Archive: Preprint Series

2019–2010:
2019 2018 2017 2016 2015 2014 2013 2012 2011 2010

2009–2000:
2009 2008 2007 2006 2005 2004 2003 2002 2001 2000

1999–1990:
1999 1998 1997 1996 1995 1994 1993 1992 1991 1990

1989–1980:
1989 1988 1987 1986 1985 1984 1983 1982 1981 1980

2019

2019-08	Florian Hildebrandt, Mathias Trabs	Parameter estimation for SPDEs based on discrete observations in time and space	[accessible at arXiv]
2019-07	Maria Mohr, Leonie Selk	Estimating change points in nonparametric time series regression models	[accessible at arXiv]
2019-06	Holger Drees, Anne Sabourin	Principal Component Analysis for Multivariate Extremes	[accessible at arXiv]
2019-05	Maria Mohr, Natalie Neumeyer	Nonparametric volatility change detection	[accessible at arXiv]
2019-04	Berenice Anne Neumann	Stationary Equilibria of Mean Field Games with Finite State and Action Space	[accessible at arXiv]
2019-03	Holger Drees, Miran Knezevic	Peak–over–Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds	[accessible at arXiv]
2019-02	Marek Omelka, Sarka Hudecova, Natalie Neumeyer	Maximum pseudo–likelihood estimation based on estimated residuals in copula semiparametric models	[accessible at arXiv]
2019-01	Maria Mohr, Natalie Neumeyer	Consistent nonparametric change point detection combining CUSUM and marked empirical processes	[accessible at arXiv]

2018

2018-05	Holger Drees, Anja Janßen, Sidney I. Resnick, Tiandong Wang	On a minimum distance procedure for threshold selection in tail analysis	[accessible at arXiv]
2018-04	Markus Bibinger, Mathias Trabs	On central limit theorems for power variations of the solution to the stochastic heat equation	[accessible at arXiv]
2018-03	David J. Prömel, Mathias Trabs	Paracontrolled distribution approach to stochastic Volterra equations	[accessible at arXiv]
2018-02	Natalie Neumeyer, Leonie Selk, Charles Tillier	Semi–parametric transformation boundary regression models	[accessible at arXiv]
2018-01	Mathias Trabs	Bayesian inverse problems with unknown operators	[accessible at arXiv]

2017

2017-09	Holger Drees, Laurens de Haan, Feridun Turkman	Extreme value estimation for discretely sampled continuous processes	[accessible at arXiv]
2017-08	Natalie Neumeyer, Ingrid Van Keilegom	Bootstrap of residual processes in regression: to smooth or not to smooth?	[accessible at arXiv]
2017-07	Florian Hildebrandt, Sylvie Rœlly	Pinned diffusions and Markov bridges	[accessible at arXiv]
2017-06	Maria Mohr	Weak Convergence of Sequential Empirical Processes under Weak Dependence	[accessible at arXiv]
2017-05	Tobias Niebuhr, Mathias Trabs	Profiting from correlations: Adjusted estimators for discrete probability distributions	[accessible at arXiv]
2017-04	Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov	Sparse covariance matrix estimation in high–dimensional deconvolution	[accessible at arXiv]
2017-03	Markus Bibinger, Mathias Trabs	Volatility estimation for stochastic PDEs using high–frequency observations	[accessible at arXiv]
2017-02	Nick Kloodt, Natalie Neumeyer	Specification tests in semiparametric transformation models	[accessible at arXiv]
2017-01	Natalie Neumeyer, Marek Omelka, Sarka Hudecova	A copula approach for dependence modeling in multivariate nonparametric time series	[verfügbarbei arXiv]

2016

2016-04	Marie Hušková, Natalie Neumeyer, Tobias Niebuhr, Leonie Selk	Specification testing in nonparametric AR–ARCH models	[accessible at arXiv]
2016-03	Holger Drees, Anja Janßen	Conditional Extreme Value Models: Fallacies and Pitfalls	[accessible at arXiv]
2016-02	Richard A. Davis, Holger Drees, Johan Segers, Michal Warchol	Modeling serial extremal dependence	[accessible at arXiv]
2016-01	Hans Daduna, Ruslan Krenzler, Robert Ritter, Dietrich Stoyan	Heuristic Approximations for Closed Networks: A Case Study in Open–pit Mining	[accessible at arXiv]

2015

2015-03	Holger Drees	Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms	[accessible at arXiv]
2015-02	Nha-Nghi de la Cruz, Hans Daduna	Monotonicity of Base Stock Policies	[Download (PDF)]
2015-01	Anja Janßen, Holger Drees	Joint exceedances of random products	[accessible at arXiv]

