Schmock, U., & Rudolph, C. (2020). Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer’s Recursion. Risks, 8(2), 43. https://doi.org/10.3390/risks8020043 ( reposiTUm)

Beiglböck, M., Eder, M., Elgert, C., & Schmock, U. (2018). Geometry of Distribution-Constrained Optimal Stopping Problems. Probability Theory and Related Fields, 172(1–2), 71–101. https://doi.org/10.1007/s00440-017-0805-x ( reposiTUm)

Hirz, J., Schmock, U., & Shevchenko, P. (2017). Crunching mortality and life insurance portfolios with extended CreditRisk+. Risk Magazine, 30, 98–103. http://hdl.handle.net/20.500.12708/147483 ( reposiTUm)

Hirz, J., Schmock, U., & Shevchenko, P. (2017). Actuarial Applications and Estimation of Extended CreditRisk+. Risks, 5(2), 23. https://doi.org/10.3390/risks5020023 ( reposiTUm)

Okhrati, R., & Schmock, U. (2015). Itô’s formula for finite variation Lévy processes: The case of non-smooth functions. Journal of Mathematical Analysis and Applications, 430(2), 1163–1174. https://doi.org/10.1016/j.jmaa.2015.05.025 ( reposiTUm)

Goldammer, V., & Schmock, U. (2012). Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality. Mathematical Finance, 22(1), 185–213. http://hdl.handle.net/20.500.12708/164939 ( reposiTUm)

Bäuerle, N., & Schmock, U. (2012). Dependence properties of dynamic credit risk models. Statistics & Risk Modeling, 29(3), 243–268. https://doi.org/10.1524/strm.2012.1101 ( reposiTUm)

Arnold, A., Drmota, M., Schmock, U., & Viertl, R. (2011). Mathematik in Wien: Technische Universität Wien. Internationale Mathematische Nachrichten, 216, 31–52. http://hdl.handle.net/20.500.12708/161907 ( reposiTUm)

Gerhold, S., Schmock, U., & Warnung, R. (2010). A Generalization of the Panjer Recursion and Numerically Stable Risk Aggregation. Finance and Stochastics, 14(1), 81–128. https://doi.org/10.1007/s00780-009-0104-1 ( reposiTUm)

Schachermayer, W., Schmock, U., & Teichmann, J. (2009). Non-monotone convergence in the quadratic Wasserstein distance. Lecture Notes in Mathematics, 131–136. https://doi.org/10.1007/978-3-642-01763-6_3 ( reposiTUm)

Kainhofer, R. F., Predota, M., & Schmock, U. (2006). The New Austrian Annuity Valuation Table AVÖ 2005R. Mitteilungen Der Aktuarvereinigung Österreichs, 13, 55–135. http://hdl.handle.net/20.500.12708/172051 ( reposiTUm)

Kainhofer, R. F., Predota, M., & Schmock, U. (2006). Die neue österreichische Rententafel AVÖ 2005R. Versicherungswirtschaft, 10, 847–851. http://hdl.handle.net/20.500.12708/172008 ( reposiTUm)

Shevchenko, P., Hirz, J., & Schmock, U. (2016). Forecasting leading death causes in Australia using extended CreditRisk+. In T. Weber (Ed.), MODSIM2015, 21st International Congress on Modelling and Simulation: Proceedings (pp. 966–972). Modelling and Simulation Society of Australia and New Zealand. http://hdl.handle.net/20.500.12708/41503 ( reposiTUm)

Shevchenko, P., Hirz, J., & Schmock, U. (2016). Forecasting Leading Death Causes in Australia using Extended CreditRisk+. In T. Weber (Ed.), MODSIM2015 21st International Congress on Modelling and Simulation: Abstracts (p. 211). Modelling and Simulation Society of Australia and New Zealand. http://hdl.handle.net/20.500.12708/41502 ( reposiTUm)

