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 241-260 of 729 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
241Eisenberg, Julia Optimal Reinsurance and Constrained Surplus Investment under Capital InjectionsPräsentation Presentation2014
242Hirz, Jonas Modelling Annuity Portfolios and Longevity Risk with Extended CreditRisk+Präsentation Presentation2014
243Gerhold, Stefan Small time central limit theorems for semimartingales and the implied volatility skewPräsentation Presentation2014
244Gerhold, Stefan The Small Maturity Implied Volatility Slope for Lévy ModelsPräsentation Presentation2014
245Schmock, Uwe Conditional Weighted Expected Shortfall, Conditional Distortion Risk Measures, and Application to Risk Capital AllocationPräsentation Presentation2014
246Schmock, Uwe Approximation and Aggregation of Risks by Variants of Panjer's RecursionPräsentation Presentation2014
247Schmock, Uwe Adapted Dependence and Applications to Risk ManagemenPräsentation Presentation2014
248Schmock, Uwe Modeling and Estimation of Dependent Credit Rating TransitionsPräsentation Presentation2014
249Schmock, Uwe Estimation of Stochastic Dependence via Kendall's TauPräsentation Presentation2014
250Gerhold, Stefan Disproof of a conjecture by Rademacher on partial fractionsPräsentation Presentation2014
251Schmock, Uwe Conditional Weighted Expected Shortfall, Conditional Distortion Risk Measures, and Application to Risk Capital AllocationPräsentation Presentation2014
252Gerhold, Stefan The Small-Maturity Implied Volatility Slope for Lévy ModelsPräsentation Presentation2014
253Gerhold, Stefan The Small Maturity Implied Volatility Slope for Lévy ModelsPräsentation Presentation2014
254Hirz, Jonas Modeling Annuity Portfolios Longevity Risk with Extended CreditRisk+Präsentation Presentation2014
255Eisenberg, Julia Optimal consumption under a stochastic interest ratePräsentation Presentation2014
256Schmock, Uwe Optimales Stoppen bei vorgegebener Verteilung der StoppzeitPräsentation Presentation2014
257Gerhold, Stefan Disproof of a conjecture by Rademacher on partial fractionsPräsentation Presentation2014
258Schmock, Uwe Modeling and Estimation of Dependent Credit RatingPräsentation Presentation2014
259Acciaio, Beatrice ; Svindland, Gregor On the Lower Arbitrage Bound of American Contingent Claims Mathematical FinanceArtikel Article2014
260Grandits, Peter "Existence and asymptotic behavior of an optimal barrier for an optimal consumption problem in a Brownian Model with absorption and finite time horizonArtikel Article2014