2014

2014-07	Holger Drees, Natalie Neumeyer, Leonie Selk	Hypotheses tests in boundary regression models	[accessible at arXiv]
2014-06	Markus Reiß, Leonie Selk	Efficient estimation of functionals in nonparametric boundary models	[accessible at arXiv]
2014-05	Natalie Neumeyer, Hohsuk Noh, Ingrid Van Keilegom	Heteroscedastic semiparametric transformation models: estimation and testing for validity	[accessible at arXiv]
2014-04	Jennifer Sommer, Hans Daduna, Bernd Heidergott	Non–ergodic Jackson Networks with Infinite Supply – Local Stabilization and Local Equilibrium Analysis	[Download (PDF)]
2014-03	Jennifer Sommer, Hans Daduna, Bernd Heidergott	Jackson Networks with Infinite Supply and Unreliable Nodes	[Download (PDF)]
2014-02	Ruslan Krenzler, Hans Daduna, Sonja Otten	Randomization for Markov chains with applications to networks in a random environment	[accessible at arXiv]
2014-01	Sonja Otten, Ruslan Krenzler, Hans Daduna	Integrated models for production–inventory systems	[Download (PDF)]

2013

2013-05	Hans Daduna, Ryszard Szekli	Correlation formulas for Markovian network processes in a random environment	[Download (PDF)]
2013-04	Anja Janßen, Holger Drees	A stochastic volatility model with flexible extremal dependence structure	[accessible at arXiv]
2013-03	M. Birke, N. Neumeyer, S. Volgushev	The independence process in conditional quantile location–scale models and an application to testing for monotonicity	[Download (PDF)]
2013-02	Ruslan Krenzler, Hans Daduna	Loss systems in a random environment – embedded Markov chains analysis	[Download (PDF)]
2013-01	Onno Boxma, Hans Daduna	The cyclic queue and the tandem queue	[Download (PDF)]

2012

2012-04	Hans Daduna, Ruslan Krenzler	Loss systems in a random environment – steady state analysis	[Download (PDF)]
2012-03	Stanislav Volgushev, Melanie Birke, Holger Dette, Natalie Neumeyer	Significance testing in quantile regression	[Download (PDF)]
2012-02	Natalie Neumeyer, Leonie Selk	A note on nonparametric testing for Gaussian innovations in AR–ARCH models	[Download (PDF)]
2012-01	Leonie Selk, Natalie Neumeyer	Testing for a change of the innovation distribution in nonparametric autoregression – the sequential empirical process approach	[Download (PDF)]

2011

2011-05	Holger Dette, Matthias Guhlich, Natalie Neumeyer	Testing for additivity in nonparametric quantile regression	[Download (PDF)]
2011-04	Angelika Rohde	Accuracy of Empirical Projections of High–Dimensional Gaussian Matrices	[accessible at arXiv]
2011-03	Holger Drees, Laurens de Haan	Estimating failure probabilities	[accessible at arXiv]
2011-02	Holger Drees	Extreme value analysis of actuarial risks: estimation and model validation	[accessible at arXiv]
2011-01	Stefan Hoderlein, Holger Dette, Natalie Neumeyer	Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness	[Download (PDF)]

2010

2010-07	Sebastian Kiwitt, Natalie Neumeyer	Estimating the conditional error distribution in nonparametric regression	[Download (PDF)]
2010-06	Angelika Rohde, Claudia Strauch	Uniform Central Limit Theorems for Multidimensional Diffusions	[accessible at arXiv]
2010-05	Birte Muhsal, Natalie Neumeyer	A note on residual–based empirical likelihood kernel density estimation	[Download (PDF)]
2010-04	Erhard Kremer	Bayes Statistics for mixed Erlang–models	[Download (PDF)]
2010-03	Melanie Birke, Natalie Neumeyer	Testing monotonicity of regression functions – an empirical process approach	[Download (PDF)]
2010-02	Andreas Rößler	Strong and Weak Approximation Methods for Stochastic Differential Equations – Some Recent Developments	[Download (PDF)]
2010-01	Angelika Rohde, Alexandre Tsybakov	Estimation of High–Dimensional Low–Rank Matrices	[accessible at arXiv]

2009

2009-05	O. Stenzel, H. Daduna	Weak Convergence Limits for Closed Cyclic Networks of Queues with Multiple Bottleneck Nodes	[Download (PDF)]
2009-04	Erhard Kremer	A Polynomial Bühlmann–Straub Method	[Download (PDF)]
2009-03	Holger Drees, Holger Rootzén	Limit Theorems for Empirical Processes of Cluster Functionals	[accessible at arXiv]
2009-02	V. Lange, H. Daduna	On the Weber Problem in Logistic and Services Networks	[Download (PDF)]

