Bienek, T.; Scherer, M.Hedging and Valuation of Contingent GuaranteesWorking Paper2018
Wahl, M.; Schlick, O.; Zagst, R.To see or not to see - Können finanzmathematische Modelle in die Zukunft sehen?BAI Newsletter2018217-23
Brummer, L.; Wahl, M.; Zagst, R.Liability Driven Investments with a Link to Behavioral Finance275 - 311Innovations in Insurance, Risk- and Asset ManagementIn: Glau, K.; Linders, D.; Min, A.; Scherer, M.; Schneider, L.; Zagst, R. (Eds.)World Scientific 2018
Hieber, P.Pricing exotic options in a regime switching economy: A Fourier transform methodReview of Derivatives Research2018Vol. 21231-252
Hüttner, A.; Mai, J-F.;Sharp analytical lower bounds for the price of a convertible bondThe Journal of Derivatives20182627-18
Hüttner, A.; Mai, J-F.;Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius propertyJournal of Statistical Computation and Simulation 2018
Hüttner, A.; Mai, J-F.; Mineo, S.Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?Dependence Modeling2018
Scherer, M.; Selch, D.A Multivariate Claim Count Model for Applications in InsuranceSpringer International Publishing2018158
Glau, K.; Linders, D.; Min, A.; Scherer, M.; Schneider, L.; Zagst, R.; Innovations in Insurance, Risk- and Asset ManagementWorld Scientific2018448
Engel, J.; Wahl, M.; Zagst, R.Forecasting turbulence in the Asian and European stock market using regime-switching modelsQuantitative Finance and Economics201822388-406