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| | Preview | Author(s) | Title | Type | Issue Date |
| 1 | | Friesen, Martin ; Gerhold, Stefan ; Wiedermann, Kristof | Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts | Article Artikel  | May-2026 |
| 2 | | Bauer, Benedict ; Gerhold, Stefan | Self-similar Gaussian Markov processes | Article Artikel | 2026 |
| 3 | | Predota, Martin | Kapitalmarktprodukte & Geldpolitik : Grundlagen, Produkte, Praxisbeispiele | Book Buch | 2026 |
| 4 | | Altay, Sühan ; Arıkan, Emel | Managing supply delays with advance orders and contingent expediting in a single-period inventory model | Article Artikel | 2026 |
| 5 | | Colpo, Fabio | Optimising Restricted Dividends for an Ornstein-Uhlenbeck Surplus | Presentation Vortrag | 4-Dec-2025 |
| 6 |  | Garrappa, Roberto ; Gerhold, Stefan ; Popolizio, Marina ; Simon, Thomas | On some inequalities for the two-parameter Mittag-Leffler function in the complex plane | Article Artikel   | 1-Nov-2025 |
| 7 | | Wiedermann, Kristof | Three perspectives on the failure of the Markov property for stochastic Volterra integral equations | Presentation Vortrag | 16-Oct-2025 |
| 8 | | Colpo, Fabio ; Eisenberg, Julia | Optimal Dividends for an Ornstein-Uhlenbeck surplus | Inproceedings Konferenzbeitrag | 5-Sep-2025 |
| 9 | | Eisenberg, Julia | Reforming Public Pensions: Probabilistic perspectives | Inproceedings Konferenzbeitrag | 5-Sep-2025 |
| 10 | | Eisenberg, Julia | Transforming public pensions | Presentation Vortrag | 25-Aug-2025 |
| 11 | | Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan | Small-Time Central Limit Theorems for Stochastic Volterra Integral Equations and Their Implications on Volatility Derivatives | Inproceedings Konferenzbeitrag | 16-Jul-2025 |
| 12 | | Wiedermann, Kristof ; Gerhold, Stefan ; Friesen, Martin | Small-time central limit theorems for stochastic Volterra integral equations and an application towards volatility derivatives | Inproceedings Konferenzbeitrag | 11-Jul-2025 |
| 13 | | Colpo, Fabio ; Eisenberg, Julia | Optimal control for an Ornstein-Uhlenbeck surplus | Inproceedings Konferenzbeitrag | 10-Jul-2025 |
| 14 | | Colpo, Fabio ; Eisenberg, Julia | Optimal dividends for an insurance company with an Ornstein-Uhlenbeck surplus | Inproceedings Konferenzbeitrag | 4-Jul-2025 |
| 15 | | Eisenberg, Julia ; Colpo, Fabio | Lump sum dividends for a mean-avoiding Ornstein-Uhlenbeck process: explicit solutions | Inproceedings Konferenzbeitrag | 4-Jul-2025 |
| 16 | | Eisenberg, Julia ; Gerhold, Stefan ; Ziehaus, Christina | Finanz- und Versicherungsmathematik: altmodische Buchhaltung oder spannendes Berufs- und Forschungsfeld | Presentation Vortrag | 25-Apr-2025 |
| 17 | | Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan | Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts: Implications on the (non-)Markov property | Presentation Vortrag | 21-Feb-2025 |
| 18 | | Gerhold, Stefan | Dynamic trading under integer constraints and other market frictions | Presentation Vortrag | 7-Feb-2025 |
| 19 |  | Arandjelović, Aleksandar ; Rheinländer, Thorsten ; Shevchenko, Pavel V. | Importance sampling for option pricing with feedforward neural networks | Article Artikel | 2025 |
| 20 | | Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan | Small-Time Central Limit Theorems for Stochastic Volterra Integral Equations and Their Implications on Volatility Derivatives | Inproceedings Konferenzbeitrag | 2025 |
| 21 | | Grandits, Peter | A singularly perturbed ruin problem for a two-dimensional Brownian motion in the positive quadrant | Article Artikel | 2025 |
| 22 | | Grandits, Peter | The limiting case in the Sobolev embedding theorem and radial-symmetric functions | Article Artikel | 2025 |
