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Kschonnek M., Dobrovolska I., Protzer U. and Zagst R.
COVIX - An Index Allowing to Assess the Pandemic Situation Based on Infections and Hospitalization Data
Working Paper
2022
Zeller G. and Scherer M.
Risk mitigation services in cyber insurance: Optimal contract design and price structure
Working Paper
2022
Havrylenko Y., Hinken M., Zagst R.
Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer
2022
Lichtenstern, Andreas;Zagst, Rudi
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
European Actuarial Journal
2021
Bienek T., Deelstra G., Lichtenstern A. and Zagst R.
A Multi-Curve HJM Factor model for pricing and risk management
2022
Escobar M., Theilacker L. and Zagst R.
A Neural Network Framework To Optimal Investment Strategies
Working Paper
2022
Escobar M.; Kschonnek M.; Zagst R.
Portfolio Optimization: Not Necessarily Concave Utility and Constraints on Wealth and Allocation
Mathematical Methods of Operations Research
2022
1-40
Brück, F., Fermanian, J.-D. and Min, A.
A corrected Clarke test for model selection and beyond
Journal of Econometrics
2022
Nagler, T.; Krüger, D.; Min, A.
Stationary vine copula models for multivariate time series
Journal of Econometrics
2022
Escobar M.; Gollart M.; Zagst R.
Closed-form portfolio optimization under GARCH models
Operations Research Perspectives
2022
9
1-13
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