2008

2008-03	Natalie Neumeyer, Juan Carlos Pardo-Fernandez	A simple test for comparing regression curves versus one–sided alternatives	[Download (PDF)]
2008-02	Sebastian Kiwitt, Natalie Neumeyer	Nonparametric copula density estimation: testing for independence and other applications	[Download (PDF)]
2008-01	Natalie Neumeyer, Ingrid Van Keilegom	Estimating the error distribution in nonparametric multiple regression with applications to model testing	[Download (PDF)]

2007

2007-06	Natalie Neumeyer	Testing independence in nonparametric regression.	[Download (PDF)]
2007-05	Holger Drees	Some aspects of extreme value theory under serial dependence.	[accessible at arXiv]
2007-04	H. Daduna, C. Malchin, R. Szekli	Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions.	[Download (PDF)]
2007-03	C. Malchin, H. Daduna	Bottleneck analysis of discrete time networks: Sojourn times.	[Download (PDF)]
2007-02	Holger Drees, Peter Müller	Modeling Dependencies in Large Claims.	[Download (PDF)]

2006

2006-08	Natalie Neumeyer	A bootstrap version of the residual–based smooth empirical distribution function.	[Download (PS)]
2006-07	Natalie Neumeyer	Smooth residual bootstrap for empirical processes of non parametric regression residuals.	[Download (PS)]
2006-06	Natalie Neumeyer, Ingrid Van Keilegom	Change–point tests for the error distribution in nonparametric regression.	[Download (PS)]
2006-05	J. M. Dittmer	Nearest–Neighbour Methods for Reserving with respect to Individual Losses.	[Download (PDF)]
2006-03	Uwe Joenck	Local Likelihood Estimators in a Regression Model for Stock Returns.	[Download (PDF)]
2006-02	Christian Malchin, Hans Daduna	Discrete Time Queueing Networks with Product Form Steady State: Availability and Performance Analysis in an Integrated Model	[Download (PS)]

2005

2005-06	C. Malchin, H. Daduna	Availability and performance analysis in a discrete time tandem network with product form steady state.	[Download (PS)]
2005-05	H. Daduna, V. Pestien, S. Ramakrishnan	On convergence of throughput in large networks with state–dependent service rates.	[Download (ps.gz)]
2005-04	Hans Daduna, Rafal Kulik, Cornelia Sauer, Ryszard Szekli	Isotone Differences ordering for unreliable Markovian queueing networks.	[Download (ps.gz)]
2005-03	M. Schwarz, H. Daduna	Queueing systems with inventory management with random lead times and with backordering.	[Download (ps.gz)]
2005-02	Vydas Cekanavicius, Bero Roos	Compound binomial approximations.	–
2005-01	Erhard Kremer	Further on Credibility Theory.	–

2004

2004-08	Vydas Cekanavicius, Bero Roos	Two–parametric compound binomial approximations.	–
2004-07	Christian Hennig	A general robustness and stability theory for cluster analysis.	–
2004-06	Erhard Kremer	The correlated chain ladder method for reserving in case of multiple excess layers.	–
2004-05	Erhard Kremer	On the Drop Down Excess–of–Loss Cover.	–
2004-04	Cornelia Sauer, Hans Daduna	Degradable networks with general up and down time distributions.	[Download (ps.gz)]
2004-03	Christian Malchin, Hans Daduna	On the structure of roundtrip time distributions in discrete time networks.	[Download (ps.gz)]
2004-02	Erhard Kremer	Final on Largest Claims Reinsurance.	–
2004-01	Holger Drees, Laurens de Haan, Deyuan Li	Approximations to the Tail Empirical Distribution Function with Application to Testing Extreme Value Conditions.	[Download (ps.gz)]

