OpenAlex | Johanna Gaier

Johanna Gaier

Author

Alternate names J. Gaier, Johanna Gaier

Institution TU Wien

Past institution TU Wien

H-index: 3

I10-index: 3

Works count: 4

Citations count: 189

Asymptotic ruin probabilities and optimal investment

2003 · Johanna Gaier, Peter Grandits, et al. · The Annals of Applied Probability

Ruin probabilities in the presence of regularly varying tails and optimal investment

2002 · Johanna Gaier, Peter Grandits · Insurance Mathematics and Economics

Ruin probabilities and investment under interest force in the presence of regularly varying tails

2004 · Johanna Gaier, Peter Grandits · Scandinavian Actuarial Journal