Grandits, P., & Klein, M. (2021). Ruin probability in a two-dimensional model with correlated Brownian motions. Scandinavian Actuarial Journal, 2021(5), 362–379. https://doi.org/10.1080/03461238.2020.1845788 ( reposiTUm)

Grandits, P. (2021). Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift. Bernoulli, 27(2). https://doi.org/10.3150/20-bej1257 ( reposiTUm)

Grandits, P. (2021). An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains. Journal of Differential Equations, 303, 183–213. https://doi.org/10.1016/j.jde.2021.08.039 ( reposiTUm)

Grandits, P., Kovacevic, R. M., & Veliov, V. M. (2019). Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model. Journal of Mathematical Analysis and Applications, 476(2), 665–695. https://doi.org/10.1016/j.jmaa.2019.04.005 ( reposiTUm)

Grandits, P. (2019). A two-dimensional dividend problem for collaborating companies and an optimal stopping problem. Scandinavian Actuarial Journal, 2019(1), 80–96. https://doi.org/10.1080/03461238.2018.1498387 ( reposiTUm)

Grandits, P. (2019). Some notes on Sonine-Gegenbauer integrals. Integral Transforms and Special Functions, 30(2), 128–137. https://doi.org/10.1080/10652469.2018.1538215 ( reposiTUm)

Grandits, P. (2019). A ruin problem for a two-dimensional Brownian motion with controllable drift in the positive quadrant. THEORY OF PROBABILITY AND ITS APPLICATIONS, 64(4), 811–823. https://doi.org/10.4213/tvp5276 ( reposiTUm)

Grandits, P. (2019). On the gain of collaboration in a two-dimensional ruin problem. European Actuarial Journal, 9(2), 635–644. https://doi.org/10.1007/s13385-019-00193-2 ( reposiTUm)

Grandits, P. (2016). Optimal consumption until ruin for an endowment described by an autonomous ODE for an infinite time horizon. Mathematics of Operations Research, 41(3), 953–968. https://doi.org/10.1287/moor.2015.0763 ( reposiTUm)

Grandits, P. (2015). An optimal consumption problem in finite time with a constraint on the ruin probability. Finance and Stochastics, 19(4), 791–847. https://doi.org/10.1007/s00780-015-0275-x ( reposiTUm)

Grandits, P. (2014). "Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian Model with absorption and finite time horizon. Applied Mathematics and Optimization, 69(2), 233–271. https://doi.org/10.1007/s00245-013-9223-3 ( reposiTUm)

Eisenberg, J., Grandits, P., & Thonhauser, S. (2014). Optimal consumption under deterministic income. Journal of Optimization Theory and Applications, 160(1), 255–279. https://doi.org/10.1007/s10957-013-0320-x ( reposiTUm)

Grandits, P. (2013). Optimal Consumption in a Brownian Model with Absorption and Finite Time Horizon. Applied Mathematics and Optimization, 67(2), 197–241. https://doi.org/10.1007/s00245-012-9185-x ( reposiTUm)

Grandits, P., & Thonhauser, S. (2011). Risk averse asymptotics in a Black-Scholes market on a finite time horizon. Mathematical Methods of Operations Research, 74(1), 21–40. https://doi.org/10.1007/s00186-011-0347-4 ( reposiTUm)

GRANDITS, P., KAINHOFER, R., & TEMNOV, G. (2010). On the impact of hidden trends for a compound Poisson model with Pareto-type claims. International Journal of Theoretical and Applied Finance, 13(06), 959–978. https://doi.org/10.1142/s0219024910006066 ( reposiTUm)

Grandits, P., & Temnov, G. (2010). A global consistency result for the two-dimensional Pareto distribution in the presence of mis-specified inflation. Finance and Stochastics, 14(4), 569–591. https://doi.org/10.1007/s00780-010-0126-8 ( reposiTUm)

Grandits, P. (2008). A regularity theorem for a Volterra integral equation of the third kind. Journal of Integral Equations and Applications, 20(4). https://doi.org/10.1216/jie-2008-20-4-507 ( reposiTUm)

Grandits, P., Hubalek, F., Schachermayer, W., & Žigo, M. (2007). Optimal expected exponential utility of dividend payments in a Brownian risk model. Scandinavian Actuarial Journal, 2007(2), 73–107. https://doi.org/10.1080/03461230601165201 ( reposiTUm)

Grandits, P., & Summer, C. (2007). Risk averse asymptotics and the optional decomposition. Theory of Probability & Its Applications, 51(2), 325–334. https://doi.org/10.1137/s0040585x97982384 ( reposiTUm)

