Edit Profile (opens in new tab) Hürlimann, Werner Co-Author Distance Author ID: hurlimann.werner Published as: Hürlimann, Werner; Hürlimann, W.; Hurlimann, Werner more...less Further Spellings: Hürlimann, Werner Stefan Homepage: https://sites.google.com/site/whurlimann/home External Links: MGP · ORCID · ResearchGate Documents Indexed: 120 Publications since 1981 Co-Authors: 3 Co-Authors with 2 Joint Publications 111 Co-Co-Authors Co-Authors 118 single-authored 1 Beirlant, Jan 1 Saltman, David J. 1 Verlaak, Robert all top 5 Serials 17 Insurance Mathematics & Economics 11 ASTIN Bulletin 10 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 5 Statistics & Probability Letters 5 Mitteilungen. Schweizerische Vereinigung der Versicherungsmathematiker (SVVM) 4 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 4 Advances and Applications in Statistics 3 International Journal of Mathematics and Mathematical Sciences 3 North American Actuarial Journal 3 Journal of Numerical Mathematics and Stochastics 2 Archiv der Mathematik 2 Journal of Computational and Applied Mathematics 2 Journal of Number Theory 2 Communications in Statistics. Theory and Methods 2 Linear Algebra and its Applications 2 Statistical Papers 2 Boletín de la Asociación Matemática Venezolana 2 International Journal of Pure and Applied Mathematics 2 International Mathematical Forum 2 International Journal of Contemporary Mathematical Sciences 2 Journal of Probability and Statistics 2 Theoretical Mathematics and Applications 1 Applied Mathematics and Computation 1 Commentarii Mathematici Helvetici 1 Proceedings of the American Mathematical Society 1 Scandinavian Actuarial Journal 1 Elemente der Mathematik 1 Statistische Hefte 1 Computational Statistics and Data Analysis 1 Notes on Number Theory and Discrete Mathematics 1 The Ramanujan Journal 1 Journal of Inequalities and Applications 1 Far East Journal of Theoretical Statistics 1 Journal of Integer Sequences 1 Far East Journal of Mathematical Sciences 1 Methodology and Computing in Applied Probability 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 JP Journal of Algebra, Number Theory and Applications 1 Journal of Mathematics and Statistics 1 Belgian Actuarial Bulletin 1 Advances and Applications in Mathematical Sciences 1 European Actuarial Journal 1 Pioneer Journal of Algebra, Number Theory and its Applications 1 Pioneer Journal of Mathematics and Mathematical Sciences 1 ISRN Probability and Statistics 1 The Scientific World Journal. Probability and Statistics 1 Journal of Statistical Distributions and Applications 1 Journal of Optimization all top 5 Fields 85 Statistics (62-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Probability theory and stochastic processes (60-XX) 16 Number theory (11-XX) 15 Numerical analysis (65-XX) 6 Algebraic geometry (14-XX) 5 Field theory and polynomials (12-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 3 Operations research, mathematical programming (90-XX) 2 Associative rings and algebras (16-XX) 2 Approximations and expansions (41-XX) 1 Group theory and generalizations (20-XX) 1 Partial differential equations (35-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Calculus of variations and optimal control; optimization (49-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 91 Publications have been cited 415 times in 291 Documents Cited by ▼ Year ▼ Distortion risk measures and economic capital. Zbl 1085.91526 Hürlimann, Werner 22 2004 On stop-loss order and the distortion pricing principle. Zbl 1168.91414 Hürlimann, Werner 21 1998 Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. Zbl 1012.62110 Hürlimann, Werner 18 2003 