| 23 | | Eisenberg, Julia ; Gerhold, Stefan ; Ziehaus, Christina | Finanz- und Versicherungsmathematik: altmodische Buchhaltung oder spannendes Berufs- und Forschungsfeld? | Inproceedings Konferenzbeitrag | 2025 |
| 24 | | Eisenberg, Julia | Einige Optimierungsprobleme unter Vorgabe einer Zielverteilung | Presentation Vortrag | 18-Nov-2024 |
| 25 | | Schmock, Uwe | Recursive Methods for the Aggregation of Dependent Risks with a View towards Numerical Stability | Presentation Vortrag | 5-Nov-2024 |
| 26 | | Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan | Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov property | Presentation Vortrag | 24-Oct-2024 |
| 27 | | Gerhold, Stefan ; Gülüm, Ismail Cetin ; Hubalek, Friedrich | Some musings on Strassen's theorem: From bid-ask spreads to life insurance | Presentation Vortrag | 21-Oct-2024 |
| 28 | | Colpo, Fabio ; Eisenberg, Julia | Optimal dividend for an Ornstein Uhlenbeck surplus | Inproceedings Konferenzbeitrag | 9-Sep-2024 |
| 29 | | Suppan, Johanna | On the correlation between extreme weather events and hospital admissions in Austria | Presentation Vortrag | 6-Sep-2024 |
| 30 | | Gerhold, Stefan ; Hubalek, Friedrich | The effect of policy cancellation on the risk of an insurance portfolio | Presentation Vortrag | 16-Aug-2024 |
| 31 | | Schmock, Uwe | Motivating Students to Study Mathematics and Actuarial Science | Presentation Vortrag | 14-Aug-2024 |
| 32 | | Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan | A small-time central limit theorem for stochastic Volterra integral equations and its implications on the Markov property | Presentation Vortrag | 12-Jul-2024 |
| 33 | | Eisenberg, Julia | Insurance - A Wide Field to Apply Probability | Inproceedings Konferenzbeitrag | 3-Jul-2024 |
| 34 | | Hubalek, Friedrich ; Gerhold, Stefan | The effect of policy cancellation on the risk of an insurance portfolio | Inproceedings Konferenzbeitrag | 27-May-2024 |
| 35 | | Eisenberg, Julia | Ornstein Uhlenbeck Process in Non life Insurance : The Beauty and the Beast | Presentation Vortrag | 20-May-2024 |
| 36 | | Eisenberg, Julia | Time is money: Interest rates in non-life insurance models | Presentation Vortrag | 10-May-2024 |
| 37 | | Gerhold, Stefan ; Wiedermann, Kristof ; Bauer, Benedict | On the non-Markov property: Gaussian processes and beyond | Presentation Vortrag | 17-Apr-2024 |
| 38 | | Eisenberg, Julia | Retirement: When time no longer equals money | Presentation Vortrag | 22-Feb-2024 |
| 39 | | Predota, Martin | Unisex-Prämien in der Lebensversicherung: Gelöste Beispiele mit den österreichischen Rechnungsgrundlagen 2024 | Book Buch | 2024 |
| 40 | | Schmock, Uwe | Equivalent Conditions for the Stochastic Exponential to be a Uniformly Integrable Martingale | Inproceedings Konferenzbeitrag | 2024 |
| 41 | | Wiedermann, Kristof | A Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov property | Inproceedings Konferenzbeitrag | 2024 |
| 42 | | Bauer, Benedict ; Gerhold, Stefan | A characterization of real matrix semigroups | Article Artikel | 2024 |
| 43 |  | Bauer, Benedict ; Gerhold, Stefan | The Fan-Taussky-Todd inequalities and the Lumer-Phillips theorem | Article Artikel | 2024 |
| 44 | | Schmock, Uwe ; Vonach, Karoline | On Matrix-Valued Gamma Distributions in Multivariate Poisson Mixture Models | Inproceedings Konferenzbeitrag | 2024 |
| 45 | | Vonach, Karoline ; Schmock, Uwe | On the Matrix-Valued Gamma Distribution in Multivariate Poisson Mixture Models | Inproceedings Konferenzbeitrag | 2024 |
| 46 | | Eisenberg, Julia ; Fabrykowski, Lukas ; Schmeck, Maren Diane | Reinsurance price as a two-state Markov jump process: how to find the optimal strategy | Inproceedings Konferenzbeitrag | 2024 |
| 47 | | Eisenberg, Julia ; Krühner, Paul | Measuring the suboptimality of dividend controls in a Brownian risk model | Article Artikel | Dec-2023 |
