mathematics and Mathematical Physics 4 Econometric Theory 4 Applied Stochastic Models in Business and Industry 3 Journal of Mathematical Analysis and Applications 3 Journal of Statistical Planning and Inference 3 Transactions of the American Mathematical Society 3 Stochastic Analysis and Applications 3 Statistics 3 Journal of Theoretical Probability 3 European Journal of Operational Research 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Cybernetics and Systems Analysis 3 Journal of Mathematical Sciences (New York) 3 Bernoulli 3 Mathematical Problems in Engineering 3 Journal of Inequalities and Applications 3 Acta Mathematica Sinica. English Series 3 Probability in the Engineering and Informational Sciences 3 The ANZIAM Journal 3 Journal of the Korean Statistical Society 3 Modern Stochastics. Theory and Applications 2 International Journal of Control 2 Moscow University Mathematics Bulletin 2 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 2 Kybernetika 2 Scandinavian Actuarial Journal 2 Journal of Time Series Analysis 2 Probability and Mathematical Statistics 2 Optimization 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Quantitative Finance 2 Statistical Methodology 2 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 2 Probability Surveys 2 Science China. Mathematics 2 Stochastic Systems 2 AIMS Mathematics 1 Modern Physics Letters B 1 American Mathematical Monthly 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Statistical Physics 1 Mathematical Proceedings of the Cambridge Philosophical Society 1 Metrika 1 Stochastics 1 Chaos, Solitons and Fractals 1 Applied Mathematics and Optimization 1 Automatica 1 International Statistical Review 1 Journal of Optimization Theory and Applications 1 Mathematische Nachrichten 1 Numerische Mathematik 1 Proceedings of the Japan Academy. Series A 1 Semigroup Forum 1 SIAM Journal on Control and Optimization 1 Siberian Mathematical Journal 1 Optimal Control Applications & Methods 1 Advances in Applied Mathematics 1 Acta Applicandae Mathematicae 1 Bulletin of the Iranian Mathematical Society 1 Sequential Analysis 1 Statistical Science 1 Asymptotic Analysis 1 Queueing Systems 1 Annals of Operations Research 1 Applied Mathematical Modelling ...and 44 more Serials
all top 5

### Cited in 30 Fields

 435 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 373 Probability theory and stochastic processes (60-XX) 196 Statistics (62-XX) 109 Systems theory; control (93-XX) 36 Calculus of variations and optimal control; optimization (49-XX) 22 Operations research, mathematical programming (90-XX) 19 Numerical analysis (65-XX) 17 Integral equations (45-XX) 5 Approximations and expansions (41-XX) 4 Ordinary differential equations (34-XX) 4 Partial differential equations (35-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Integral transforms, operational calculus (44-XX) 3 Combinatorics (05-XX) 3 Computer science (68-XX) 2 Functional analysis (46-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Information and communication theory, circuits (94-XX) 2 Mathematics education (97-XX) 1 Mathematical logic and foundations (03-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Sequences, series, summability (40-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Operator theory (47-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX)