Yao, Yuesheng
Machine Learning / AI in Insurance: The Regulators' View
Masterarbeit
2025

Menzel, Paul
Backtesting non-life Pricing Models and Assessing Time Consistency
Masterarbeit
2025

Escobar M., Laussert T., and Zagst R.
Closed-form optimal investment under generalized GARCH Models
2025

Berger, Noam;Conache, Diana;Johansson, Anders;Öberg, Anders
Uniqueness and mixing properties of Doeblin measures
Probability Theory and Related Fields
2025

Palm, Jonathan (FIM)
Portfolio Choice via a Quantile Function
Masterarbeit
2025

Benedikt Simon Flierl
D-Vine Quantile Regression Based Multiple Imputation Using a Fully Conditional Specification Approach with Applications to ESG Data
Masterarbeit
2025

Kaltenbacher, Barbara;Nikolić, Vanja
Vanishing relaxation time limit of the Jordan-Moore-Gibson-Thompson wave equation with Neumann and absorbing boundary conditions
Pure and Applied Functional Analysis
2020
5
1
1--26

Bhattacharya, Ayan;Dyszewski, Piotr;Gantert, Nina;Palmowski, Zbigniew
Branching random walk and log-slowly varying tails
Latin American Journal of Probability and Mathematical Statistics
2025
22
1
473

De Witte D., Mai J. and Scherer M.
Portfolio optimization in a multivariate jump-diffusion model
2025

Termaat, Samuel
Interest-rate sensitivity for callable bonds under the Hull-White model
Masterarbeit
2025