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 281-300 of 729 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
281Grandits, Peter A penalized dividend optimization problem in a Brownian setting with finite time horizonPräsentation Presentation2013
282Schmock, Uwe Approximation and Aggregation of Risks by Variants of Panjer's RecursionPräsentation Presentation2013
283Gerhold, Stefan Some traces of discrete mathematics in mathematical financePräsentation Presentation2013
284Rudolph, Cordelia Generalized Panjer's Recursion for Dependent Claim NumbersPräsentation Presentation2013
285Eisenberg, Julia Maximising Exponential Utility of Restricted Dividend Payments in a Brownian Risk ModelPräsentation Presentation2013
286Schmock, Uwe ; Hirhager, Karin Dependence of biometric and financial risks beyond the Solvency II framework part IIPräsentation Presentation2013
287Eisenberg, Julia Maximising Exponential Utility of Restricted Dividend Payments in a Brownian Risk ModelPräsentation Presentation2013
288Schmock, Uwe Interest Rate Modelling and the Dybvig­-Ingersoll­-Ross TheoremPräsentation Presentation2013
289Schmock, Uwe On the Existence of an Equivalent Martingale Measure in the Dalang-Morton-Willinger Theorem, which Preserves the Dependence StructurePräsentation Presentation2013
290Schmock, Uwe The Dalang-Morton-Willinger TheoremPräsentation Presentation2013
291Hirhager, Karin Conditional Quantiles, Conditional Weighted Expected Shortfall and Application to Risk Capital AllocationPräsentation Presentation2013
292Eisenberg, Julia Maximising Exponential Utility of Restricted Dividend Payments in a Brownian Risk ModelPräsentation Presentation2013
293Schmock, Uwe ; Hirhager, Karin Dependence of biometric and financial risks beyond the Solvency II framework part IPräsentation Presentation2013
294Gerhold, Stefan Small time central limit theorems for semimartingales with applicationsPräsentation Presentation2013
295Gerhold, Stefan Local volatility models: Approximation and regularizationPräsentation Presentation2013
296Gülüm, Ismail Cetin Quantitative Methods in Risk Management (Part II)Präsentation Presentation2013
297Altay, Sühan Digital double barrier options: Several barrier periods and structure floorsPräsentation Presentation2013
298Schmock, Uwe On the existence of an equivalent martingale measure in the Dalang-Morton-Willinger theorem, which preserves the dependence structurePräsentation Presentation2013
299Hirz, Jonas Conditional quantiles, conditional weighted expected shortfall and application to risk capital allocationPräsentation Presentation2013
300Gerhold, Stefan Portfoliooptimierung unter TransaktionskostenPräsentation Presentation2013