2003

2003-09	Maike Schwarz, Cornelia Sauer, Hans Daduna	Exponential queueing networks with an attached inventory under (r,Q)– or (r,S)–policy.	[Download (ps.gz)]
2003-08	Michael Brendel	Testing hypotheses under a generalized Koziol–Green model with partially informative censoring.	[Download (PDF)]
2003-07	Maike Schwarz, Cornelia Sauer, Hans Daduna, Rafal Kulik, Ryszard Szekli	M/M/1–systems with different inventory management policies and lost sales.	[Download (ps.gz)]
2003-06	Christian Malchin, Hans Daduna	An invariance property of conditional sojourn time distributions in cyclic networks of queues.	[Download (ps.gz)]
2003-05	Bero Roos	Poisson approximation via the convolution with Kornya–Presman signed measures	–
2003-04	Bero Roos, Dietmar Pfeifer	On Error Bounds for the Approximation of Random Sums	–
2003-03	Bero Roos	Poisson Approximation of Multivariate Poisson Mixtures	–
2003-02	Erhard Kremer	On the Loading of Largest Claims Reinsurance Covers	–
2003-01	Cornelia Sauer, Hans Daduna	BCMP networks with unreliable servers	[Download (ps.gz)]

2002

2002-08	Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov	Controlled semi–Markov fields with graph–structured compact state space	[Download (ps.gz)]
2002-07	Günter Heimann, Georg Neuhaus	On the Exact Conditional Distribution for Peto's Combined Test for Carcinogenicity Assays	–
2002-06	Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov	Stochastic games for distributed players on graphs	[Download (ps.gz)]
2002-05	Bero Roos, Dietmar Pfeifer	On the Distance Between the Distributions of Random Sums	–
2002-04	Bero Roos	Kerstan's method for compound Poisson approximation	–
2002-03	Hans Daduna, Ryszard Szekli	Dependence Structure of Sojourn Times via Partition Separated Ordering.	[Download (ps.gz)]
2002-02	B. Roos	Kerstan's method in the multivariate Poisson approximation: an expansion in the exponent.	–
2002-01	Erhard Kremer	Random coefficient autoregressive loss reserving, revisited.	–

2001

2001-06	B. Roos	Improvements in the Poisson approximation of mixed Poisson distributions.	–
2001-05	Erhard Kremer	Risikotheorie der Höchstschadenrückversicherung.	–
2001-04	H. Daduna, V. Pestien, S. Ramakrishnan	Asymptotic throughput in discrete–time cyclic networks with queue–length–dependent service rates.	–
2001-03	C. de Vegt, S. Zwanzig	Comparison of reference frame linking methods.	–
2001-02	M. Schmelling, S. Zwanzig	The data set of Mölln.	–
2001-01	Erhard Kremer	Further on Excess–of–Loss Reinsurance.	–

2000

2000-11	M. Husková, G. Neuhaus	Some Simple Unconditional and Conditional Tests for Testing Tumour Onset Times.	–
2000-10	M. Schwarz	Multi–Item Inventory Control: The K–Curve Methodology.	[Download (ps.gz)]
2000-09	R. K. Chornei, H. Daduna, P. S. Knopov	Local control of interacting Markov processes on graphs with compact state space.	[Download (ps.gz)]
2000-08	R. K. Chornei, H. Daduna, P. S. Knopov	Controlled Markov fields with finite state space on graphs.	[Download (ps.gz)]
2000-07	Roos, B.	Sharp constants in the Poisson approximation.	–
2000-06	Li-Xing Zhu, Georg Neuhaus	Nonparametric Monte Carlo tests for multivariate distributions.	–
2000-05	H. Daduna, R. Szekli	Monotonicity and dependence properties of sojourn and cycle times in closed networks	–
2000-04	Erhard Kremer	Further on Largest Claims Reinsurance	–
2000-03	Erhard Kremer	Aktuarielle Notizen	–
2000-02	Christian Hennig	Regression Fixed Point Clusters: Motivation, Consistency and Simulations	–
2000-01	Alexander Ivanov, Silvelyn Zwanzig	Saddlepoint expansions in linear regression	–

1999

1999-09	J. Hurt, P. Lachout, D. Pfeifer	On an estimation problem for type I censored spatial poisson processes	–
1999-08	Lutz Mattner	Minimal sufficient statistics in location–scale parameter models	–
1999-07	Hans Daduna, Bernadette Desert	Discrete time tandem networks: The effect of different regulation schemes for simultaneous events on customer oriented performance measures	–
1999-06	Lutz Mattner	Sufficiency, exponential families, and algebraically independent numbers	–
1999-05	Christian Hennig	FIXMAHAL and FIXREG: Software for Fixed Point Cluster Analysis	–
1999-04	Lutz Mattner	Product measurability, parameter integrals, and a Fubini counterexample	–
1999-03	Günter Heimann, Georg Neuhaus	On Asymptotic and Exact Conditional Distributions for Peto's Combined Test for Carcinogenicity Assays	–
1999-02	Lutz Mattner	Complex differentiation under the integral	–
1999-01	K. A. Borovkov, Dietmar Pfeifer	Estimates for the syracuse problem via a probabilistic model	–