Engel, L., Steiner, A., Utz, P., Fabrykowski, L., & Schmock, U. (2012). FAM goes public. In Forschung für nachhaltige Entwicklung - Wissenschafter/innen und Jugendliche ziehen Bilanz (pp. 122–128). Studienverlag Innsbruck-Wien-Bozen. http://hdl.handle.net/20.500.12708/27818 ( reposiTUm)

Deuschel, J.-D., Gentz, B., König, W., Von Renesse, M., Scheutzow, M., & Schmock, U. (2012). Probability in Complex Physical Systems. In Honour of Erwin Bolthausen and Jürgen Gärtner. In Springer Proceedings in Mathematics. Springer Verlag Berlin-Heidelberg. https://doi.org/10.1007/978-3-642-23811-6 ( reposiTUm)

Schmock, U. (2021). Refined Doob Inequalities for Sigma-Integrable Submartingales: Applications to Intertemporal Risk Constraints. 8th European Congress of Mathematics, Portoroz/Rogla, Slowenien, Slovenia. http://hdl.handle.net/20.500.12708/123411 ( reposiTUm)

Schmock, U. (2019). Stochastische Analysis. Series of 12 Lectures, Salzburg Institute of Actuarial Studies, Universität Salzburg, Austria, Austria. http://hdl.handle.net/20.500.12708/123047 ( reposiTUm)

Schmock, U. (2018). Geometry of Distribution-Constrained Optimal Stopping Problems. Research in Options 2018, Rio de Janeiro, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/122551 ( reposiTUm)

Schmock, U. (2018). Geometry of Distribution-Constrained Optimal Stopping Problems. 13th German Probability and Statistics Days 2018, Universität Freiburg, Germany, EU. http://hdl.handle.net/20.500.12708/122525 ( reposiTUm)

Schmock, U. (2018). Finanzmathematik. Series of 12 Lectures, Salzburg Institute of Actuarial Studies, Universität Salzburg, Austria, Austria. http://hdl.handle.net/20.500.12708/122527 ( reposiTUm)

Schmock, U. (2018). Normal Variance Mixture Distributions as Approximations of Poisson Mixture Sums. BFS 2018 - 10th World Congress of the Bachelier Finance Society, Trinity College, Dublin, Ireland, EU. http://hdl.handle.net/20.500.12708/122533 ( reposiTUm)

Schmock, U. (2018). Existence and Properties of Optimal Strategies for Distribution-Constrained Discrete-Time Optimization Problems. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/122546 ( reposiTUm)

Schmock, U. (2018). Extended CreditRisk+: Dependent Defaults and Guarantees. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/122545 ( reposiTUm)

Schmock, U. (2017). On the Weak Convergence of Poisson-Mixture Sums via Stein’s Method. Workshop in Wahrscheinlichkeitstheorie, Statistik und Finanzmathematik, TU Dresden, Germany, EU. http://hdl.handle.net/20.500.12708/122161 ( reposiTUm)

Schmock, U. (2017). Normal Variance Mixture Distributions as Approximations of Poisson Mixture Sums. 12th Conference: Research in Options (RiO 2017), IMPA, Rio de Janeiro, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/122147 ( reposiTUm)

Schmock, U. (2017). Approximation of Poisson-Mixture Sums Using Stein’s Method. Sommer School “Ghiffa-Oggebbio X.” of the Sonderforschungsbereich SFB-TR12, Ghiffa-Oggebbio, Italy, EU. http://hdl.handle.net/20.500.12708/122150 ( reposiTUm)

Schmock, U. (2016). Term structure of defaultable bonds, an approach with Jacobi processes. 12th German Probability and Statistics Days, Bochum, Deutschland, EU. http://hdl.handle.net/20.500.12708/121724 ( reposiTUm)

Schmock, U. (2016). Versicherungsmathematik. PRO SCIENTIA Sommerakademie “Zufall,” Jufa, Raabs an der Thaya, Austria, Austria. http://hdl.handle.net/20.500.12708/121743 ( reposiTUm)

