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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
Laeven R.J.A.; Milevsky M.A.; Scherer M.; Zagst R.; Zhou X.Y.
Editorial to the special issue on Behavioral Insurance: Mathematics and Economics
Insurance: Mathematics and Economics
2021
101
1-5
Desmettre S.; Wahl M.; Zagst R.
Dynamic Surplus Optimization with Performance- and Index-Linked Liabilities
European Actuarial Journal
2021
Bücher, A.; Jaser, M.; Min, A.
Detecting departures from meta-ellipticity for multivariate stationary time series
Dependence Modeling
2021
KIelmann, J.; Manner, H.; Min, A.
Stock market returns and oil price shocks: A CoVaR analysis based on dynamic vine copula models
Empirical Economics
2021
Zeller, G.; Scherer, M.
A comprehensive model for cyber risk based on marked point processes and its application to insurance
European Actuarial Journal
2021
Gabriela Zeller; Matthias Scherer
Die Cyberversicherung: ein integraler Bestandteil des Cyberrisikomanagements
22-26
FIRM Jahrbuch 2021
FIRM
2021
Swishchuk A.; Zagst R.; G. Zeller
Hawkes Processes in Insurance: Risk Model, Application to Empirical Data and Optimal Investment
Insurance: Mathematics and Economics
2021
101
107-124
Jaser, Miriam Angelika
Goodness-of-fit tests for elliptical copulas
2021
Dissertation
116 p.
Scherer, M.; Stahl, G.
The Standard Formula of Solvency II: A critical discussion
European Actuarial Journal
2021
11
3-20
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