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Wahl, M.; Schlick, O. & Zagst, R.
Wenn die nächste Krise droht - Können finanzmathematische Modelle in die Zukunft sehen?
Versicherungswirtschaft
2019
74
11
78-81
Fernández, Lexuri; Scherer, Matthias
Emil Julius Gumbel (1891-1966)
Cultura Científica e Neo-Realismo
Fitas, Augusto
Edições Colibri
2019
Ramsauer, F.; Min, A.; Lingauer, M.
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Econometrics
2019
Schlick, O.; Wahl, M., Zagst, R.
Finanzmathematische Frühwarnsysteme in der Aktienallokation institutioneller Anleger
Absolut spezial
2019
Juli
52-63
Hüttner, Amelie Angelika
Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products
2019
Dissertation
169 p.
Engel, Janina; Pagano, Andrea; Scherer, Matthias
A block-structured model for banking networks across multiple countries
Working Paper
2019
Chen, A.; Hieber, P.; Lämmlein, L.
Regulatory measures for distressed insurance undertakings: A comparative study.
Scandinavian Actuarial Journal
2019
Bienek, Tobias
Hedging and Valuation of Contingent Guarantees
2019
Dissertation
164 p.
Mai, Jan-Frederik; Scherer, Matthias
Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws
Latin American Journal of Probability and Mathematical Statistics
2019
16
1 - 29
Chen, A.; Hieber, P.; Nguyen, T.
Constrained non-concave utility maximization: An application to life insurance contracts with guarantees
European Journal of Operational Research
2019
Vol. 273
No. 3
1119-1135
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