Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik

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Organization Name (de) Name der Organisation (de)
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
 
Code Kennzahl
E105-01
 
Type of Organization Organisationstyp
Research Division
Parent OrgUnit Übergeordnete Organisation
 
Active Aktiv
 

OrgUnit's Publications


Results 121-140 of 729 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
121Klein, Maike Measure Optimization with Tchebycheff SystemsPräsentation Presentation2018
122Eisenberg, Julia Control Theory in Insurance ProblemsPräsentation Presentation2018
123Eisenberg, Julia The Problem with Negative Interest RatesPräsentation Presentation2018
124Gerhold, Stefan Dynamic trading under integer constraintsPräsentation Presentation2018
125Predota, Martin ; Vogl, Dieter Portfolio-Insurance-StrategienBuch Book2018
126Beiglböck, Mathias ; Eder, Manu ; Elgert, Christiane ; Schmock, Uwe Geometry of Distribution-Constrained Optimal Stopping ProblemsArtikel Article 2018
127Eisenberg, Julia Unrestricted Consumption under a Deterministic Wealth and an Ornstein-Uhlenbeck Process as a Discount RateArtikel Article 2018
128Gerhold, Stefan ; Krühner, Paul Dynamic trading under integer constraintsArtikel Article 2018
129Eisenberg, Julia ; Krühner, Paul The Impact of Negative Interest Rates on Optimal Capital InjectionsArtikel Article 2018
130Hirz, Jonas Advanced Conditional Risk Measurement and Risk Aggregation with Applications to Credit and Life Insurance (2. Preis)Buchbeitrag Book Contribution2018
131ALTAY, SÜHAN ; COLANERI, KATIA ; EKSI, ZEHRA Pairs Trading under Drift Uncertainty and Risk PenalizationArtikel Article2018
132Friz, Peter ; Gerhold, Stefan ; Pinter, Arpad Option Pricing in the Moderate Deviations RegimeArtikel Article 25-Aug-2017
133Grandits, Peter ; Kovacevic, Raimund ; Veliov, Vladimir Optimal control and the Value of Information for a Stochastic Epidemiological SIS-ModelPräsentation Presentation2017
134Grandits, Peter ; Kovacevic, Raimund ; Veliov, Vladimir Optimal control and the Value of Information for a Stochastic Epidemiological SIS-ModelPräsentation Presentation2017
135Altay, Sühan "A Joint Term Structure Model for Credit and Interest Rate Risk with Flexible Correlation StructurPräsentation Presentation2017
136Schmock, Uwe On the Weak Convergence of Poisson-Mixture Sums via Stein's MethodPräsentation Presentation2017
137Altay, Sühan Portfolio optimization for a large investor: an intensity-based control framework for a pure-jump model under partial informationPräsentation Presentation2017
138Gerhold, Stefan Consistency of option prices under bid-ask spreadsPräsentation Presentation2017
139Pinter, Arpad Small-Time Asymptotics, Moment Explosion and the Moderate Deviations RegimePräsentation Presentation2017
140Gerhold, Stefan Consistency of option prices under bid-ask spreadsPräsentation Presentation2017