Name Card

Full name Familienname, Vorname
Warnung, Richard
 
Main Affiliation Organisations­zuordnung
 

Own Publications Eigene Publikationen

Results 1-20 of 20 (Search time: 0.004 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Rab, Nikolaus ; Warnung, Richard Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlationsArtikel Article2012
2Gerhold, Stefan ; Schmock, Uwe ; Warnung, Richard A Generalization of the Panjer Recursion and Numerically Stable Risk AggregationArtikel Article2010
3Rásonyi, Miklós ; Schachermayer, Walter ; Warnung, Richard Hiding a DriftArtikel Article2009
4Gerhold, Stefan ; Warnung, Richard Finding efficient recursions for risk aggregation by computer algebraArtikel Article2009
5Temnov, Gregory ; Warnung, Richard A Comparison of Loss Aggregation Methods for Operational RiskArtikel Article2008
6Warnung, Richard The construction of an integrand and improved recursions for risk aggregationThesis Hochschulschrift2008
7Warnung, Richard Stable Recurrences for Risk AggregationPräsentation Presentation2007
8Bayer, Christian ; Teichmann, Josef ; Warnung, Richard Implementation of new hypo-elliptic simulated annealing algorithmsPräsentation Presentation2007
9Bayer, Christian ; Teichmann, Josef ; Warnung, Richard Implementation of new hypo-elliptic simulated annealing algorithmsPräsentation Presentation2007
10Bayer, Christian ; Teichmann, Josef ; Warnung, Richard Implementation of new hypo-elliptic simulated annealing algorithmsPräsentation Presentation2007
11Warnung, Richard Beyond Value-at-Risk: Managable AlternativesArtikel Article2007
12Warnung, Richard Advanced Recursions for Risk AggregationPräsentation Presentation2007
13Warnung, Richard On the construction of an integrand hiding the drift of a Brownian motion with driftPräsentation Presentation2007
14Warnung, Richard Modelling of Correlations and Calculation of Risk Contributions in the CreditRisk+ FrameworkPräsentation Presentation2006
15Warnung, Richard CreditRisk+ - General Extensions and Modelling of CorrelationsPräsentation Presentation2006
16Warnung, Richard CreditRisk+ and ExtensionsPräsentation Presentation2006
17Warnung, Richard CreditRisk+ - Extensions of the ImplementationsPräsentation Presentation2006
18Warnung, Richard An Extended CreditRisk+Approach to Operational Risk, Risk Measures and Capital AllocationPräsentation Presentation2006
19Glogova, Evgenia ; Warnung, Richard Modeling Dependent Credit Risks for Application to Off-Site Banking SupervisionArtikel Article2006
20Warnung Richard - 2005 - Stochastic volatility in fixed-income markets.pdf.jpgWarnung, Richard Stochastic volatility in fixed-income marketsThesis Hochschulschrift 2005