Schmock, U. (2016). Term structure of defaultable bonds, an approach with Jacobi processes. BFS 2016 - 9th World Congress of the Bachelier Finance Society, New York, U.S.A., Non-EU. http://hdl.handle.net/20.500.12708/121749 ( reposiTUm)

Schmock, U. (2016). Estimation of Stochastic Dependence via Kendall’s Tau. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/121750 ( reposiTUm)

Schmock, U. (2016). Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer’s Recursion. EAJ 2016 - 3rd European Actuarial Journal (EAJ) Conference, Claude Bernard Lyon 1 University, Lyon, France, EU. http://hdl.handle.net/20.500.12708/121758 ( reposiTUm)

Schmock, U. (2016). Lecture: Mathematical Statistics. Scuola Matematica Interuniversitaria - Graduate Summer Courses - Perugia 2016, Department of Mathematics of the University of Perugia, Italy, EU. http://hdl.handle.net/20.500.12708/121755 ( reposiTUm)

Schmock, U. (2016). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/121775 ( reposiTUm)

Schmock, U. (2016). A Joint Term Structure Model for Credit and Interest Rate Risk with Flexible Correlation Structure. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/121774 ( reposiTUm)

Schmock, U. (2016). Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer’s Recursion. 11th Conference: Research in Options (RiO 2016), IMPA, Rio de Janeiro, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/121778 ( reposiTUm)

Schmock, U. (2016). A Joint Term Structure Model for Credit and Interest Rate Risk with Flexible Correlation Structure. 3rd Workshop on Assessment of Risk, University of Sao Paulo, Sao Paolo, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/121780 ( reposiTUm)

Schmock, U. (2015). Finanzmathematik (Series of lectures). Actuariel courses, Salzburg Institute of Actuarial Studies, Universität Salzburg, Austria, Austria. http://hdl.handle.net/20.500.12708/121278 ( reposiTUm)

Schmock, U. (2015). On the Weak Convergence of Poisson-Mixture Sums via Stein’s Method. Workshop on New Directions in Stein´s Method, Institute for Mathematical Sciences, National University of Singapore, Singapore, Non-EU. http://hdl.handle.net/20.500.12708/121287 ( reposiTUm)

Schmock, U. (2015). Distribution-Restricted Portfolio Liquidation with Applications to Risk Management. Sommer School Beijing 2015 - Risk measures and optimization in finance and insurance, Beijing International Center for Mathematical Research, Beijing, China, Non-EU. http://hdl.handle.net/20.500.12708/121293 ( reposiTUm)

Schmock, U. (2015). Term structure of defaultable bonds, an approach with Jacobi processes. Educational Workshop and Conference on Research in Options (RiO 2015), IMPA, Rio de Janeiro, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/121315 ( reposiTUm)

Schmock, U. (2014). Optimal Absolute Moment Inequalities for Sums of Random Variables. 11th German Probability and Statistics Days, Ulm, EU. http://hdl.handle.net/20.500.12708/120978 ( reposiTUm)

Schmock, U. (2014). Estimation of Stochastic Dependence via Kendall’s Tau. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120961 ( reposiTUm)

Schmock, U. (2014). Conditional Weighted Expected Shortfall, Conditional Distortion Risk Measures, and Application to Risk Capital Allocation. 8th World Congress of the Bachelier Finance Society (BFS 2014), Brussels, Belgium, EU. http://hdl.handle.net/20.500.12708/120968 ( reposiTUm)

Schmock, U. (2014). Approximation and Aggregation of Risks by Variants of Panjer’s Recursion. IMPA Research Seminar, IMPA - Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro, Brasil, Non-EU. http://hdl.handle.net/20.500.12708/120934 ( reposiTUm)

Schmock, U. (2014). Adapted Dependence and Applications to Risk Managemen. Workshop “A Benchmark Approach to Investing, Pricing and Hedging,” University of Cape Town, South Africa, Non-EU. http://hdl.handle.net/20.500.12708/120983 ( reposiTUm)