1998

1998-11	H. Daduna, P.S. Knopov	Optimal Admission Control for M/D/1/K Queuing Systems.	–
1998-10	L. Mattner	What are cumulants?	–
1998-09	G. Neuhaus	Rank Tests in Survival Analysis.	–
1998-08	H. Daduna, P.S. Knopov, L. P. Tur	Optimal Base Stock Strategies for Inventory Systems with general cost function.	–
1998-07	E. Kremer	Notes on Discounting Theory.	–
1998-06	B. Roos	Multinomial and Krawtchouk approximations to the generalized multinomial distribution.	–
1998-05	C. Hennig	Fixed Point Clusters, Clusterwise Linear Regression.	[Download (ps.gz)]
1998-04	C. Hennig	Was ist Wahrscheinlichkeit? Konstruktivistische Überlegungen.	[Download (ps.gz)]
1998-03	E. Kremer	News on Statistical Loss Reserving.	–
1998-02	H. Daduna, S. Meyer	Sojourn times in tandem queues with state–dependent arrival rates.	–
1998-01	E. Kremer	Two notes on credibility.	–

1997

1997-15	D. Pfeifer, C. Hipp	Risikotheoretische Konzepte unter Maple und Excel.	–
1997-14	E. Kremer	News on Reinsurance Mathematics.	–
1997-13	B. Roos	Binomial Approximation to the Poisson binomial distribution: The Krawtchouk expansion.	–
1997-12	H. Daduna, R. Szekli	On the Correlation of Sojourn Times in Open Networks of Exponential Multiserver Queues.	–
1997-11	S. Zwanzig, A. Kukush	On a corrected contrast estimator in the implicit nonlinear functional relation model.	–
1997-10	S. Zwanzig	Application of Hipparcos dates: A new statistical method for star reduction.	–
1997-09	E. Kremer	Die verallgemeinerte Pareto–Verteilung in der Rückversicherung.	–
1997-08	L. Mattner	On Burdick's symmetry problem.	–
1997-07	G. Neuhaus	Conditional and Unconditional Two–Sample Rank Tests for Truncated Data.	–
1997-06	H. Daduna	Discrete time analysis of a state dependent tandem system with different customer types.	–
1997-05	B. Roos	On the rate of multivariate Poisson convergence.	–
1997-04	D. Pfeifer	A statistical model to analyse catastrophe claims by means of record values.	–
1997-03	S. Zwanzig, A. Kukush	Consistency and inconsistency of the weighted least squares estimator in linear functional relations with dependent error terms.	–
1997-02	L. Mattner	Remarkable asymmetric random walks.	–
1997-01	G. Neuhaus	On Testing Tumor Onset Times.	–

1996

1996-16	D. Heck–Boldebuck, F. Liese, G. Neuhaus	Two–sample tests for unequally truncated data.	–
1996-15	B. Roos	Metric Multivariate Poisson Approximation of a Generalized Multinomial Distribution.	–
1996-14	B. Roos	Asymptotics and sharp bounds in the Poisson approximation to the Poisson binomial distribution.	–
1996-13	H. Daduna	Discrete time queueing networks: Recent Developments.	–
1996-12	S. Zwanzig, A. Kukush	On inconsistency of the least squares estimator in nonlinear functional error–in–variables models.	–
1996-11	G. Neuhaus, D. Heck-Boldebuck, G. Heimann	Analysing Carcinogenity Assays without Cause of Death Information.	–
1996-10	G. Neuhaus, G. Heimann	The Permutational Distribution of the Log–Rank Statistic under Random Censorship with Applications to Carcinogenity Assays.	–
1996-09	E. Kremer	Robust Lagfactors.	–
1996-08	S. Zwanzig	On an orthogonal series estimator in nonparametric functional relations.	–
1996-07	G. Neuhaus, L.-X. Zhu	Projected Sign and Rank Tests for Multivariate Location Problems.	–
1996-06	C. Hennig	Identifiability of Finite Linear Regression Mixtures.	[Download (ps.gz)]
1996-05	D. Pfeifer, B. Heidergott	The zero utility principle for scale families of risk distributions.	–
1996-04	G. Neuhaus, L.-X. Zhu	Permutation Tests for Reflected Symmetry.	–
1996-03	C. Hennig	Fixed Point Clusters and Their Relation to Stochastic Models.	[Download (ps.gz)]
1996-02	D. Pfeifer	On Asymptotic Behaviour of Weighted Sample Quantiles.	–
1996-01	E. Kremer	Threshold Lossreserving.	–