Fitting bivariate cumulative returns with copulas. Zbl 1429.62471 Hürlimann, Werner 17 2004 On algebraic tori of norm type. Zbl 0571.12003 Hürlimann, W. 16 1984 Analytical bounds for two value-at-risk functionals. Zbl 1094.91032 Hürlimann, Werner 16 2002 Optimal reinsurance revisited point of view of cedent and reinsurer. Zbl 1239.91079 Hürlimann, Werner 14 2011 Hutchinson – Lai’s conjecture for bivariate extreme value copulas. Zbl 1101.62340 Hürlimann, Werner 13 2003 Analytical evaluation of economic risk capital for portfolios of gamma risks. Zbl 1060.91081 Hürlimann, Werner 12 2001 A note on experience rating, reinsurance and premium principles. Zbl 0801.62091 Hürlimann, Werner 10 1994 Extremal moment methods and stochastic orders. Zbl 1200.62053 Hürlimann, Werner 9 2008 Financial data analysis with two symmetric distributions. Zbl 1088.62514 Hürlimann, Werner 9 2001 On maximum likelihood estimation for count data models. Zbl 0724.62103 Hürlimann, Werner 9 1990 Extremal moment methods and stochastic orders. Application in actuarial science. Zbl 1182.62115 Hürlimann, Werner 8 2008 Multivariate Fréchet copulas and conditional value-at-risk. Zbl 1075.62043 Hürlimann, Werner 8 2004 Best bounds for expected financial payoffs. II: Applications. Zbl 0887.65150 Hürlimann, Werner 8 1997 A comprehensive extension of the FGM copula. Zbl 1381.62073 Hürlimann, Werner 8 2017 Splitting risk and premium calculation. Zbl 0815.62073 Hürlimann, Werner 7 1994 On life table applications of ordering among risks. Zbl 0714.62096 Hürlimann, Werner 7 1990 Higher degree stop-loss transforms and stochastic orders. II: Applications. Zbl 1320.91076 Hürlimann, Werner 6 2000 On parameter orthogonality to the mean. Zbl 0741.62026 Hürlimann, W. 6 1992 Best bounds for expected financial payoffs. I: Algorithmic evaluation. Zbl 0887.65149 Hürlimann, Werner 6 1997 Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums. Zbl 0779.60012 Hürlimann, Werner 6 1993 On the characterization of maximum likelihood estimators for location-scale families. Zbl 0894.62024 Hürlimann, Werner 5 1998 Extremal functions and financial gain. (Fonctions extrémales et gain financier.) Zbl 0906.90011 Hürlimann, Werner 5 1997 A uniform approximation to the sampling distribution of the coefficient of variation. Zbl 0837.62021 Hürlimann, Werner 5 1995 On immunization, stop-loss order and the maximum Shiu measure. Zbl 1074.91016 Hürlimann, Werner 5 2002 Excess of loss reinsurance with reinstatements revisited. Zbl 1123.62076 Hürlimann, Werner 5 2005 Improved analytical bounds for gambler’s ruin probabilities. Zbl 1078.60016 Hürlimann, Werner 5 2005 Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. Zbl 0741.62094 Hürlimann, Werner 5 1991 Cooper and Lam’s conjecture for generalized Bell ternary quadratic forms. Zbl 1330.11022 Hürlimann, Werner 5 2016 Analytical pricing of the unit-linked endowment with guarantees and periodic premiums. Zbl 1235.91094 Hürlimann, Werner 4 2010 On mean scaled insurance risk models. Zbl 0897.62015 Hürlimann, Werner 4 1998 On distribution-free safe layer-additive pricing. Zbl 0911.90026 Hürlimann, W. 4 1998 Higher degree stop-loss transforms and stochastic orders. I: Theory. Zbl 1320.91075 Hürlimann, Werner 4 2000 On the rate of convergence to asymptotic independence between order statistics. Zbl 1085.62053 Hürlimann, Werner 4 2004 Solvability and reassurance. (Solvabilité et réassurance.) Zbl 0797.62095 Hürlimann, Werner 4 1993 A moment method for the multivariate asymmetric Laplace distribution. Zbl 1463.62025 Hürlimann, Werner 4 2013 Generalized Helmert-Ledermann orthogonal matrices and ROM simulation. Zbl 1283.15088 