Schmock, U. (2014). Modeling and Estimation of Dependent Credit Rating Transitions. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120984 ( reposiTUm)

Schmock, U. (2014). Estimation of Stochastic Dependence via Kendall’s Tau. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120985 ( reposiTUm)

Schmock, U. (2014). Conditional Weighted Expected Shortfall, Conditional Distortion Risk Measures, and Application to Risk Capital Allocation. Minicourses and Conference on Research in Options (RiO 2014), IMPA - Instituto Nacional de Matemática Pura e Aplicada, Rio de Janeiro, Brasil, Non-EU. http://hdl.handle.net/20.500.12708/120950 ( reposiTUm)

Schmock, U. (2014). Optimales Stoppen bei vorgegebener Verteilung der Stoppzeit. Doktoranden-Sommerschule im Rahmen des Sonderforschungsbereichs SFB-TR12, Ghiffa-Oggebbio, Italy, EU. http://hdl.handle.net/20.500.12708/120989 ( reposiTUm)

Schmock, U. (2014). Modeling and Estimation of Dependent Credit Rating. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120987 ( reposiTUm)

Schmock, U. (2013). Conditional Quantiles, Conditional Weighted Expected Shortfall and Application to Risk Capital Allocation. Quantitative Methods in Finance Conference (QMF), Sydney, Australia, Non-EU. http://hdl.handle.net/20.500.12708/120636 ( reposiTUm)

Schmock, U. (2013). Modeling and Estimation of Dependent Credit Rating Transitions. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120647 ( reposiTUm)

Schmock, U. (2013). Estimation of Stochastic Dependence via Kendall’s Tau. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120646 ( reposiTUm)

Schmock, U. (2013). Adapted Dependence and Applications to Risk Management. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120648 ( reposiTUm)

Schmock, U. (2013). Approximation and Aggregation of Risks by Variants of Panjer’s Recursion. Actuarial and Financial Mathematics Conference, Academy House Brussels, Brussels, Belgium, EU. http://hdl.handle.net/20.500.12708/120698 ( reposiTUm)

Schmock, U., & Hirhager, K. (2013). Dependence of biometric and financial risks beyond the Solvency II framework part II. Long Term Guarantees, Seminar der Österreichische Förderungsgesellschaft der Versicherungsmathematik, Hotel Bellevue, Vienna, Austria. http://hdl.handle.net/20.500.12708/120686 ( reposiTUm)

Schmock, U. (2013). Interest Rate Modelling and the Dybvig­-Ingersoll­-Ross Theorem. Doktoranden-Sommerschule im Rahmen des Sonderforschungsbereichs SFB-TR12, Ghiffa-Oggebbio, Italy, EU. http://hdl.handle.net/20.500.12708/120664 ( reposiTUm)

Schmock, U. (2013). On the Existence of an Equivalent Martingale Measure in the Dalang-Morton-Willinger Theorem, which Preserves the Dependence Structure. Doktoranden-Sommerschule im Rahmen des Sonderforschungsbereichs SFB-TR12, Ghiffa-Oggebbio, Italy, EU. http://hdl.handle.net/20.500.12708/120663 ( reposiTUm)

Schmock, U. (2013). The Dalang-Morton-Willinger Theorem. Doktoranden-Sommerschule im Rahmen des Sonderforschungsbereichs SFB-TR12, Ghiffa-Oggebbio, Italy, EU. http://hdl.handle.net/20.500.12708/120662 ( reposiTUm)

Schmock, U., & Hirhager, K. (2013). Dependence of biometric and financial risks beyond the Solvency II framework part I. Long Term Guarantees, Seminar der Österreichische Förderungsgesellschaft der Versicherungsmathematik, Hotel Bellevue, Vienna, Austria. http://hdl.handle.net/20.500.12708/120685 ( reposiTUm)