1995

1995-09	S. Zwanzig, A. V. Ivanov	Application of Saddlepoint Approximation in Nonlinear Regression.	–
1995-08	L. Mattner	Strict definiteness of integrals via complete monotonicity of derivatives.	–
1995-07	L. Mattner, K. Müller	Convolutions and Fourier transforms of unbounded measures.	–
1995-06	D. Pfeifer, K. Borovkov	On Improvements of the Order of Approximation in the Poisson Limit Theorem.	–
1995-05	D. Pfeifer, K. Borovkov	Pseudo–Poisson Approximation for Markov Chains.	–
1995-04	H. Daduna	Some Results for Steady–State and Sojourn Time Distribution in Open and Closed Linear Networks of Bernoulli Servers with State–Dependent Service and Arrival Rates.	–
1995-03	H. Daduna	The joint distribution of sojourn times for a customer traversing a series of queues: The discrete time case.	–
1995-02	C. Hennig	Fixed cluster analysis for regression data: Computation and weak consistency.	–
1995-01	E. Kremer	Credibility for stationarity.	–

1994

1994-09	S. Zwanzig	Tests of fit in nonlinear regression.	–
1994-08	E. Kremer	Individuelle Rückversicherungsverträge mit zeitvariablem Selbstbehalt.	–
1994-07	H. Daduna	Sojourn time distributions in non–product–form queueing networks.	–
1994-06	H. Daduna	The cycle time distribution in a cycle of Bernoulli servers in discrete time.	–
1994-05	G. Neuhaus, A. Janssen	Two sample rank tests for censored data with non–predictable weights.	–
1994-04	L. Mattner	Complete order statistics in parametric models.	–
1994-03	L. Mattner	Optimal unbiased means, polynomial moment relations, and natural exponential families.	–
1994-02	E. Kremer	Robust credibility via robust Kalman filtering.	–
1994-01	E. Kremer	INAR and IBNR.	–

1993

1993-09	E. Kremer	Empirical Kalman–Credibility.	–
1993-08	L. Mattner	Mean unbiased medians, median unbiased means, and symmetric random walks.	–
1993-07	K. Behnen	A modification of least squares with high efficiency and high breakdown point in linear regression.	–
1993-06	C. Hennig	Efficient high–breakdown–estimators in robust regression: What function to choose?	–
1993-05	G. Neuhaus	Conditional rank tests for the two–sample problem with partially observed data.	–
1993-04	E. Kremer	Random coefficient autoregressive loss reserving.	–
1993-03	E. Kremer	A probable maximum loss theory.	–
1993-02	E. Kremer	Recursive largest claims reinsurance rating, revisited.	–
1993-01	E. Kremer	Certain extensions of the chain–ladder–technique.	–

1992

1992-10	L. Mattner	On asymmetric laws with symmetric convolution powers and an error of Kagan, Linnik and Rao.	–
1992-09	M. Weba	Fitting a parametric distribution for large claims in case of censored or partitioned data.	–
1992-08	L. Mattner, U. Kamps	An identity for expectations of functions of order statistics.	–
1992-07	L. Mattner, M. Reinders	Uniformly minimum variance unbiased estimators in additive models with bounded residuals are deterministic.	–
1992-06	G. Neuhaus	Conditional rank tests for the two–sample problem under random censorship: Treatment of ties.	–
1992-05	C. Hipp	Pollard's CLT and the delta–method.	–
1992-04	B. Heidergott	Simultaneous events in queueing systems and their impact on perturbation analysis derivative estimation.	–
1992-03	L. Mattner	Some incomplete but boundedly complete location families.	–
1992-02	H. Daduna, R. Szekli	A queueing theoretical proof of an increasing property for Polya frequency functions.	–
1992-01	H. Daduna, R. Szekli	Positive and negative dependence in Markovian networks.	–

1991

1991-04	G. Neuhaus	On the asymptotic equivalence of conditional and unconditional rank tests for the two–sample problem under possibly unequal random censorship, Part II (General distributions and simulations).	–
1991-03	J. Kreyser	Verweilzeitverteilung in G/M/m/∞–Reparatursystemen mit austauschbaren Teilen.	–
1991-02	L. Mattner	Completeness of location families, translated moments, and uniqueness of changes.	–
1991-01	G. Neuhaus	On the asymptotic equivalence of conditional and unconditional rank tests for the two–sample problem under unequal random censorship.	–