Grandits, P. (2005). Minimal Ruin probabilities and investment under interest force for a class of subexponential distributions. Scandinavian Actuarial Journal, 2005(6), 401–416. http://hdl.handle.net/20.500.12708/172047 ( reposiTUm)

Grandits, P., & Rheinländer, T. (2002). On the minimal entropy martingale measure. Annals of Probability, 30(3), 1003–1038. http://hdl.handle.net/20.500.12708/174482 ( reposiTUm)

Grandits, P. (2021). Some Two Dimensional Controlled Ruin Problems. 24th International Congress on Insurance: Mathematics and Economics (IME 2021), Online Event, Unknown. http://hdl.handle.net/20.500.12708/123395 ( reposiTUm)

Kovacevic, R., Veliov, V., & Grandits, P. (2019). Optimal Control and the Value of Information for a Stochastic Epidemiological SIS-Model. 30th European Conference on Operational Research, Dublin, Ireland. http://hdl.handle.net/20.500.12708/123052 ( reposiTUm)

Grandits, P. (2019). On the gain of collaboration in a two dimensional ruin problem. 23rd International Congress on Insurance: Mathematics and Economics (IME 2019), Technical University of Munich (TUM), Germany. http://hdl.handle.net/20.500.12708/122790 ( reposiTUm)

Grandits, P. (2018). Some applications of stochastic control for ruin problems in insurance mathematics. Bielefeld Stochastic Afternoon - Math Finance Session, Bielefeld, Germany. http://hdl.handle.net/20.500.12708/122529 ( reposiTUm)

Grandits, P. (2017). A two dimensional dividend problem for collaborating companies and an optimal stopping problem. IME 2017 - 21th International Congress on Insurance: Mathematics and Economics, TU Wien, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/122153 ( reposiTUm)

Grandits, P., Kovacevic, R., & Veliov, V. (2017). Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model. ECSO 2017 - European Conference on Stochastic Optimization, Rom, Italy. http://hdl.handle.net/20.500.12708/122210 ( reposiTUm)

Grandits, P., Kovacevic, R., & Veliov, V. (2017). Optimal control and the Value of Information for a Stochastic Epidemiological SIS-Model. OR 2017 International Conference on Operations Research, Berlin, Germany. http://hdl.handle.net/20.500.12708/122222 ( reposiTUm)

Grandits, P., Kovacevic, R., & Veliov, V. (2016). Optimal Control of a Stochastic Epidemiological SIS-Model. EULOG’2016, Wien, Austria. http://hdl.handle.net/20.500.12708/121564 ( reposiTUm)

Grandits, P. (2015). Some two-dimensional controlled ruin problems. 19th International Congress on Insurance: Mathematics and Economics, Liverpool, United Kingdom of Great Britain and Northern Ireland (the). http://hdl.handle.net/20.500.12708/121296 ( reposiTUm)

Grandits, P. (2014). On some stochastic optimization problems in Actuarial Mathematics. 3rd Austrian Stochastics Days, Leoben, Austria. http://hdl.handle.net/20.500.12708/120955 ( reposiTUm)

Grandits, P. (2013). A penalized dividend optimization problem in a Brownian setting with finite time horizon. IME Conference on Insurance, Mathematics and Economics, Piräus, Greece, EU. http://hdl.handle.net/20.500.12708/120673 ( reposiTUm)

Grandits, P. (2011). Existence and asymptotic behavior of an optimal barrier function in a Brownian model for dividend. International Congress on Insurance: Mathematics and Economics, Leuven, Belgium, Non-EU. http://hdl.handle.net/20.500.12708/119894 ( reposiTUm)

Grandits, P. (2010). Optimal consumption in a Brownian model with finite time horizon. Université de Lausanne, Lausanne, Palais de Rumine, Non-EU. http://hdl.handle.net/20.500.12708/119408 ( reposiTUm)

Grandits, P. (2010). Optimal consumption in a Brownian model with absorption and finite time horizon. University Vienna, Vienna, Austria. http://hdl.handle.net/20.500.12708/119409 ( reposiTUm)

Grandits, P. (2010). On some optimization problems in risk theory. Kolloquium aus Finanz- und Versicherungsmathematik, TU Graz, Austria. http://hdl.handle.net/20.500.12708/119407 ( reposiTUm)

Grandits, P. (2009). Optimal dividends in finite time. International Congress on Insurance: Mathematics and Economics, Leuven, Belgium, Non-EU. http://hdl.handle.net/20.500.12708/119183 ( reposiTUm)

Grandits, P. (2008). Optimal investment and optimal divident strategies for an insurance company. Universität Ljubljana, Ljubljana, EU. http://hdl.handle.net/20.500.12708/118701 ( reposiTUm)