Schmock, U. (2013). On the existence of an equivalent martingale measure in the Dalang-Morton-Willinger theorem, which preserves the dependence structure. Advances in Mathematics of Finance - 6th General AMaMeF and Banach Center Conference, University of Warsaw, Warsaw, Poland, EU. http://hdl.handle.net/20.500.12708/120680 ( reposiTUm)

Schmock, U. (2013). Adapted Dependence and Applications to Risk Management. Sixth Brazilian Conference on Statistical Modelling in Insurance and Finance, Maresias, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/120693 ( reposiTUm)

Schmock, U. (2013). Adapted Dependence and Applications to Risk Management. Research Seminar, Falun (SWE), EU. http://hdl.handle.net/20.500.12708/120706 ( reposiTUm)

Schmock, U. (2013). On the Existence of an Equivalent Martingale Measure in the Dalang-Morton-Willinger Theorem, which Preserves the Dependence Structure. 18th ÖMG Congress and Annual DMV Meeting, Universität Innsbruck, Austria. http://hdl.handle.net/20.500.12708/120657 ( reposiTUm)

Schmock, U. (2013). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. Doktoranden-Sommerschule im Rahmen des Sonderforschungsbereichs SFB-TR12, Ghiffa-Oggebbio, Italy, EU. http://hdl.handle.net/20.500.12708/120665 ( reposiTUm)

Schmock, U. (2013). Modelling and Estimation of Stochastic Dependence. Sixth Brazilian Conference on Statistical Modelling in Insurance and Finance, Maresias, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/120694 ( reposiTUm)

Schmock, U. (2013). Modeling and Estimation of Dependent Credit Rating Transitions. Satellite Copula Workshop, Maresias, Brazil, Non-EU. http://hdl.handle.net/20.500.12708/120695 ( reposiTUm)

Schmock, U. (2012). On the Asymptotic Variance of the Estimator of Kendall’s Tau. 10th German Probability and Statistics Days 2012 - Stochastik-Tage Mainz, University of Mainz, Mainz, Germany, EU. http://hdl.handle.net/20.500.12708/120264 ( reposiTUm)

Schmock, U. (2012). Approximation and Aggregation of Risks by Variants of Panjer’s Recursion. Quantitative Methods in Finance Conference (QMF 2012), Cairns, Australia, Non-EU. http://hdl.handle.net/20.500.12708/120258 ( reposiTUm)

Schmock, U. (2012). Adapted Dependence in Continuous Time. 7th World Congress of the Bachelier Finance Society, Sydney, Australia, Non-EU. http://hdl.handle.net/20.500.12708/120259 ( reposiTUm)

Schmock, U. (2012). Series of twelve lectures: Finanzmathematik. Salzburg Institute of Actuarial Studies, Universität Salzburg, Salzburg, Austria, Austria. http://hdl.handle.net/20.500.12708/120268 ( reposiTUm)

Schmock, U. (2011). Aktuarielle Ausbildung für die Zukunft. Festveranstaltung 40 Jahre AVÖ, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/119889 ( reposiTUm)

Schmock, U. (2011). Modeling and estimation of dependent credit rating transitions. International Congress on Insurance: Mathematics and Economics, Leuven, Belgium, Non-EU. http://hdl.handle.net/20.500.12708/119888 ( reposiTUm)

Schmock, U. (2011). Modeling and estimation of dependent credit rating transitions. Seminar on Stochastic Analysis, Random Fields and Applications, Ascona, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/119886 ( reposiTUm)

Schmock, U. (2011). Modellierung und Schätzung stochastischer Abhängigkeiten. Kolloquium aus Finanz- und Versicherungsmathematik, TU Graz, Austria. http://hdl.handle.net/20.500.12708/119887 ( reposiTUm)

Schmock, U. (2010). On the Asymptotic Behaviour of the Estimator of Kendall’s Tau. International Congress on Insurance: Mathematics and Economics, Leuven, Belgium, Non-EU. http://hdl.handle.net/20.500.12708/119402 ( reposiTUm)

