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 141-160 of 729 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
141Porkert, Piet Central and Non-Central Limit TheoremsPräsentation Presentation2017
142Porkert, Piet Upper bounds for the Wasserstein and Kolmogorov distances between random sums and their weak limits via Stein's methodPräsentation Presentation2017
143Elgert, Christiane Adapted Dependence by Optimal StoppingPräsentation Presentation2017
144Schmock, Uwe Normal Variance Mixture Distributions as Approximations of Poisson Mixture SumsPräsentation Presentation2017
145Gerhold, Stefan No-arbitrage under integrality constraintsPräsentation Presentation2017
146Schmock, Uwe Approximation of Poisson-Mixture Sums Using Stein's MethodPräsentation Presentation2017
147Altay, Sühan Yield Curve Scenario Generation with Independent Component AnalysisPräsentation Presentation2017
148Grandits, Peter A two dimensional dividend problem for collaborating companies and an optimal stopping problemPräsentation Presentation2017
149Eisenberg, Julia ; Krühner, Paul A Note on the Optimal Dividends Paid in a Foreign CurrencyArtikel Article2017
150Hirz, Jonas ; Schmock, Uwe ; Shevchenko, Pavel Crunching mortality and life insurance portfolios with extended CreditRisk+Artikel Article2017
151Hirz, Jonas ; Schmock, Uwe ; Shevchenko, Pavel Actuarial Applications and Estimation of Extended CreditRisk+Artikel Article2017
152Gülüm, Ismail Cetin Consistency of Option Prices under Bid-Ask Spreads and Implied Volatility Slope AsymptoticsPräsentation Presentation2016
153Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
154Eisenberg, Julia Unrestricted Deterministic Consumption under an Ornstein-Uhlenbeck Process as a Discount RatePräsentation Presentation2016
155Schmock, Uwe Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016
156Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
157Gülüm, Ismail Cetin Consistency of Option Prices under Bid-Ask SpreadsPräsentation Presentation2016
158Gülüm, Ismail Cetin A Variant of Strassen's Theorem with an Application to the Consistency of Option PricesPräsentation Presentation2016
159Gerhold, Stefan Option Pricing in the Moderate Deviations RegimePräsentation Presentation2016
160Altay, Sühan On the applications of term structure models with multivariate Jacobi processesPräsentation Presentation2016