Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik

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Organization Name (de) Name der Organisation (de)
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
 
Code Kennzahl
E105-01
 
Type of Organization Organisationstyp
Research Division
 
Parent OrgUnit Übergeordnete Organisation
 
Active Aktiv
 

OrgUnit's Publications


Results 1-20 of 719 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Forde, Martin ; Fukasawa, Masaaki ; Gerhold, Stefan ; Smith, Benjamin The Riemann-Liouville field and its GMC as 𝐻 → 0, and skew flattening for the rough Bergomi modelArtikel Article Feb-2022
2Boado-Penas, María del Carmen ; Demarco, Gustavo ; Eisenberg, Julia ; Lundberg, Kristoffer ; Şahin, Şule ; Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Sahin, Sule All-Hands-On-Deck!—How International Organisations Respond to the COVID-19 PandemicBuchbeitrag Book Contribution 2022
3Boado-Penas, María del Carmen ; Eisenberg, Julia ; Şahin, Şule ; Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Sahin, Sule COVID-19: A Trigger for Innovations in Insurance?Buchbeitrag Book Contribution 2022
4Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Sahin, Sule Pandemics: Insurance and Social ProtectionBuch Book2022
5Grandits, Peter An Alexandrov-Bakelman-Pucci estimate for an anisotropic Laplacian with positive drift in unbounded domainsArtikel Article 2021
6Eisenberg, Julia ; Kremsner, Stefan ; Steinicke, Alexander Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest RateArtikel Article 2021
7Hula, Andreas ; Fürnsinn, Florian ; Schwieger, Klemens ; Saleh, Peter ; Neumann, Manfred ; Ecker, Horst Deriving a joint risk estimate from dynamic data collected at motorcycle ridesArtikel Article 2021
8Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil Large deviations for fractional volatility models with non-Gaussian volatility driverArtikel Article 2021
9Brinker, Leonie Violetta ; Eisenberg, Julia Dividend optimisation: a behaviouristic approachArtikel Article 2021
10Boado-Penas, M. Carmen ; Eisenberg, Julia ; Korn, Ralf Transforming Public Pensions: A Mixed Scheme With A Credit Granted By The StateArtikel Article 2021
11Gerhold, Stefan Asymptotic pricing of VIX options under rough volatilityPräsentation Presentation2021
12Gerhold, Stefan Asymptotic pricing of VIX options under rough volatilityPräsentation Presentation2021
13Eisenberg, Julia Dividend maximisation with negative and positive preference rates: a behaviouristic interpretationPräsentation Presentation2021
14Grandits, Peter Some Two Dimensional Controlled Ruin ProblemsPräsentation Presentation2021
15Eisenberg, Julia Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk ModelPräsentation Presentation2021
16Eisenberg, Julia A reform idea for state pension schemesPräsentation Presentation2021
17Eisenberg, Julia Dividend maximisation with negative and positive preference ratesPräsentation Presentation2021
18Rieser, Christopher ; Filzmoser, Peter ; Boado-Penas, María del Carmen ; Eisenberg, Julia ; Şahin, Şule Outlier detection for pandemic-related data using compositional functional data analysisBuchbeitrag Book Contribution2021
19Grandits, Peter ; Klein, Maike Ruin probability in a two-dimensional model with correlated Brownian motionsArtikel Article 2021
20Bauer, Benedikt Self-similar Gaussian Markov processesPräsentation Presentation2021