Schmock, U. (2010). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. Frankfurt MathFinance Conference, Frankfurt, Germany, EU. http://hdl.handle.net/20.500.12708/119404 ( reposiTUm)

Schmock, U. (2010). On the Asymptotic Behaviour of the Estimator of Kendall’s Tau. Conference of Advanced Mathematical Methods for Finance, Antalya, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/119403 ( reposiTUm)

Schmock, U. (2010). On the Asymptotic Behaviour of the Estimator of Kendall’s Tau. PRisMa Lab Evaluation, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/119643 ( reposiTUm)

Schmock, U. (2010). Modellierung und Schätzung stochastischer Abhängigkeiten. Mitgliederversammlung der Schweizerischen Aktuarsvereinigung, St. Gallen, Schweiz, Non-EU. http://hdl.handle.net/20.500.12708/119642 ( reposiTUm)

Schmock, U. (2009). Mathematik und Kreditrisiken. WWTF Mathematik und ...-Tag, Vienna, Austria. http://hdl.handle.net/20.500.12708/119169 ( reposiTUm)

Schmock, U. (2009). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. Conference of Advanced Mathematical Methods for Finance, Antalya, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/119168 ( reposiTUm)

Schmock, U. (2009). Numerisch stabile Verallgemeinerung der Panjer-Rekursion und Anwendung auf abhängige Kreditrisiken. Ruhr-Universität Bochum, Germany, EU. http://hdl.handle.net/20.500.12708/119197 ( reposiTUm)

Schmock, U. (2008). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. Special Semester on Stochastics with Emphasis on Finance, (RICAM) Austrian Academy of Sciences (ÖAW) , Linz, Austria. http://hdl.handle.net/20.500.12708/118900 ( reposiTUm)

Schmock, U. (2008). Generalization of the Dybvig-Ingersoll-Ross Theorem and Asymptotic Minimality. Quantitative Methods in Finance Conference (QMF), Sydney, Australia, Non-EU. http://hdl.handle.net/20.500.12708/118901 ( reposiTUm)

Schmock, U. (2008). A Generalization of Panjer’s Recursion and Numerically Stable Risk Aggregation. International Workshop: Credit Risk, Université Evry-Val-d’Essonne, France, EU. http://hdl.handle.net/20.500.12708/118662 ( reposiTUm)

Schmock, U. (2008). A generalization of Panjer’s recurssion and numerically stable risk aggregation. General AMaMeF Conference, Stefan Banach International Mathematical Center, Bedlewo, Poland, EU. http://hdl.handle.net/20.500.12708/118661 ( reposiTUm)

Schmock, U. (2008). Risk aggregation, numerical stability and a variation of Panjer’s recursion. Winter School on Mathematical Finance, Lunteren, Netherlands, EU. http://hdl.handle.net/20.500.12708/118660 ( reposiTUm)

Schmock, U. (2007). Large and Moderate Deviations of U-Empirical Measures: The Quest for the Best Topology. Universität Karlsruhe, Karlsruhe, Deutschland, Austria. http://hdl.handle.net/20.500.12708/118328 ( reposiTUm)

Schmock, U. (2007). Computation of the Portfolio Loss Distribution for Dependent Credit or Operational Risks. Workshop “Models of Credit and Operational Risks in the Financial Sector,” University Bozen, Italy, EU. http://hdl.handle.net/20.500.12708/118336 ( reposiTUm)

Schmock, U. (2007). Dependence Properties of Dynamic Credit Risk Models. Conference on Extreme Value Analysis, University Bern, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/118335 ( reposiTUm)

Schmock, U. (2007). Lecture: Introduction to Model and Credit Risk. Executive MBA Mergers & Acquisitions, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118334 ( reposiTUm)

Schmock, U. (2007). Investitionsstrategien für das virtuelle Glücksrad. FIT - Frauen in Technik, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118329 ( reposiTUm)

