Robust optimal investment and reinsurance problems with learning / Nicole Bauerle, Gregor Leimcke
Optimal control and dependence modeling of insurance portfolios with Lévy dynamics / Nicole Bäuerle, Anja Blatter
Markov-modulated diffusion risk models / Nicole Bäuerle, Mirko Kötter
Approximation of optimal reinsurance and dividend payout policies / Nicole Bäuerle
Traditional versus non-traditional reinsurance in a dynamic setting / Nicole Bäuerle