Lichtenstern A. and Zagst R.
Optimal investment strategies for pension funds with regulation-conform dynamic pension payment management in the absence of guarantees
European Actuarial Journal
2022
12
1
647-700

Escobar M., Kschonnek M. and Zagst R.
Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics
working paper submitted for publication
2022

Brück, Florian
Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences
Journal of Multivariate Analysis
2022

Czado, C., Bax, K., Sahin, Ö., Nagler, T., Min, A. and Paterlini, S.
Vine copula based dependence modeling in sustainable finance
The Journal of Finance and Data Science
2022

Brück F., Mai J. and Scherer M.
Exchangeable min-id sequences: Characterization, exponent measures and non-decreasing id-processes
Extremes
2022

Yevhen Havrylenko, Julia Heger
Detection of Interacting Variables for Generalized Linear Models via Neural Networks
Working Paper submitted for publication
2022

Escobar M., Havrylenko Y. and Zagst R.
Constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
Working Paper submitted for publication
2022

Scherer M., Wiegand I.
Ich habe noch nicht 10 % von dem geschrieben, was ich wusste...
Emil Julius Gumbel. Mathematiker – Publizist – Pazifist
Universitätsverlag Winter Heidelberg
2022

Fernández L., Scherer M.
Looking for an ideal solution
Emil Julius Gumbel als Mathematiker, politischer Publizist und Privatperson
Universitätsverlag Winter Heidelberg
2022

Runde I.; Scherer M. (Hg.)
Emil Julius Gumbel. Mathematiker – Publizist – Pazifist
Universitätsverlag Winter Heidelberg
2022