Name Card

Full name Familienname, Vorname
Schmock, Uwe
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 130 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Schmock, Uwe Refined Doob Inequalities for Sigma-Integrable Submartingales: Applications to Intertemporal Risk ConstraintsPräsentation Presentation2021
2Schmock, Uwe ; Rudolph, Cordelia Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's RecursionArtikel Article 2020
3Schmock, Uwe Stochastische AnalysisPräsentation Presentation2019
4Schmock, Uwe Geometry of Distribution-Constrained Optimal Stopping ProblemsPräsentation Presentation2018
5Schmock, Uwe Geometry of Distribution-Constrained Optimal Stopping ProblemsPräsentation Presentation2018
6Schmock, Uwe FinanzmathematikPräsentation Presentation2018
7Schmock, Uwe Normal Variance Mixture Distributions as Approximations of Poisson Mixture SumsPräsentation Presentation2018
8Schmock, Uwe Existence and Properties of Optimal Strategies for Distribution-Constrained Discrete-Time Optimization ProblemsPräsentation Presentation2018
9Schmock, Uwe Extended CreditRisk+: Dependent Defaults and GuaranteesPräsentation Presentation2018
10Beiglböck, Mathias ; Eder, Manu ; Elgert, Christiane ; Schmock, Uwe Geometry of Distribution-Constrained Optimal Stopping ProblemsArtikel Article 2018
11Schmock, Uwe On the Weak Convergence of Poisson-Mixture Sums via Stein's MethodPräsentation Presentation2017
12Schmock, Uwe Normal Variance Mixture Distributions as Approximations of Poisson Mixture SumsPräsentation Presentation2017
13Schmock, Uwe Approximation of Poisson-Mixture Sums Using Stein's MethodPräsentation Presentation2017
14Hirz, Jonas ; Schmock, Uwe ; Shevchenko, Pavel Crunching mortality and life insurance portfolios with extended CreditRisk+Artikel Article2017
15Hirz, Jonas ; Schmock, Uwe ; Shevchenko, Pavel Actuarial Applications and Estimation of Extended CreditRisk+Artikel Article2017
16Schmock, Uwe Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016
17Schmock, Uwe VersicherungsmathematikPräsentation Presentation2016
18Schmock, Uwe Term structure of defaultable bonds, an approach with Jacobi processesPräsentation Presentation2016
19Schmock, Uwe Estimation of Stochastic Dependence via Kendall's TauPräsentation Presentation2016
20Schmock, Uwe Multivariate Collective Risk Model: Dependent Claim Numbers and Panjer's RecursionPräsentation Presentation2016

Contributing Publications Mitbeteiligte Publikationen

Results 1-20 of 26 (Search time: 0.025 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Sadowski Felix Franz - 2023 - Multidimensional Stochastic Integration.pdf.jpgSadowski, Felix Franz Multidimensional stochastic integrationThesis Hochschulschrift 2023
2Juhasova Katarina - 2022 - Modelling of probability of default for low risk...pdf.jpgJuhásova, Katarína Modelling of probability of default for low risk securities portfoliosThesis Hochschulschrift 2022
3Wagenhofer Thomas - 2021 - Generalized conditional expectation and applications...pdf.jpgWagenhofer, Thomas Generalized conditional expectation and applications to martingale theoryThesis Hochschulschrift 2021
4Wimmer Daniel - 2021 - Model risk of the estimation of epidemiological...pdf.jpgWimmer, Daniel Model risk of the estimation of epidemiological parameters of Covid-19Thesis Hochschulschrift 2021
5Arandjelovic Aleksandar - 2020 - Elements of large deviations theory for...pdf.jpgArandjelović, Aleksandar Elements of large deviations theory for banach-space-valued brownian motion and ciesielski’s isomorphism in Weighted Hölder SpacesThesis Hochschulschrift 2020
6Riederer Katharina Daria - 2019 - Refined Doob inequalities for -integrable...pdf.jpgRiederer, Katharina Daria Refined Doob inequalities for σ-integrable submartingales and intertemporal risk constraintsThesis Hochschulschrift 2019
7Schmidt Martin - 2019 - Aggregation ganzzahliger Risiken mit Copula-induzierter...pdf.jpgSchmidt, Martin Aggregation ganzzahliger Risiken mit Copula-induzierter AbhängigkeitsstrukturThesis Hochschulschrift 2019
8Elgert Christiane - 2019 - Theory of distribution-constrained optimization...pdf.jpgElgert, Christiane Theory of distribution-constrained optimization problemsThesis Hochschulschrift 2019
9Altay Suehan - 2018 - Interest rate modeling and optimal trading portfolios with...pdf.jpgAltay, Sühan Interest rate modeling and optimal trading portfolios with dependence and partial informationThesis Hochschulschrift 2018
10Fabrykowski Lukas - 2017 - Extended creditRisk with guarantees.pdf.jpgFabrykowski, Lukas Extended creditRisk+ with guaranteesThesis Hochschulschrift 2017
11Roesler Lars - 2016 - Stochastic filtering in Pricing and Credit Risk Management.pdf.jpgRösler, Lars Stochastic filtering in Pricing and Credit Risk ManagementThesis Hochschulschrift 2016
12Porkert Piet Nikolaus - 2016 - Central and non-central limit theorems.pdf.jpgPorkert, Piet Nikolaus Central and non-central limit theoremsThesis Hochschulschrift 2016
13Schubert Alexander - 2015 - Derivation of an Austrian annuity valuation table...pdf.jpgSchubert, Alexander Derivation of an Austrian annuity valuation table for the pension insuranceThesis Hochschulschrift 2015
14Hirz Jonas - 2015 - Advanced conditional risk measurement and risk aggregation...pdf.jpgHirz, Jonas Advanced conditional risk measurement and risk aggregation with applications to credit and life insuranceThesis Hochschulschrift 2015
15Spacsenko Julija Vlagyimirovna - 2015 - Anwendung adaptierter Abhaengigkeit bei...pdf.jpgSpacsenko, Julija Vlagyimirovna Anwendung adaptierter Abhängigkeit bei der fondsgebundenen LebensversicherungThesis Hochschulschrift 2015
16Slavov, Vadym Explizite Berry-Esseen-Schranken für die asymptotische Normalität der Standard-Schätzer für Kendalls TauThesis Hochschulschrift2013
17Heiny Johannes - 2013 - Multivariate extremes and dependence structures a...pdf.jpgHeiny, Johannes Multivariate extremes and dependence structures : a theoretical background for modellingThesis Hochschulschrift 2013
18Porkert, Piet Nikolaus On weak solutions of stochastic differential equations in Hilbert spacesThesis Hochschulschrift2011
19Schöftner, Robert Market and credit risk aggregation: a bottom-up approachThesis Hochschulschrift2010
20Wohlmuth, Stefan A nonparametric test of independence dealing with tied observationsThesis Hochschulschrift2009