Hürlimann, Werner 4 2013 Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62100 Hürlimann, W. 3 1986 An elementary proof of the Adelson-Panjer recursion formula. Zbl 0657.62122 Hürlimann, Werner 3 1988 Robust variants of Cornish-Fischer approximation and Chebyshev-Markov bounds: application to value-at-risk. Zbl 1513.62032 Hürlimann, Werner 3 2009 Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. Zbl 1082.62537 Hürlimann, Werner 3 1999 Absicherung des Anlagerisikos, Diskontierung der Passiven und Portfoliotheorie. (Covering of investment risks, discounting of liabilities and portfolio theory). Zbl 0825.90064 Hürlimann, Werner 3 1991 An elementary unified approach to some loss variance bounds. Zbl 1090.62566 Hürlimann, Werner 3 1997 Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. Zbl 1205.91082 Hürlimann, Werner 3 2009 On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. Zbl 1431.91442 Hürlimann, Werner 3 2014 On algebraic equivalence of tariffing systems. Zbl 0629.62102 Hürlimann, Werner 2 1988 Brauer group and Diophantine geometry: A cohomological approach. Zbl 0487.14006 Hürlimann, Werner 2 1982 On the exponent of norm residue groups. Zbl 0557.12007 Hürlimann, W.; Saltman, D. 2 1985 On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365 Hürlimann, Werner 2 1998 Predictive stop-loss premiums and Student’s \(t\)-distribution. Zbl 0837.62086 Hürlimann, Werner 2 1995 Transforming, ordering and rating risks. Zbl 0852.62095 Hürlimann, Werner 2 1995 On higher-degree bivariate stop-loss transforms, with applications. Zbl 1359.62450 Hürlimann, Werner 2 2002 Robust confidence bounds for the mean of some count data models. Zbl 1359.62452 Hürlimann, Werner 2 2002 Distribution-free comparison of pricing principles. Zbl 1074.91554 Hürlimann, Werner 2 2001 On the accumulated aggregate surplus of a life portfolio. Zbl 1055.91026 Hürlimann, Werner 2 2002 Integer powers and Benford’s law. Zbl 1068.11047 Hürlimann, Werner 2 2004 \(H^ 3\) and rational points on biquadratic bicyclic norm forms. Zbl 0583.12017 Hürlimann, W. 2 1986 A numerical approach to utility functions in risk theory. Zbl 0602.62094 Hürlimann, W. 2 1987 Orderings of risks through loss ratio. Zbl 0752.62072 Hürlimann, Werner 2 1992 An improved elementary upper bound for the variance of a stop-loss risk. Zbl 0776.62082 Hürlimann, W. 2 1993 General location transform of the order statistics from the exponential, Pareto and Weibull, with application to maximum likelihood estimation. Zbl 1019.62043 Hürlimann, Werner 2 2000 Improved FFT approximations of probability functions based on modified quadrature rules. Zbl 1292.65147 Hürlimann, Werner 2 2013 Backward difference recursions and infinite series representations in computational risk theory. Zbl 1360.65043 Hürlimann, W. 2 2016 Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model. Zbl 1398.91333 Hürlimann, W. 2 2005 Positive dependence properties of the multivariate reduction class. Zbl 1134.60314 Hürlimann, Werner 1 2007 A cyclotomic Hilbert 90 theorem. Zbl 0522.12021 Hürlimann, W. 1 1984 Surrender in single and double decrement Markov chain life insurance models. Zbl 1274.62694 Hürlimann, Werner 1 2011 Non-optimality of a linear combination of proportional and non-proportional reinsurance. Zbl 0945.62113 Hürlimann, W. 1 1999 Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112 Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan 1 2009 Characterization of higher-degree dispersion, right spread and stop-loss transform orders. Zbl 1359.62451 Hürlimann, Werner 1 2002 Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) Zbl 1354.91173 Hürlimann, Werner 1 2002 Generalizing