Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik

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
 


Results 1-20 of 757 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Arandjelovic-2024-Finance and Stochastics-vor.pdf.jpgArandjelović, Aleksandar ; Rheinländer, Thorsten ; Shevchenko, Pavel V. Importance sampling for option pricing with feedforward neural networksArticle Artikel 2025
2Schmock, Uwe Recursive Methods for the Aggregation of Dependent Risks with a View towards Numerical StabilityPresentation Vortrag5-Nov-2024
3Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov propertyPresentation Vortrag24-Oct-2024
4Gerhold, Stefan ; Gülüm, Ismail Cetin ; Hubalek, Friedrich Some musings on Strassen's theorem: From bid-ask spreads to life insurancePresentation Vortrag21-Oct-2024
5Colpo, Fabio ; Eisenberg, Julia Optimal dividend for an Ornstein Uhlenbeck surplusInproceedings Konferenzbeitrag9-Sep-2024
6Suppan, Johanna On the correlation between extreme weather events and hospital admissions in AustriaPresentation Vortrag6-Sep-2024
7Gerhold, Stefan ; Hubalek, Friedrich The effect of policy cancellation on the risk of an insurance portfolioPresentation Vortrag16-Aug-2024
8Schmock, Uwe Motivating Students to Study Mathematics and Actuarial SciencePresentation Vortrag14-Aug-2024
9Wiedermann, Kristof ; Friesen, Martin ; Gerhold, Stefan A small-time central limit theorem for stochastic Volterra integral equations and its implications on the Markov propertyPresentation Vortrag12-Jul-2024
10Eisenberg, Julia Insurance - A Wide Field to Apply ProbabilityInproceedings Konferenzbeitrag3-Jul-2024
11Hubalek, Friedrich ; Gerhold, Stefan The effect of policy cancellation on the risk of an insurance portfolioInproceedings Konferenzbeitrag27-May-2024
12Eisenberg, Julia Ornstein Uhlenbeck Process in Non life Insurance : The Beauty and the BeastPresentation Vortrag20-May-2024
13Eisenberg, Julia Time is money: Interest rates in non-life insurance modelsPresentation Vortrag10-May-2024
14Gerhold, Stefan ; Wiedermann, Kristof ; Bauer, Benedict On the non-Markov property: Gaussian processes and beyondPresentation Vortrag17-Apr-2024
15Eisenberg, Julia Retirement: When time no longer equals moneyPresentation Vortrag22-Feb-2024
16Predota, Martin Unisex-Prämien in der Lebensversicherung: Gelöste Beispiele mit den österreichischen Rechnungsgrundlagen 2024Book Buch2024
17Schmock, Uwe Equivalent Conditions for the Stochastic Exponential to be a Uniformly Integrable MartingaleInproceedings Konferenzbeitrag2024
18Wiedermann, Kristof A Small-time central limit theorems for stochastic Volterra integral equations and their implications on the Markov propertyInproceedings Konferenzbeitrag2024
19Bauer, Benedict ; Gerhold, Stefan A characterization of real matrix semigroupsArticle Artikel 2024
20Bauer-2024-Journal of Inequalities and Special Functions-vor.pdf.jpgBauer, Benedict ; Gerhold, Stefan The Fan-Taussky-Todd inequalities and the Lumer-Phillips theoremArticle Artikel 2024