| 48 | | Gerhold, Stefan | Fractional models in financial option pricing | Presentation Vortrag | 28-Nov-2023 |
| 49 | | Wiedermann, Kristof | A CLT for Solutions to SVIEs and Their Non-Markovianity | Presentation Vortrag | 25-May-2023 |
| 50 | | Gerhold, Stefan | Fractional models from econophysics | Presentation Vortrag | 22-May-2023 |
| 51 | | Gerhold, Stefan | Die Mathematik der Finanzmärkte | Presentation Vortrag | 4-May-2023 |
| 52 | | Gerhold, Stefan ; Wiedermann, Kristof | A CLT for Solutions to Stochastic Volterra Integral Equations | Presentation Vortrag | 7-Mar-2023 |
| 53 | | Gerhold, Stefan | Asymptotic pricing of VIX options under rough volatility | Presentation Vortrag | 7-Mar-2023 |
| 54 |  | Boado-Penas, M. Carmen ; Brinker, Leonie Violetta ; Eisenberg, Julia ; Korn, Ralf | Managing reputational risk in the decumulation phase of a pension fund | Article Artikel | Mar-2023 |
| 55 |  | Gerhold, Stefan | Small ball probabilities and large deviations for grey Brownian motion | Article Artikel | 2023 |
| 56 | | Gerhold, Stefan | Consistency of option prices under bid-ask spreads | Inproceedings Konferenzbeitrag | 2023 |
| 57 | | Gerhold, Stefan ; Jacquier, Antoine ; Rosenbaum, Mathieu | Rough Heston | Book Contribution Buchbeitrag | 2023 |
| 58 |  | Gerhold, Stefan ; Simon, Thomas | A converse to the neo-classical inequality with an application to the Mittag-Leffler function | Article Artikel | 2023 |
| 59 |  | Colaneri, Katia ; Eisenberg, Julia ; Salterini, Benedetta | Some optimisation problems in insurance with a terminal distribution constraint | Article Artikel | 2023 |
| 60 |  | Eisenberg, Julia ; Krühner, Paul | On Itô’s formula for semimartingales with jumps and non-C² functions | Article Artikel | May-2022 |
| 61 | | Forde, Martin ; Fukasawa, Masaaki ; Gerhold, Stefan ; Smith, Benjamin | The Riemann-Liouville field and its GMC as 𝐻 → 0, and skew flattening for the rough Bergomi model | Artikel Article | Feb-2022 |
| 62 | | Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Sahin, Sule | Pandemics: Insurance and Social Protection | Buch Book | 2022 |
| 63 | | Boado-Penas, María del Carmen ; Demarco, Gustavo ; Eisenberg, Julia ; Lundberg, Kristoffer ; Şahin, Şule | All-Hands-On-Deck!—How International Organisations Respond to the COVID-19 Pandemic | Buchbeitrag Book Contribution | 2022 |
| 64 | | Boado-Penas, María del Carmen ; Eisenberg, Julia ; Şahin, Şule | COVID-19: A Trigger for Innovations in Insurance? | Buchbeitrag Book Contribution | 2022 |
| 65 |  | Eisenberg, Julia ; Fabrykowski, Lukas ; Schmeck, Maren Diane | Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model | Artikel Article | Apr-2021 |
| 66 | | Gerhold, Stefan | Asymptotic pricing of VIX options under rough volatility | Präsentation Presentation | 2021 |
| 67 | | Eisenberg, Julia | Dividend maximisation with negative and positive preference rates | Präsentation Presentation | 2021 |
| 68 | | Eisenberg, Julia | A reform idea for state pension schemes | Präsentation Presentation | 2021 |
| 69 | | Eisenberg, Julia | Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model | Präsentation Presentation | 2021 |
| 70 | | Gerhold, Stefan | Asymptotic pricing of VIX options under rough volatility | Präsentation Presentation | 2021 |
| 71 | | Grandits, Peter | Some Two Dimensional Controlled Ruin Problems | Präsentation Presentation | 2021 |
| 72 | | Eisenberg, Julia | Dividend maximisation with negative and positive preference rates: a behaviouristic interpretation | Präsentation Presentation | 2021 |
| 73 | | Bauer, Benedikt | Self-similar Gaussian Markov processes | Präsentation Presentation | 2021 |
| 74 | | Schmock, Uwe | Refined Doob Inequalities for Sigma-Integrable Submartingales: Applications to Intertemporal Risk Constraints | Präsentation Presentation | 2021 |
