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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

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

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

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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

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

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

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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

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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

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

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