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Bienek, T.; Scherer, M.
Hedging and Valuation of Contingent Guarantees
Working Paper
2018
ESCOBAR M., R. ZAGST
Portfolio Optimization: Not Necessarily Concave Utility and Constraints on Wealth and Allocation
2021
Swishchuk A., Zagst R., G. Zeller
Hawkes Processes in Insurance: Risk Model, Application to Empirical Data and Optimal Investment
Insurance: Mathematics and Economics
2020
Alexis Derumigny, Jean-David Fermanian, Aleksey Min
Testing for equality between conditional copulas given discretized conditioning events
2020
Thomas Nagler, Daniel Krüger, Aleksey Min
Stationary vine copula models for multivariate time series
2020
Lichtenstern, A.; Zagst, R.
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
2020
Min, A.; Scherer, M.; Schischke, A.; Zagst, R.
Modeling Recovery Rates of Small- and Medium-Sized Entities in the US
Mathematics
2020
8
11
Zeller, G.; Scherer, M.
A comprehensive model for cyber risk based on marked point processes and its application to insurance
2020
Scherer, M.; Stahl, G.
The Standard Formula of Solvency II: A critical discussion
European Actuarial Journal
2020
Sloot, H.
The deFinetti representation of generalised Marshall–Olkin sequences
Dependence Modeling
2020
8
107-118
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