| 75 | | Klein, Maike | On the gain of collaboration | Präsentation Presentation | 2021 |
| 76 | | Boado-Penas, M. Carmen ; Eisenberg, Julia ; Korn, Ralf | Transforming Public Pensions: A Mixed Scheme With A Credit Granted By The State | Artikel Article | 2021 |
| 77 | | Grandits, Peter ; Klein, Maike | Ruin probability in a two-dimensional model with correlated Brownian motions | Artikel Article | 2021 |
| 78 | | Tomovski, Živorad ; Leškovski, Delčo ; Gerhold, Stefan | Generalized Mathieu Series | Buch Book | 2021 |
| 79 | | Predota, Martin | Unisex-Prämien in der Lebensversicherung - Einführung in die Kalkulation mit Beispielen aus der Praxis | Buch Book | 2021 |
| 80 | | Grandits, Peter | Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic drift | Artikel Article | 2021 |
| 81 | | Eisenberg, Julia ; Palmowski, Zbigniew | Optimal dividends paid in a foreign currency for a Levy insurance risk model | Artikel Article | 2021 |
| 82 | | Gerhold, Stefan | A note on large deviations in insurance risk | Artikel Article | 2021 |
| 83 | | Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil | Large deviations for fractional volatility models with non-Gaussian volatility driver | Artikel Article | 2021 |
| 84 | | Grandits, Peter | An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domains | Artikel Article | 2021 |
| 85 | | Hula, Andreas ; Fürnsinn, Florian ; Schwieger, Klemens ; Saleh, Peter ; Neumann, Manfred ; Ecker, Horst | Deriving a joint risk estimate from dynamic data collected at motorcycle rides | Artikel Article | 2021 |
| 86 | | Brinker, Leonie Violetta ; Eisenberg, Julia | Dividend optimisation: a behaviouristic approach | Artikel Article | 2021 |
| 87 | | Eisenberg, Julia ; Kremsner, Stefan ; Steinicke, Alexander | Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate | Artikel Article | 2021 |
| 88 | | Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Krühner, Paul | Maximizing with-profit pensions without guarantees | Artikel Article | 2021 |
| 89 | | Rieser, Christopher ; Filzmoser, Peter | Outlier detection for pandemic-related data using compositional functional data analysis | Buchbeitrag Book Contribution | 2021 |
| 90 | | Gerhold, Stefan ; Jacquier, Antoine ; Pakkanen, Mikko ; Stone, Henry ; Wagenhofer, Thomas | Pathwise large deviations for the rough Bergomi model: Corrigendum | Artikel Article | 2021 |
| 91 |  | Şahin, Şule ; Boado-Penas, María del Carmen ; Constantinescu, Corina ; Eisenberg, Julia ; Henshaw, Kira ; Hu, Maoqi ; Wang, Jing ; Zhu, Wei | First quarter chronicle of COVID-19: an attempt to measure government's response | Artikel Article | Dec-2020 |
| 92 |  | Schmock, Uwe ; Rudolph, Cordelia | Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's Recursion | Artikel Article | Jun-2020 |
| 93 | | Gerhold, Stefan ; Pinter, Arpad | Difference Equation Theory Meets Mathematical Finance | Buchbeitrag Book Contribution | 2020 |
| 94 | | Eisenberg, Julia | Ein Ansatz für ein angemessenes Rentenproduktdesign ohne Garantien | Präsentation Presentation | 2020 |
| 95 | | Eisenberg, Julia | Transforming public pensions: A mixed scheme with a credit granted by the state | Präsentation Presentation | 2020 |
| 96 | | Gerstenecker, Christoph | Large deviations for fractional volatility models with non-Gaussian volatility driver | Präsentation Presentation | 2020 |
| 97 | | Eisenberg, Julia | Reform proposals for occupational plans and state pension schemes | Präsentation Presentation | 2020 |
| 98 | | Gerstenecker, Christoph | Stochastic Volterra equations and rough volatility | Präsentation Presentation | 2020 |
| 99 | | Eisenberg, Julia | Time is not just money | Präsentation Presentation | 2020 |
| 100 | | Eisenberg, Julia | On some control problems in pension insurance | Präsentation Presentation | 2020 |