1990

1990-07	R. Möhring	Bootstrapping parameter estimates in long–memory time series models.	–
1990-06	M. Weba	Estimating non–differentiable functions of multinomial probabilities.	–
1990-05	G. Hübner	Adaptive policy–iteration and policy–value–iteration for discounted Markov decision processes.	–
1990-04	M. Weba	Interpolation of random functions.	–
1990-03	G. Neuhaus	A conditional Kolmogorov–Smirnov test for the two sample problem under random censorship.	–
1990-02	G. Neuhaus	The Kolmogorov–Smirnov test in a competing risk model.	–
1990-01	R. Möhring	Parameter estimation in Gaussian intermediate–memory time series.	–

1989

1989-07	G. Hübner	Estimation and adaptive control of span–contracting Markov decision processes.	–
1989-06	H. Daduna	On the stability of queueing systems under precedence restrictions for the service of customers.	–
1989-05	G. Neuhaus	Some linear and nonlinear rank tests for competing risks models.	–
1989-04	K. Behnen, G. Neuhaus	Likelihood ratio rank tests for the two–sample problem with randomly censored data.	–
1989-03	H. Daduna	The method of adjusted transfer rates for computing delay time distributions in data communication systems with window flow control.	–
1989-02	H. Daduna	On network flow equations and splitting formulas for sojourn times in queueing networks.	–
1989-01	J. Hemker	A note on sojourn times in queueing networks with multiserver nodes.	–

1988

1988-07	J.-P. Kreiss, Franke	Bootstrapping stationary ARMA–models.	–
1988-06	J.-P. Kreiss	Bootstrap–procedures for AR(∞)–processes.	–
1988-05	J.-P. Kreiss	Asymptotics for the empirical distribution of residuals in autoregressions with infinite order.	–
1988-04	J.-P. Kreiss	Local asymptotic normality for autoregression with infinite order.	–
1988-03	H. Daduna	Note on the ergodicity of closed queueing networks.	–
1988-02	M. Weba	A quantitative Korovkin theorem for random functions with multivariate domains.	–
1988-01	H. Daduna	A concurrency control problem in a time–sharing system with different job types.	–

1987

1987-11	M. Weba	Simulation and approximation of stochastic processes by spline function.	–
1987-10	H. Daduna	Simultaneous busy periods for nodes in a stochastic network.	–
1987-09	G. Neuhaus	Linear rank tests with estimated score functions for the two–sample problem with randomly censored data.	–
1987-08	G. Hübner	A unified approach to adaptive control of average reward Markov decision processes.	–
1987-07	C. Hipp	Estimators and confidence intervals for ruin probabilities.	–
1987-06	J. Stein	On efficiency of linear programming applied on discounted Markovian decision problems.	–
1987-05	G. Neuhaus	Asymptotically optimal rank tests for the two–sample problem with randomly censored data.	–
1987-04	M. Weba	Quantitative results on monotone approximation of stochastic processes.	–
1987-03	E. Kremer	An upper bound for the net premium of the general reinsurance/math/de/forschung/bereiche/st–develop/publikationen/preprint–archiv. .	–
1987-02	J. Stein	Linear programming of discounted Markovian decision problems: A Fortran– code.	–
1987-01	H. Daduna	Exchangeable items in repair systems: Delay times.	–

1986

1986-11	G. Neuhaus	A class of quadratic goodness of fit tests.	–
1986-10	G. Hübner	On the robustness of searching algorithms for multi–objective Markov decision problems.	–
1986-09	M. Weba	A note on parameter estimation of differentiable ergodic processes.	–
1986-08	H. Daduna	Busy periods for subnetworks in stochastic networks.	–
1986-07	M. Weba	Quadrature of smooth stochastic processes.	–
1986-06	J.-P. Kreiss	On stochastic estimation.	–
1986-05	H. Daduna	On the busy period in networks of queues: Mean value analysis.	–
1986-04	H. Daduna	The mean busy period duration for open networks of queues.	–
1986-03	H. Daduna	Optimale Zugangskontrolle an parallelen exponentiellen Bedienungssystemen – ein einfacher Beweis des Satzes von Winston –.	–
1986-02	E. Kremer	Robust premium principles.	–
1986-01	H. Daduna	Optimal control of a queueing system with an exponential and an Erlangian server and renewal input stream.	–