Schmock, U. (2007). Efficient and Numerically Stable Aggregation of Dependent Risks. Bank Austria, Wien, Austria. http://hdl.handle.net/20.500.12708/118331 ( reposiTUm)

Schmock, U. (2007). Efficient and Numerically Stable Aggregation of Dependent Risks. Mathematisches Forschungsinstitut Oberwolfach, Austria. http://hdl.handle.net/20.500.12708/118330 ( reposiTUm)

Schmock, U. (2007). Dependence Properties of Dynamic Credit Risk Models. Universität München, München, Germany, Austria. http://hdl.handle.net/20.500.12708/118333 ( reposiTUm)

Schmock, U. (2007). Dependence Properties of Dynamic Credit Risk Models. General AMaMeF Conference, Stefan Banach International Mathematical Center, Bedlewo, Poland, EU. http://hdl.handle.net/20.500.12708/118332 ( reposiTUm)

Schmock, U. (2007). Presentation of the Laboratory and its Activities, Introduction of the Scientific Talks. PRisMa Lab Evaluation, TU Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118431 ( reposiTUm)

Schmock, U. (2007). Aggregation von Risiken und eine Modifikation der Panjer-Rekursion. Versicherungsmathematisches Kolloquium, University Cologne, Germany, EU. http://hdl.handle.net/20.500.12708/118456 ( reposiTUm)

Schmock, U. (2006). Forschungsprojekte im Bereich des finanziellen Risikomanagements. Informationsveranstaltung “Unternehmensweites Risikomanagement,” Wirtschaftskammer Wien, Austria, Austria. http://hdl.handle.net/20.500.12708/118084 ( reposiTUm)

Schmock, U. (2006). Studying Financial and Actuarial Mathematics at the University of Technology Vienna. Workshop on Actuarial Education in Austria, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118100 ( reposiTUm)

Schmock, U. (2006). Modelling and Aggregation of Dependent Credit or Operational Risks. Risk Day, ETH Zürich, Zürich, Switzerland, Non-EU. http://hdl.handle.net/20.500.12708/118086 ( reposiTUm)

Schmock, U. (2006). Modelling and Aggregation of Dependent Credit or Operational Risks. TU Berlin, Berlin, Germany, EU. http://hdl.handle.net/20.500.12708/118090 ( reposiTUm)

Schmock, U. (2006). Stein’s method for proving the central limit and the Berry-Esséen theorem. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118107 ( reposiTUm)

Schmock, U. (2006). CreditRisk+ and Extensions. Workshop on Risk Analysis and Management, Antalya, Turkey, Non-EU. http://hdl.handle.net/20.500.12708/118041 ( reposiTUm)

Schmock, U. (2006). Modelling and Aggregation of Dependent Credit and Operational Risks. FERM 06 - Workshop on Financial Engineering and Risk Management, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117956 ( reposiTUm)

Schmock, U. (2005). Die neue Rentenversicherungssterbetafel AVÖ 2005R. Mathematisches Forschungsinstitut Oberwolfach, Austria. http://hdl.handle.net/20.500.12708/117478 ( reposiTUm)

Schmock, U. (2005). Models for Dependent Credit Risks and Their Calibration. Weierstraß Institute for Applied Analysis and Stochastics, Berlin, Germany, Austria. http://hdl.handle.net/20.500.12708/117470 ( reposiTUm)

Schmock, U. (2005). Presentation of the new Christian Doppler Laboratory on Portfolio Risk Management. FAM -Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117761 ( reposiTUm)

Schmock, U. (2005). Studying Actuarial Mathematics at Vienna University of Technology. Evaluation of the Department of Mathematics, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117203 ( reposiTUm)

Schmock, U. (2005). Stochastic models for credit risk. Cherry Bud Workshop 2005, Tokyo, Japan, Austria. http://hdl.handle.net/20.500.12708/117401 ( reposiTUm)

