Publications of Dr. Leonie V. Brinker

Preprints

Brinker, L.V. and Schmidli, H.: Maximisation of dividends with a drawdown penalty in a diffusion approximation under proportional reinsurance (2022). Submitted.

Publications in Peer-Reviewed Journals

Brinker, L.V. and Schmidli, H.: Optimisation of drawdowns by generalised reinsurance in the classical risk model (2023). Decisions in Economics and Finance, accepted for publication in May 2023.

Boado-Penas, M.C., Brinker, L.V., Eisenberg, J. and Korn, R.: Managing reputational risk in the decumulation phase of a pension fund (2023). Insurance: Mathematics and Economics, 109, 52-68.

Brinker, L.V. and Schmidli, S.: Optimal discounted drawdowns in a diffusion approximation under proportional reinsurance (2022). Journal of Applied Probability, 59: 2022.

Brinker, L.V. and Eisenberg, J.: Dividend optimisation: A behaviouristic approach (2021). Insurance: Mathematics and Economics, 101, 202-224.

Brinker, L.V.: Minimal Expected Time in Drawdown through Investment for an Insurance Diffusion Model (2021). Risks, 9(1): 17.

Monographies

Brinker, L.V.: Stochastic Optimisation of Drawdowns via Dynamic Reinsurance Controls (2022). Dissertation, Universität zu Köln.

Awards

Klaus-Liebrecht-Award 2022 (https://mathnat.uni-koeln.de/en/faculty/news/awards-and-honors-of-the-faculty/klaus-liebrecht-award)

GAUSS Prize 2022 (https://werde-aktuar.de/f%C3%BCr-studierende/gauss-nachwuchspreis)