German Straub
A Fractionally Integrated COGARCH(1,1) Model
Masterarbeit
2014

Otto Kähm
Assessing System Relevance of Financial Institutions Using Pair-Copula Constructions for Modeling
Masterarbeit
2014

Carolin Baumgartner
Comparison of Multivariate Mixed and Copula Models for the Estimation of Losses
Masterarbeit
2014

Thomas Nagler
Kernel Methods for Vine Copula Estimation
Masterarbeit
2014

Sabine Weikl
Modellierung des Stornoverhaltens in der Rechtsschutzversicherung - Spezialfall BAK-Storno
Masterarbeit
2014

Siting Huang
Modelling Temperature and Pricing Weather Derivatives
Masterarbeit
2014

Wahid Khosrawi-Sardroudi
Polynomial Preserving Processes and Application to Finance
Masterarbeit
2014

Lin Liu
Quantitative Risk Analysis Based on a Combination of Data from Different Sources
Masterarbeit
2015

Bohan Chen
Simulation of Stochastic Partial Differential Equations
Masterarbeit
2014

Christian Hacker
Stochastical Copula Dependencies Using Regressors
Masterarbeit
2014