Benford’s law using power laws: application to integer sequences. Zbl 1193.62014 Hürlimann, Werner 1 2009 A generalized Benford law and its application. Zbl 1045.62010 Hürlimann, Werner 1 2003 Measuring operational risk using a mean scaled individual risk model. Zbl 1089.91036 Hürlimann, Werner 1 2004 General affine transform families: why is the Pareto an exponential transform? Zbl 1054.62011 Hürlimann, Werner 1 2003 Properties and measures on dependence for the Archimax copula. Zbl 1098.62067 Hürlimann, Werner 1 2005 On quasi-mean value principles. Zbl 0881.62110 Hürlimann, Werner 1 1997 Sur le groupe de Brauer d’un anneau de polynômes en caractéristique \(p\) et la théorie des invariants. Zbl 0462.13004 Hürlimann, W. 1 1981 An improved Laguerre-Samuelson inequality of Chebyshev-Markov type. Zbl 1327.60049 Hürlimann, Werner 1 2014 A closed-form universal trivariate pair-copula. Zbl 1357.62074 Hürlimann, Werner 1 2014 A characterization of the compound multiparameter Hermite gamma distribution via Gauss’s principle. Zbl 1328.60035 Hürlimann, Werner 1 2013 Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028 Hürlimann, Werner 1 2006 Exact and asymptotic evaluation of the number of distinct primitive cuboids. Zbl 1310.11039 Hürlimann, Werner 1 2015 On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation. Zbl 1312.15042 Hürlimann, Werner 1 2015 Correction note: “On maximum likelihood estimation for count data models”. Zbl 1320.91074 Hürlimann, W. 1 1991 An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications. Zbl 1372.60017 Hürlimann, Werner 1 2015 Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. Zbl 1360.91152 Hürlimann, Werner 1 2010 From the general affine transform family to a Pareto type IV model. Zbl 1201.62031 Hürlimann, Werner 1 2009 Generalized loss variance bounds. Zbl 1259.91056 Hürlimann, Werner 1 2012 A comprehensive extension of the FGM copula. Zbl 1381.62073 Hürlimann, Werner 8 2017 Cooper and Lam’s conjecture for generalized Bell ternary quadratic forms. Zbl 1330.11022 Hürlimann, Werner 5 2016 Backward difference recursions and infinite series representations in computational risk theory. Zbl 1360.65043 Hürlimann, W. 2 2016 Exact and asymptotic evaluation of the number of distinct primitive cuboids. Zbl 1310.11039 Hürlimann, Werner 1 2015 On Mardia skewness and kurtosis of Soules basis matrices in ROM simulation. Zbl 1312.15042 Hürlimann, Werner 1 2015 An explicit version of the Chebyshev-Markov-Stieltjes inequalities and its applications. Zbl 1372.60017 Hürlimann, Werner 1 2015 On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas. Zbl 1431.91442 Hürlimann, Werner 3 2014 An improved Laguerre-Samuelson inequality of Chebyshev-Markov type. Zbl 1327.60049 Hürlimann, Werner 1 2014 A closed-form universal trivariate pair-copula. Zbl 1357.62074 Hürlimann, Werner 1 2014 A moment method for the multivariate asymmetric Laplace distribution. Zbl 1463.62025 Hürlimann, Werner 4 2013 Generalized Helmert-Ledermann orthogonal matrices and ROM simulation. Zbl 1283.15088 Hürlimann, Werner 4 2013 Improved FFT approximations of probability functions based on modified quadrature rules. Zbl 1292.65147 Hürlimann, Werner 2 2013 A characterization of the compound multiparameter Hermite gamma distribution via Gauss’s principle. Zbl 1328.60035 Hürlimann, Werner 1 2013 Generalized loss variance bounds. Zbl 1259.91056 Hürlimann, Werner 1 2012 Optimal reinsurance revisited point of view of cedent and reinsurer. Zbl 1239.91079 Hürlimann, Werner 14 2011 Surrender in single and double decrement Markov chain life insurance models. Zbl 1274.62694 Hürlimann, Werner 1 2011 Analytical