Schadensreservierung

Credibility Theory

Quantitatives Risikomanagement

Aktuarielle Modelle und Methoden

Solvency 2

1. Claims development result in the paid-incurred chain reserving method.
   (with M. Merz and M.V. Wüthrich). Insurance: Mathematics and Economics, Volume 51, Issue 1, July 2012, Pages 66–72.
2. Paid-incurred chain reserving method with dependence modeling.
   (with M.V. Wüthrich). ASTIN Bulletin, Volume 43, Issue 01, January 2013, pp. 1-20.
3. Credibility for the Linear Stochastic Reserving Methods.
   (with R. Dahms). Submitted to ASTIN Bulletin.