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
 
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OrgUnit's Publications


Results 21-40 of 729 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Gerhold, Stefan Asymptotic pricing of VIX options under rough volatilityPräsentation Presentation2021
22Gerhold, Stefan Asymptotic pricing of VIX options under rough volatilityPräsentation Presentation2021
23Eisenberg, Julia Dividend maximisation with negative and positive preference rates: a behaviouristic interpretationPräsentation Presentation2021
24Eisenberg, Julia A reform idea for state pension schemesPräsentation Presentation2021
25Rieser, Christopher ; Filzmoser, Peter Outlier detection for pandemic-related data using compositional functional data analysisBuchbeitrag Book Contribution2021
26Grandits, Peter ; Klein, Maike Ruin probability in a two-dimensional model with correlated Brownian motionsArtikel Article 2021
27Bauer, Benedikt Self-similar Gaussian Markov processesPräsentation Presentation2021
28Klein, Maike On the gain of collaborationPräsentation Presentation2021
29Grandits, Peter Asymptotics of the hitting probability for a small sphere and a two dimensional Brownian motion with discontinuous anisotropic driftArtikel Article 2021
30Predota, Martin Unisex-Prämien in der Lebensversicherung - Einführung in die Kalkulation mit Beispielen aus der PraxisBuch Book2021
31Tomovski, Živorad ; Leškovski, Delčo ; Gerhold, Stefan Generalized Mathieu SeriesBuch Book2021
32Boado-Penas, Maria Carmen ; Eisenberg, Julia ; Krühner, Paul Maximizing with-profit pensions without guaranteesArtikel Article 2021
33Gerhold, Stefan ; Jacquier, Antoine ; Pakkanen, Mikko ; Stone, Henry ; Wagenhofer, Thomas Pathwise large deviations for the rough Bergomi model: CorrigendumArtikel Article2021
34Eisenberg, Julia ; Fabrykowski, Lukas ; Schmeck, Maren Diane Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk ModelArtikel Article 2021
35Eisenberg, Julia Dividend maximisation with negative and positive preference ratesPräsentation Presentation2021
36Schmock, Uwe Refined Doob Inequalities for Sigma-Integrable Submartingales: Applications to Intertemporal Risk ConstraintsPräsentation Presentation2021
37Gerhold, Stefan A note on large deviations in insurance riskArtikel Article 2021
38Eisenberg, Julia Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk ModelPräsentation Presentation2021
39Grandits, Peter Some Two Dimensional Controlled Ruin ProblemsPräsentation Presentation2021
40Gerhold, Stefan ; Hubalek, Friedrich ; Tomovski, Živorad Asymptotics of some generalized Mathieu seriesArtikel Article 2020