pricing of the unit-linked endowment with guarantees and periodic premiums. Zbl 1235.91094 Hürlimann, Werner 4 2010 Quasi-exact numerical evaluation of synthetic collateralized debt obligations prices. Zbl 1360.91152 Hürlimann, Werner 1 2010 Robust variants of Cornish-Fischer approximation and Chebyshev-Markov bounds: application to value-at-risk. Zbl 1513.62032 Hürlimann, Werner 3 2009 Credible loss ratio claims reserves the Benktander, Neuhaus and Mack methods revisited. Zbl 1205.91082 Hürlimann, Werner 3 2009 Quasi-likelihood estimation of benchmark rates for excess of loss reinsurance programs. Zbl 1179.91112 Verlaak, Robert; Hürlimann, Werner; Beirlant, Jan 1 2009 Generalizing Benford’s law using power laws: application to integer sequences. Zbl 1193.62014 Hürlimann, Werner 1 2009 From the general affine transform family to a Pareto type IV model. Zbl 1201.62031 Hürlimann, Werner 1 2009 Extremal moment methods and stochastic orders. Zbl 1200.62053 Hürlimann, Werner 9 2008 Extremal moment methods and stochastic orders. Application in actuarial science. Zbl 1182.62115 Hürlimann, Werner 8 2008 Positive dependence properties of the multivariate reduction class. Zbl 1134.60314 Hürlimann, Werner 1 2007 Optimization of a chain of excess-of-loss reinsurance layers with aggregate stop-loss limits. Zbl 1333.91028 Hürlimann, Werner 1 2006 Excess of loss reinsurance with reinstatements revisited. Zbl 1123.62076 Hürlimann, Werner 5 2005 Improved analytical bounds for gambler’s ruin probabilities. Zbl 1078.60016 Hürlimann, Werner 5 2005 Approximate bounds for the IBNR claims reserves based on the bivariate chain-ladder model. Zbl 1398.91333 Hürlimann, W. 2 2005 Properties and measures on dependence for the Archimax copula. Zbl 1098.62067 Hürlimann, Werner 1 2005 Distortion risk measures and economic capital. Zbl 1085.91526 Hürlimann, Werner 22 2004 Fitting bivariate cumulative returns with copulas. Zbl 1429.62471 Hürlimann, Werner 17 2004 Multivariate Fréchet copulas and conditional value-at-risk. Zbl 1075.62043 Hürlimann, Werner 8 2004 On the rate of convergence to asymptotic independence between order statistics. Zbl 1085.62053 Hürlimann, Werner 4 2004 Integer powers and Benford’s law. Zbl 1068.11047 Hürlimann, Werner 2 2004 Measuring operational risk using a mean scaled individual risk model. Zbl 1089.91036 Hürlimann, Werner 1 2004 Conditional value-at-risk bounds for compound Poisson risks and a normal approximation. Zbl 1012.62110 Hürlimann, Werner 18 2003 Hutchinson – Lai’s conjecture for bivariate extreme value copulas. Zbl 1101.62340 Hürlimann, Werner 13 2003 A generalized Benford law and its application. Zbl 1045.62010 Hürlimann, Werner 1 2003 General affine transform families: why is the Pareto an exponential transform? Zbl 1054.62011 Hürlimann, Werner 1 2003 Analytical bounds for two value-at-risk functionals. Zbl 1094.91032 Hürlimann, Werner 16 2002 On immunization, stop-loss order and the maximum Shiu measure. Zbl 1074.91016 Hürlimann, Werner 5 2002 On higher-degree bivariate stop-loss transforms, with applications. Zbl 1359.62450 Hürlimann, Werner 2 2002 Robust confidence bounds for the mean of some count data models. Zbl 1359.62452 Hürlimann, Werner 2 2002 On the accumulated aggregate surplus of a life portfolio. Zbl 1055.91026 Hürlimann, Werner 2 2002 Characterization of higher-degree dispersion, right spread and stop-loss transform orders. Zbl 1359.62451 Hürlimann, Werner 1 2002 Economic risk capital allocation from top down. (Vertikale Zuteilung des ökonomischen Risikokapitals.) Zbl 1354.91173 Hürlimann, Werner 1 2002 Analytical evaluation of economic risk capital for portfolios of gamma