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Swishchuk A., Zagst R., G. Zeller
Hawkes Processes in Insurance: Risk Model, Application to Empirical Data and Optimal Investment
Insurance: Mathematics and Economics
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
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
Wahl, Markus Joseph
Optimal Investment Strategies for Asset Liability Management
2020
Dissertation
156 p.
Lichtenstern, Andreas
Optimal Investment Strategies for Pension Funds
2020
Dissertation
293 p.
Jaser, M.; Min, A.
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2020
Zagst, R.; Huber, M.
Fit für die Geldanlage – Chancen ergreifen und Risiken vermeiden
Finanzbuchverlag
2020
232 pages
Escobar, M.; Panz, S.; Zagst, R.
Pricing multiple barrier derivatives under stochastic volatility
Journal of Computational Finance
2020
24
2
77-101
Mai, Jan-Frederik; Scherer, Matthias
On the structure of exchangeable extreme-value copulas
Journal of Multivariate Analysis
2020
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