Ordered by research topics:
1. Finance- and Insurance Mathematics
2. Queueing Systems & Networks
3. Markov Decision Processes and Control
Some of the papers can be downloaded. Please note that these are not the final papers as they appeared in the journals.
Books
N. Bäuerle, U. Rieder: Markov Decision Processes with Applications to Finance. Springer, Universitext, 2011.