risks. Zbl 1060.91081 Hürlimann, Werner 12 2001 Financial data analysis with two symmetric distributions. Zbl 1088.62514 Hürlimann, Werner 9 2001 Distribution-free comparison of pricing principles. Zbl 1074.91554 Hürlimann, Werner 2 2001 Higher degree stop-loss transforms and stochastic orders. II: Applications. Zbl 1320.91076 Hürlimann, Werner 6 2000 Higher degree stop-loss transforms and stochastic orders. I: Theory. Zbl 1320.91075 Hürlimann, Werner 4 2000 General location transform of the order statistics from the exponential, Pareto and Weibull, with application to maximum likelihood estimation. Zbl 1019.62043 Hürlimann, Werner 2 2000 Bounds for actuarial present values under the fractional independence assumption. With discussion by Michel Denuit, Ole Hesselager and Alfred Müller and a reply by the author. Zbl 1082.62537 Hürlimann, Werner 3 1999 Non-optimality of a linear combination of proportional and non-proportional reinsurance. Zbl 0945.62113 Hürlimann, W. 1 1999 On stop-loss order and the distortion pricing principle. Zbl 1168.91414 Hürlimann, Werner 21 1998 On the characterization of maximum likelihood estimators for location-scale families. Zbl 0894.62024 Hürlimann, Werner 5 1998 On mean scaled insurance risk models. Zbl 0897.62015 Hürlimann, Werner 4 1998 On distribution-free safe layer-additive pricing. Zbl 0911.90026 Hürlimann, W. 4 1998 On best stop-loss bounds for bivariate sums by known marginal means, variances and correlation. Zbl 1130.62365 Hürlimann, Werner 2 1998 Best bounds for expected financial payoffs. II: Applications. Zbl 0887.65150 Hürlimann, Werner 8 1997 Best bounds for expected financial payoffs. I: Algorithmic evaluation. Zbl 0887.65149 Hürlimann, Werner 6 1997 Extremal functions and financial gain. (Fonctions extrémales et gain financier.) Zbl 0906.90011 Hürlimann, Werner 5 1997 An elementary unified approach to some loss variance bounds. Zbl 1090.62566 Hürlimann, Werner 3 1997 On quasi-mean value principles. Zbl 0881.62110 Hürlimann, Werner 1 1997 A uniform approximation to the sampling distribution of the coefficient of variation. Zbl 0837.62021 Hürlimann, Werner 5 1995 Predictive stop-loss premiums and Student’s \(t\)-distribution. Zbl 0837.62086 Hürlimann, Werner 2 1995 Transforming, ordering and rating risks. Zbl 0852.62095 Hürlimann, Werner 2 1995 A note on experience rating, reinsurance and premium principles. Zbl 0801.62091 Hürlimann, Werner 10 1994 Splitting risk and premium calculation. Zbl 0815.62073 Hürlimann, Werner 7 1994 Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums. Zbl 0779.60012 Hürlimann, Werner 6 1993 Solvability and reassurance. (Solvabilité et réassurance.) Zbl 0797.62095 Hürlimann, Werner 4 1993 An improved elementary upper bound for the variance of a stop-loss risk. Zbl 0776.62082 Hürlimann, W. 2 1993 On parameter orthogonality to the mean. Zbl 0741.62026 Hürlimann, W. 6 1992 Orderings of risks through loss ratio. Zbl 0752.62072 Hürlimann, Werner 2 1992 Negative claim amounts, Bessel functions, linear programming and Miller’s algorithm. Zbl 0741.62094 Hürlimann, Werner 5 1991 Absicherung des Anlagerisikos, Diskontierung der Passiven und Portfoliotheorie. (Covering of investment risks, discounting of liabilities and portfolio theory). Zbl 0825.90064 Hürlimann, Werner 3 1991 Correction note: “On maximum likelihood estimation for count data models”. Zbl 1320.91074 Hürlimann, W. 1 1991 On maximum likelihood estimation for count data models. Zbl 0724.62103 Hürlimann, Werner 9 1990 On life table applications of ordering among risks. Zbl 0714.62096 Hürlimann, Werner 7 1990 An elementary proof of the Adelson-Panjer recursion formula. Zbl 