Grandits, P. (2007). Estimation of parameters for the Pareto and the GPD distribution in the presence of inflation. IME Conference on Insurance, Mathematics and Economics, Piräus, Greece, EU. http://hdl.handle.net/20.500.12708/118403 ( reposiTUm)

Grandits, P. (2006). Optimal expected exponential utility of dividend payments in a Brownian risk model. International Congress on Insurance: Mathematics and Economics, Leuven, Belgium, Non-EU. http://hdl.handle.net/20.500.12708/117974 ( reposiTUm)

Grandits, P. (2006). Optimal expected exponential utility of dividend payments in a Brownian risk model. University of Aarhus, Aarhus, DK, EU. http://hdl.handle.net/20.500.12708/117988 ( reposiTUm)

Grandits, P. (2005). Optimal Expected Exponential Utility of Dividend Payments in a Brownian Risk Model. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117762 ( reposiTUm)

Grandits, P. (2005). Optimal Investment for Insurers. 2nd International Conference of Applied Mathematics, Plovdiv, Bulgaria, Austria. http://hdl.handle.net/20.500.12708/117763 ( reposiTUm)

Grandits, P. (2004). A Karamyta type theorem and ruin probabilities for an insurer investing proportionally in the stock market. 8th International Congress on Insurance: Mathematics & Economics, Rome, Italy, Austria. http://hdl.handle.net/20.500.12708/116897 ( reposiTUm)

Grandits, P. (2003). Some remarks on asymptotic ruin probabilities and investment. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116576 ( reposiTUm)

Grandits, P. (2003). Asymptotic ruin probabilities. Probability Seminar, University of Zagreb, Croatia, Austria. http://hdl.handle.net/20.500.12708/116087 ( reposiTUm)

Grandits, P. (2002). Asymptotische Ruinwahrscheinlichkeiten und optimales Investment. Lecture Series “Wissenswertes aus der Mathematik,” TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116285 ( reposiTUm)

Grandits, P. (2002). Ruin probabilities and optimal investment. 6th International Congress on Insurance: Mathematics and Economics, Lisbon, Portugal, Austria. http://hdl.handle.net/20.500.12708/116088 ( reposiTUm)

Grandits, P. (2002). Optimal and proportianal investment for an Insurer. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/116089 ( reposiTUm)

Grandits, P. (2002). Optimales Investment bei Großschäden. Meeting of the “Deutsche Aktuarsvereinigung” (Astin Group), Weimar, Germany, Austria. http://hdl.handle.net/20.500.12708/116091 ( reposiTUm)

Grandits, P. (2002). Optimales Investment für ein Versicherungsunternehmen. TU Berlin, Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/116090 ( reposiTUm)

Grandits, P. (2001). Ruin Probability in the Presence of Regularly Varying Tails and Optimal Investment. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117144 ( reposiTUm)

Grandits, P. (2001). Ausgewählte Kapitel der Finanzmathematik. Two-hour lecture, University of Salzburg, Austria, Austria. http://hdl.handle.net/20.500.12708/116896 ( reposiTUm)

Grandits, P. (2001). Asymptotics for Pricing European Derivatives. FAM-Seminar: AKVFM Ausgewählte Kapitel der Stochastik, discussion on the book “Derivatives in Financial Markets with Stochastic Volatility” by Fouque, Papanicolaou and Sircar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116892 ( reposiTUm)

Grandits, P. (2001). Ruin probalities and optimal investment for regularly varying tails. Workshop for optimal control, Karlsruhe, Germany, Austria. http://hdl.handle.net/20.500.12708/116893 ( reposiTUm)

Grandits, P. (2000). Partial hedging in a stochastic enviroment I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117057 ( reposiTUm)

Grandits, P. (2000). From mean-variance hedging to hedging under exponential utility III. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117058 ( reposiTUm)

Grandits, P. (2000). Expotential Hedging and Entropic Penalties. 11th ECMI Conference - The European Consortium for Mathematics for Industry, University of Palermo, Italy, Austria. http://hdl.handle.net/20.500.12708/116894 ( reposiTUm)

Grandits, P. (2000). Expotential Hedging and the minimal entropy martingale measure. Workshop in Math. Finance, Konstanz, Germany, Austria. http://hdl.handle.net/20.500.12708/116895 ( reposiTUm)

Grandits, P. (1999). From meaning-variance hedging to hedging under exponential utility II. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116949 ( reposiTUm)

Grandits, P. (1999). From meaning-variance hedging to hedging under exponential utility I. TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116948 ( reposiTUm)