Escobar-Anel, Marcos;Spies, Ben;Zagst, Rudi
Expected Utility Theory on General Affine GARCH Models
Applied Mathematical Finance
2021
28
6
477-507

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

Zeller G. and Scherer M.
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