Institute of Actuarial and Financial Mathematics - Publications

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Publications

Published
Are law-invariant risk functions concave on distributions?
Acciaio, B. & Svindland, G., 2013, In: Dependence Modeling.
Research output: Contribution to journal › Article › Research › peer review
Published
Optimal risk sharing with different reference probabilities
Acciaio, B. & Svindland, G., 2009, In: Insurance: Mathematics and Economics.
Research output: Contribution to journal › Article › Research › peer review
Published
On the lower arbitrage bound of american contingent claims
Acciaio, B. & Svindland, G., 2014, In: Mathematical finance.
Research output: Contribution to journal › Article › Research › peer review
E-pub ahead of print
Disentangling distortion risk measures and the Expected Shortfall
Amarante, M. & Liebrich, F., 20 Jul 2022, (E-pub ahead of print) 27 p.
Research output: Working paper/Preprint › Working paper/Discussion paper
Published
Fallstudien zur Mortalität in der SARS-CoV-2-Pandemie
Awiszus, K. & Weber, S., 2020, In: Der Aktuar. 26, 02, p. 78-82
Research output: Contribution to journal › Article › Research
Published
Market Efficient Portfolios in a Systemic Economy
Awiszus, K., Capponi, A. & Weber, S., Mar 2022, In: Operations Research. 70, 2, p. 715-728 14 p.
Research output: Contribution to journal › Article › Research › peer review
Published
Actuarial and Financial Risk Management in Networks
Awiszus, K., 2020, Hannover. 165 p.
Research output: Thesis › Doctoral thesis
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
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
Published
Statistical inference for L2-distances to uniformity
Baringhaus, L., Gaigall, D. & Thiele, J. P., Dec 2018, In: Computational Statistics and Data Analysis. 33, 4, p. 1863 - 1896 34 p.
Research output: Contribution to journal › Article › Research › peer review
Published
Efficiency comparison of the Wilcoxon tests in paired and independent survey samples
Baringhaus, L. & Gaigall, D., Nov 2018, In: Metrika. 81, 8, p. 891 - 930 40 p.
Research output: Contribution to journal › Article › Research
Published
Hotelling’s T2 test in a special paired sample case
Baringhaus, L. & Gaigall, D., 2017, In: Communications in Statistics - Theory and Methods. 2017, 144, p. 1 - 11
Research output: Contribution to journal › Article › Research
Published
Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison
Baringhaus, L. & Gaigall, D., 2017, In: Journal of Multivariate Analysis. 2017, 144, p. 177 - 198
Research output: Contribution to journal › Article › Research
Published
On an independence test approach to the goodness-of-fit problem
Baringhaus, L. & Gaigall, D., 2015, In: Journal of Multivariate Analysis. 2015, 140, p. 193 - 208
Research output: Contribution to journal › Article › Research
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
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
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
Published
Monte Carlo Algorithms for Finding the Maximum of a Random Walk with Negative Drift
Baringhaus, L. & Grübel, R., 2006, In: Journal of Applied Probability. 43, 1, p. 74-86 13 p.
Research output: Contribution to journal › Article › Research › peer review
Published
The quarter median
Baringhaus, L. & Grübel, R., May 2022, In: METRIKA. 85, 4, p. 419-458 40 p.
Research output: Contribution to journal › Article › Research › peer review
Published
On a class of characterization problems for random convex combinations
Baringhaus, L. & Grübel, R., Sept 1997, In: Annals of the Institute of Statistical Mathematics. 49, 3, p. 555-567 13 p.
Research output: Contribution to journal › Article › Research › peer review

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