1985

1985-11	J.-P. Kreiss	On adaptive estimation in autoregressive models when there are nuisance functions.	–
1985-10	E. Kremer	General exponential smoothing credibility.	–
1985-09	E. Kremer	Recursive calculation of the net premium for largest claims... .	–
1985-08	K. Lohse	The consistency of the bootstrap.	–
1985-07	J.-P. Kreiss	Repeated significance tests for stationary ARMA–processes.	–
1985-06	H. Daduna	Repair times in a two–echelon repair system with control.	–
1985-05	E. Kremer	Reinsurance premiums under special claims number distributions.	–
1985-04	H. Daduna	Cycle times in a starlike network with state–dependent routing.	–
1985-03	H. Braun	Weak convergence of assets processes with stochastic interest return.	–
1985-02	G. Neuhaus	Local asymptotics for one–sided linear rank statistics with estimated score functions.	–
1985-01	J.-P. Kreiss	Estimation of the distribution function of noise in stationary ARMA– models.	–

1984

1984-06	G. Neuhaus	Local asymptotics for linear rank statistics with estimated score functions.	–
1984-05	J.-P. Kreiss	On adaptive estimation and testing in ARMA–models – the multivariate case – .	–
1984-04	E. Kremer	Finite formulae for the premium of the general reinsurance treaty based on ordered claims.	–
1984-03	E. Kremer	Simple formulae for the premium of the LCR and ECOMOR treaties.	–
1984-02	J.-P. Kreiss	A note on M–estimation in stationary ARMA processes.	–
1984-01	J.-P. Kreiss	On adaptive estimation in stationary ARMA–processes.	–

1983

1983-04	K. Behnen, G. Neuhaus	Two–sample adaptive rank tests under type II censoring.	–
1983-03	G. Neuhaus	Some repeated goodness of fit tests when parameters are estimated.	–
1983-02	K. Behnen, M. Huskova	A simple algorithm for the adaption of scores and power behavior of the corresponding rank test.	–
1983-01	E. Kremer	A class of autoregressive models for predicting the final claims amount.	–

1982

1982-08	E. Kremer	An asymptotic formula for the net premiums of some reinsurance treaties.	–
1982-07	E. Kremer	Bahadur efficiency of linear rank tests – a survey.	–
1982-06	K. Mosler	Estimation under G–invariant quasi–convex–loss.	–
1982-05	E. Kremer	A distribution free bound for the premium of the LCR–treaty.	–
1982-04	K. Behnen, G. Neuhaus	Linear rank statistics with estimated scores for testing independence.	–
1982-03	E. Kremer	On autoregressive credibility models.	–
1982-02	K. Behnen, G. Neuhaus, F. Ruymgaart	A Chernoff–Savage theorem for rank statistics with estimated scores and rank estimators of score–functions.	–
1982-01	E. Kremer	Exponential smoothing and credibility theory.	–

1981

1981-10	K. Behnen, G. Neuhaus	Two–sample rank tests with estimated scores and the Galton test.	–
1981-09	E. Kremer	Rating of largest claims and ECOMOR–reinsurance treaties for large portfolios.	–
1981-08	E. Kremer	Credibility estimation for a class of evolutionary models.	–
1981-07	E. Kremer	Ein Modell zur Tarifierung von Kumul–Schadenexzedentenverträgen in der Unfallversicherung.	–
1981-06	E. Kremer	IBNR–claims and the two–way model of ANOVA.	–
1981-05	G. Neuhaus	H –contiguity in nonparametric testing problems and sample Pitman efficiency.	–
1981-04	E. Kremer	Das allgemeine Exposure–Verfahren zur Tarifierung von Unfall– Schadenexzedenten–Verträgen.	–
1981-03	W.-R. Heilmann	Predictive configural frequency analysis evaluated by simultaneous Berchtold–corrected fourfold X –tests.	–
1981-02	M. Lehnerdt	A note on optimal search and stop.	–
1981-01	W.-R. Heilmann	Statistik. Ein Einführungsvortrag.	–

1980

1980-10	M. Lehnerdt	On the structure of discrete sequential search problems and of their solutions.	–
1980-09	G. Hübner	Achievements and future tasks in applied stochastic decision processes.	–
1980-08	W.-R. Heilmann	Improved methods for calculating and estimating maximal stop–loss premiums.	–
1980-07	K. Behnen	Nichtparametrische Statistik: Zweistichproben Rangtests.	–
1980-06	E. Kremer	Bahadur efficiency at infinity of two–sample rank tests.	–
1980-05	E. Kremer	Asymptotic optimality of signed rank tests at infinity.	–
1980-04	E. Kremer	Local Bahadur efficiency of rank tests for the independence problem.	–
1980-03	E. Kremer	Local comparison of linear rank tests in the Bahadur sense.	–
1980-02	W.-R. Heilmann	Approximations and error bounds for multistage stochastic linear programs. Part 2: Approximation by a „larger“ model.	–
1980-01	G. Neuhaus, E. Kremer	Repeated chi–square testing.	–