Organisation placeholder image, no image found

Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor address.
Welfengarten 1
30167
Hannover
View graph of relations
1 - 20 out of 146Page size: 20

Publications

  1. 2024
  2. Published

    Sufficient convexity and best approximation

    Berger, J., Bridges, D. S. & Svindland, G., 26 Nov 2024, In: Documenta mathematica. 29, 6, p. 1269-1279 11 p.

    Research output: Contribution to journal › Article › Research › peer review

  3. Published

    Multinomial backtesting of distortion risk measures

    Bettels, S., Kim, S. & Weber, S., Nov 2024, In: Insurance: Mathematics and Economics. 119, p. 130-145 16 p.

    Research output: Contribution to journal › Article › Research › peer review

  4. Published

    Building resilience in cybersecurity: An artificial lab approach

    Awiszus, K., Bell, Y., Lüttringhaus, J., Svindland, G., Voß, A. & Weber, S., 20 Aug 2024, In: Journal of Risk and Insurance. 91, 3, p. 753-800 48 p.

    Research output: Contribution to journal › Article › Research › peer review

  5. Published

    Discrete mixture representations of spherical distributions

    Baringhaus, L. & Grübel, R., Apr 2024, In: Statistical papers. 65, 2, p. 557-596 40 p.

    Research output: Contribution to journal › Article › Research › peer review

  6. Published

    Cyber Insurance: Models and Methods and the Use of AI : ENISA Research and Innovation Brief

    Weber, S., Scherer, M., Pascu, C. & Lourenco, M. B., 21 Feb 2024

    Research output: Book/Report › Monograph › Research

  7. Published

    Ranks, copulas, and permutons

    Grübel, R., Feb 2024, In: METRIKA. 87, 2, p. 155-182 28 p.

    Research output: Contribution to journal › Article › Research › peer review

  8. Published

    Microscopic traffic models, accidents, and insurance losses

    Kim, S., Kleiber, M. & Weber, S., Jan 2024, In: ASTIN Bulletin. 54, 1

    Research output: Contribution to journal › Article › Research › peer review

  9. Published

    Actuarial Insights on Cyber Risk: Challenges and Opportunities for Today’s Economy

    Knispel, T., Scherer, M., Weber, S. & Zeller, G., 2024, In: DAV Journal. 2024, 2

    Research output: Contribution to journal › Article › Research

  10. E-pub ahead of print

    An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models

    Bettels, S. & Weber, S., 2024, (E-pub ahead of print).

    Research output: Working paper/Preprint › Working paper/Discussion paper

  11. E-pub ahead of print

    Decision-Making Frameworks for Network Resilience -- Managing and Mitigating Systemic (Cyber) Risk

    Svindland, G. & Voß, A., 2024, (E-pub ahead of print).

    Research output: Working paper/Preprint › Working paper/Discussion paper

  12. Published

    Random permutations generated by delay models and estimation of delay distributions

    Baringhaus, L. & Grübel, R., 2024, In: Electronic journal of statistics. 18, 1, p. 167-190 24 p.

    Research output: Contribution to journal › Article › Research › peer review

  13. Published

    Robust Portfolio Selection under Recovery Average Value at Risk

    Munari, C., Pluckebaum, J. & Weber, S., 2024, In: SIAM Journal on Financial Mathematics. 15, 1, p. 295-314 20 p.

    Research output: Contribution to journal › Article › Research › peer review

  14. 2023
  15. Published

    Modeling and pricing cyber insurance: Idiosyncratic, systematic, and systemic risks

    Awiszus, K., Knispel, T., Penner, I., Svindland, G., Voß, A. & Weber, S., Jun 2023, In: European Actuarial Journal. 13, 1, p. 1-53 53 p.

    Research output: Contribution to journal › Article › Research › peer review

  16. Published

    A note on limits of sequences of binary trees

    Grübel, R., 30 May 2023, In: Discrete Mathematics and Theoretical Computer Science. 25, 1, 15 p.

    Research output: Contribution to journal › Article › Research › peer review

  17. Published

    Capital requirements and claims recovery: A new perspective on solvency regulation

    Munari, C., Weber, S. & Wilhelmy, L., 12 May 2023, In: Journal of Risk and Insurance. 90, 2, p. 329-380 52 p.

    Research output: Contribution to journal › Article › Research › peer review

  18. Published

    A goodness-of-fit test for the compound Poisson exponential model

    Baringhaus, L. & Gaigall, D., May 2023, In: Journal of multivariate analysis. 195, 105154.

    Research output: Contribution to journal › Article › Research › peer review

  19. Published

    Constructive Convex Optimisation

    Berger, J. & Svindland, G., May 2023, Handbook of Constructive Mathematics. p. 286 - 301 53 p.

    Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research › peer review

  20. Published

    A Constructive Version of Carathéodory's Convexity Theorem

    Berger, J. & Svindland, G., Apr 2023, Mathematics For Computation: (M4C). World Scientific Publishing Co. Pte Ltd, p. 133-142 10 p.

    Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research › peer review

  21. E-pub ahead of print

    Acceptable Designs of Traffic Networks: Stochastic Cell Transmission Models of Traffic Networks

    Feinstein, Z., Kleiber, M. & Weber, S., 2023, (E-pub ahead of print).

    Research output: Working paper/Preprint › Preprint

  22. Published

    On selected problems in multivariate analysis

    Gaigall, D., 2023, Hannover. 17 p.

    Research output: Thesis › Habilitation treatise

Previous 1 2 3 4 5 6 7 8 Next