0657.62122 Hürlimann, Werner 3 1988 On algebraic equivalence of tariffing systems. Zbl 0629.62102 Hürlimann, Werner 2 1988 A numerical approach to utility functions in risk theory. Zbl 0602.62094 Hürlimann, W. 2 1987 Error bounds for stop-loss premiums calculated with the fast Fourier transform. Zbl 0649.62100 Hürlimann, W. 3 1986 \(H^ 3\) and rational points on biquadratic bicyclic norm forms. Zbl 0583.12017 Hürlimann, W. 2 1986 On the exponent of norm residue groups. Zbl 0557.12007 Hürlimann, W.; Saltman, D. 2 1985 On algebraic tori of norm type. Zbl 0571.12003 Hürlimann, W. 16 1984 A cyclotomic Hilbert 90 theorem. Zbl 0522.12021 Hürlimann, W. 1 1984 Brauer group and Diophantine geometry: A cohomological approach. Zbl 0487.14006 Hürlimann, Werner 2 1982 Sur le groupe de Brauer d’un anneau de polynômes en caractéristique \(p\) et la théorie des invariants. Zbl 0462.13004 Hürlimann, W. 1 1981 all cited Publications top 5 cited Publications all top 5 Cited by 438 Authors 45 Hürlimann, Werner 6 Furman, Edward 5 Cheung, Ka Chun 5 Denuit, Michel M. 5 Hoshi, Akinari 5 Klement, Erich Peter 5 Kolesárová, Anna 5 Mesiar, Radko 5 Saminger-Platz, Susanne 5 Vanduffel, Steven 5 Yamasaki, Aiichi 5 Zhang, Yiying 4 Albrecher, Hansjörg 4 Cai, Jun 4 Landsman, Zinoviy M. 4 Navarro, Jorge 4 Šeliga, Adam 4 Wang, Ruodu 3 Balakrishnan, Narayanaswamy 3 Barakat, Haroon Mohamed 3 Fuchs, Sebastian L. 3 Genest, Christian 3 Kim, Kyoungmin 3 Marceau, Étienne 3 Shaked, Moshe 3 Yam, Sheung Chi Phillip 3 Yang, Jingping 3 Yi, Zhang 2 Amini-Seresht, Ebrahim 2 Asimit, Alexandru V. 2 Badescu, Alexandru M. 2 Barmalzan, Ghobad 2 Bayer-Fluckiger, Eva 2 Bernard, Carole L. 2 Chan, Stephen Chi-fai 2 Chen, Yanhong 2 Courtois, Cindy 2 De Waegenaere, Anja 2 del Aguila, Yolanda 2 Dhaene, Jan 2 Emura, Takeshi 2 Fang, Ying 2 Franco-Pereira, Alba María 2 Frostig, Esther 2 Gajek, Lesław 2 Goh, Mark 2 Haas, Sandra 2 Heilpern, Stanisław 2 Hong, Hanping 2 Hu, Xiang 2 Jiang, Wenjun 2 Kanai, Kazuki 2 Klebaner, Fima C. 2 Lefèvre, Claude 2 Lemieux, Christiane 2 Ley, Christophe 2 Liu, Fangda 2 Liu, Haiyan 2 Liu, Hongli 2 Loisel, Stéphane 2 Meng, Fanwen 2 Montesinos, Pierre 2 Müller, Alfred 2 Nadarajah, Saralees 2 Oh, Byeong-Kweon 2 Opolka, Hans 2 Parimala, Raman 2 Payandeh Najafabadi, Amir T. 2 Ren, Jiandong 2 Rüschendorf, Ludger 2 Sordo, Miguel Ángel 2 Spizzichino, Fabio L. 2 Sun, Jie 2 Sunoj, Sreenarayanapurath Madhavan 2 Tan, Ken Seng 2 Tang, Qihe 2 Tian, Weizhong 2 Trutschnig, Wolfgang 2 Tschimpke, Marco 2 Valdez, Emiliano A. 2 Vipin, N. 2 Wang, Shaun S. 2 Wang, Tonghui 2 Weng, Chengguo 2 Young, Virginia R. 2 Yu, Chia-Fu 2 Zhang, Lianzeng 2 Zuluaga, Luis Fernando 1 Afuecheta, Emmanuel 1 Agarwal, Ravi P. 1 Ahn, Jae Youn 1 Akkus, Ilker 1 Alegre, Antonio 1 Alexander, Carol 1 Alfó, Macro 1 Alfonsi, Aurélien 1 Amini-Dehak, Mohammad 1 Apprey, Victor 1 Araujo-Acuna, José Carlos 1 Armerin, Fredrik ...and 338 more Authors all top 5 Cited in 108 Serials 59 Insurance Mathematics & Economics 19 ASTIN Bulletin 13 Communications in Statistics. Theory and Methods 11 Blätter (Deutsche Gesellschaft für Versicherungsmathematik) 9 North American Actuarial Journal 8 Statistics & Probability Letters 7 Journal of Computational and Applied Mathematics 7 European Actuarial Journal 6 European Journal of Operational Research 6 Dependence Modeling 5 Journal of Number Theory 5 Methodology and Computing in Applied Probability 5 Scandinavian Actuarial Journal 4 Journal of Statistical Planning and Inference 3 Journal of Multivariate Analysis 3 Computational Statistics and Data Analysis 3 Journal of Applied Statistics 3 Probability in the Engineering and Informational Sciences 3 