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mediaTUM GesamtbestandEinrichtungenFakultätenFakultät für MathematikZentrum MathematikM13 Lehrstuhl für Finanzmathematik (Prof. Zagst)Journal PapersRamsauer, F.

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Ivanov, E.; Min, A.; Ramsauer, F.
Copula-Based Factor Models for Multivariate Asset Returns
Econometrics
2017

Escobar, M.; Krayzler, M.; Ramsauer, F.; Saunders, D.; Zagst, R.
Incorporation of stochastic policyholder behaviour in analytical pricing of GMABs and GMDBs
Risks
2016
4
4
1-36

Hauptmann, J.; Hoppenkamps, A.; Min, A.; Ramsauer, F.; Zagst, R.
Forecasting market turbulences using regime-switching models
Financial Markets and Portfolio Management
2014
28
2
139-164

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