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Borkovec, Milan
Large Fluctuations in Financial Models
1999
Jakob Herrmann
Regular vine copula based quantile regression
Masterarbeit
2018
Georg Huber
D-vine copula based mean regression and a comparison with gradient boosting
Masterarbeit
2018
Katrin Wiersdörfer
Reduction of the Ruin Probability for an Insurance Company by Capital Transfer in a Bipartite Network
Masterarbeit
2019
Gorski, V.
Scenario trees models vs. lattice models in stochastic optimization
Masterarbeit
2017
Raphael Weber
Value at Risk Estimation with Subset Simulation
Masterarbeit
2018
Mario Krali
Causality and Estimation of Multivariate Extremes on Directed Acyclic Graphs
Masterarbeit
2018
Jixuan Wang
Dependence modelling of operational risk with special focus on multivariate compound Poisson processes
Masterarbeit
2018
Christina Bläsius
Schätztheorie
Bachelorarbeit
2015
Jonas Beddrich
Exakte und asymptotische Testverfahren in auf Kontingenztabellen basierenden, zerlegbaren Graphischen Modellen
Bachelorarbeit
2018
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