Applied Stochastic Models in Business and Industry 3 International Journal of Number Theory 3 Journal of Probability and Statistics 2 Israel Journal of Mathematics 2 Journal of Mathematical Analysis and Applications 2 Metrika 2 Mathematics of Computation 2 Applied Mathematics and Computation 2 Journal of Algebra 2 Journal of Optimization Theory and Applications 2 Proceedings of the American Mathematical Society 2 Scandinavian Actuarial Journal 2 Annals of Operations Research 2 Communications in Statistics. Simulation and Computation 2 Mathematical Problems in Engineering 2 Extremes 2 Statistical Methodology 2 SIAM Journal on Financial Mathematics 2 Journal of Statistical Distributions and Applications 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Indian Journal of Pure & Applied Mathematics 1 Theory of Probability and its Applications 1 Advances in Mathematics 1 The Annals of Probability 1 Archiv der Mathematik 1 Duke Mathematical Journal 1 Fuzzy Sets and Systems 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Applied Probability 1 Journal of Mathematical Economics 1 Journal of Mathematical Psychology 1 Journal of Pure and Applied Algebra 1 Mathematics and Computers in Simulation 1 Mathematika 1 Memoirs of the American Mathematical Society 1 Metron 1 Nagoya Mathematical Journal 1 Naval Research Logistics 1 Proceedings of the Japan Academy. Series A 1 Statistica 1 Theoretical Computer Science 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Statistics 1 Graphs and Combinatorics 1 International Journal of Approximate Reasoning 1 Computational Statistics 1 Elemente der Mathematik 1 Journal of Statistical Computation and Simulation 1 Linear Algebra and its Applications 1 Statistische Hefte 1 Experimental Mathematics 1 Computational Optimization and Applications 1 Journal de Théorie des Nombres de Bordeaux 1 Statistical Papers 1 Journal of Mathematical Sciences (New York) 1 Top 1 Integral Transforms and Special Functions 1 Applied Mathematical Finance 1 Bernoulli 1 Documenta Mathematica 1 Journal of Inequalities and Applications 1 Far East Journal of Theoretical Statistics 1 European Journal of Mechanics. A. Solids 1 Optimization and Engineering 1 Brazilian Journal of Probability and Statistics 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Quantitative Finance 1 Stochastic Models 1 Statistical Modelling 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Journal of Applied Mathematics and Computing 1 Structural and Multidisciplinary Optimization 1 Asia-Pacific Financial Markets 1 Journal of the Indonesian Mathematical Society 1 Statistical Methods and Applications 1 Thailand Statistician 1 Journal of the Korean Statistical Society 1 Algebra & Number Theory 1 AStA. Advances in Statistical Analysis 1 Probability Surveys ...and 8 more Serials all top 5 Cited in 31 Fields 170 Statistics (62-XX) 156 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 80 Probability theory and stochastic processes (60-XX) 26 Number theory (11-XX) 22 Operations research, mathematical programming (90-XX) 16 Numerical analysis (65-XX) 15 Algebraic geometry (14-XX) 10 Field theory and polynomials (12-XX) 7 Group theory and generalizations (20-XX) 6 Systems theory; control (93-XX) 5 Commutative algebra (13-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Real functions (26-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 2 Combinatorics (05-XX) 2 Special functions (33-XX) 2 Integral equations (45-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 Associative rings and algebras (16-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Biology and other natural sciences (92-XX) Citations by Year