Schmock, U. (2004). Numerically Stable Computation of the Credit Loss Distribution in CreditRisk+. Half-day workshop at the Österreichische Nationalbank, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117205 ( reposiTUm)

Schmock, U., & Teichmann, J. (2004). Grundzüge der modernen Finanzmathematik. Two-day workshop of the ÖFdV, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117206 ( reposiTUm)

Schmock, U. (2004). Dependent Credit Risk Models and their Calibration. Workshop on Advanced Mathematical Methods for Finance, TU Munich, Germany, Austria. http://hdl.handle.net/20.500.12708/117204 ( reposiTUm)

Schmock, U. (2004). Introduction to CreditRisk+. Half-day workshop at the Österreichische Nationalbank, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117207 ( reposiTUm)

Schmock, U. (2004). Bernoulli and Poisson Mixture Models. Half-day workshop at the Österreichische Nationalbank, Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117208 ( reposiTUm)

Schmock, U. (2004). Einführung in die Kreditrisikomodellierung. Workshop of the Deutsche Aktuar Akademie (DAA), Günzburg, Germany, Austria. http://hdl.handle.net/20.500.12708/117191 ( reposiTUm)

Schmock, U. (2004). Introduction to Credit Risk Modelling. University of Lisbon, Portugal, Austria. http://hdl.handle.net/20.500.12708/117192 ( reposiTUm)

Schmock, U. (2004). Eine Einführung in Risikomaße und Kapitalallokationsprinzipien. Austrian Workshop on Asset Liability Management in Insurance (ALM 2004), TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/117123 ( reposiTUm)

Schmock, U. (2004). Einführung in die Kreditrisikomodellierung. Lecture Series “Wissenswertes aus der Mathematik,” TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116704 ( reposiTUm)

Schmock, U. (2003). Modelling Dependent Credit Risks with Mixture Models. Research Seminar of the Institute for Economics, Operations Research and System Theory, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116559 ( reposiTUm)

Schmock, U. (2003). Fixed Income Securities, Yield Curves and Stochastic Interest Rate Models. Workshop on the Modelling of Stock Markets (Actuarial Society of Austria), Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116560 ( reposiTUm)

Schmock, U. (2003). Fixed Income Securities, Yield Curves and Stochastic Interest Rate Models. Workshop on the Modelling of Stock Markets (Actuarial Society of Austria), Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116561 ( reposiTUm)

Schmock, U. (2003). Modelling Dependent Credit Risks with Mixture Models. Wirtschaftstheoretisches Forschungsseminar, University of Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/116562 ( reposiTUm)

Schmock, U. (2003). Modelling Frequency and Severity of Rare Events. Series of Lectures at Summer School on Stochastic Finance for Insurance, Dimitsana, Greece, Austria. http://hdl.handle.net/20.500.12708/116564 ( reposiTUm)

Schmock, U. (2003). Modelling Dependent Credit Risks. Series of Lectures at Summer School on Stochastic Finance for Insurance, Dimitsana, Greece, Austria. http://hdl.handle.net/20.500.12708/116565 ( reposiTUm)

Schmock, U. (2003). Modelling Dependent Credit Risks. Workshop on Financial and Actuarial Mathematics, University of Technology, Graz, Austria, Austria. http://hdl.handle.net/20.500.12708/116563 ( reposiTUm)

Schmock, U. (2003). Practical Techniques and Strategies for Managing Model Risk. Three-Day Single-Speaker  at Workshop on Practical Techniques and Strategies for Managing Model Risk, Centurion, South Africa, Austria. http://hdl.handle.net/20.500.12708/116566 ( reposiTUm)

Schmock, U. (2003). Financial Science in Zurich and the Master of Advandced Studies in Finance. Evaluation  of the Strategic Excellence Projects by the ETH Board, ETH Zurich, Switzerland, Austria. http://hdl.handle.net/20.500.12708/117157 ( reposiTUm)