Loading [MathJax]/extensions/tex2jax.js
Organisation placeholder image, no image found

Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor addres
Welfengarten 1
30167
Hannover
21 - 40 out of 146Page size: 20
Order:

Publications

  1. 2005

  2. Published

    Rarity and exponentiality: An extension of Keilson's theorem, with applications

    Grübel, R. & Reich, M., Jun 2005, In: Journal of applied probability. 42, 2, p. 393-406 14 p.

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

  3. Published

    Multivariate Counting Processes: Copulas and Beyond

    Bäuerle, N. & Grübel, R., Nov 2005, In: Astin bulletin. 35, 2, p. 379-408 30 p.

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

  4. 2006

  5. Published

    Credit contagion and aggregate losses

    Giesecke, K. & Weber, S., 2006, In: Journal of Economic Dynamics and Control.

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

  6. Published

    DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY

    Weber, S., 2006, In: Mathematical Finance.

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

  7. 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

  8. Published

    Zufällige Binäre Bäume: Von der Average-case Analyse zur Verteilungsasymptotik

    Grübel, R., Oct 2006, In: Mathematische Semesterberichte. 53, 2, p. 210-230 21 p.

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

  9. 2007

  10. Published

    A continuous time approximation of an evolutionary stock market model

    Buchmann, B. & Weber, S., 2007, In: International Journal of Theoretical and Applied Finance.

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

  11. Published

    Distribution-invariant risk measures, entropy, and large deviations

    Weber, S., 2007, In: Journal of applied probability.

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

  12. Published

    Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models

    Dunkel, J. & Weber, S., 2007, Proceedings - Winter Simulation Conference.

    Research output: Chapter in book/report/conference proceeding › Conference contribution › Research › peer review

  13. Published

    Potentials of a Markov Process are Expected Suprema

    Knispel, T. & Föllmer, H., 2007, In: ESAIM-PROBAB STAT. 2007, 11, p. 89 - 101

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

  14. Published

    Robust utility maximization with limited downside risk in incomplete markets

    Gundel, A. & Weber, S., 2007, In: Stochastic Processes and their Applications.

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

  15. Published

    Renewals for exponentially increasing lifetimes, with an application to digital search trees

    Dennert, F. & Grübel, R., Apr 2007, In: Annals of Applied Probability. 17, 2, p. 676-687 12 p.

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

  16. 2008

  17. Published

    A note on natural risk statistics

    Filipović, D., Svindland, G. & Ahmed, S., 2008, In: Operations research letters.

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

  18. Published

    Measuring the Risk of Large Losses

    Weber, S., Giesecke, K. & Schemidt, T., 2008, In: Journal of Investment Management . 6, 4

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

  19. Published

    Utility maximization under a shortfall risk constraint

    Gundel, A. & Weber, S., 2008, In: Journal of mathematical economics.

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

  20. Published

    An approximation for credit portfolio losses

    Frey, R., Popp, M. & Weber, S., Mar 2008, In: The journal of credit risk.

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

  21. Published

    Bootstrap: Oder die Kunst, sich selbst aus dem Sumpf zu ziehen

    Engel, J. & Grübel, R., 11 Mar 2008, In: Mathematische Semesterberichte. 55, 2, p. 113-130 18 p.

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

  22. Published

    Cumulative record times in a Poisson process

    Goldie, C. M. & Grübel, R., 1 Apr 2008, In: STOCHASTICS. 80, 2-3, p. 157-174 18 p.

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

  23. Published

    Multivariate risk processes with interacting intensities

    Bäuerle, N. & Grübel, R., Jun 2008, In: Advances in applied probability. 40, 2, p. 578-601 24 p.

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

  24. Published

    Optimal capital and risk allocations for law- and cash-invariant convex functions

    Svindland, G. & Filipović, D., Jul 2008, In: Finance and stochastics.

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

Previous 1 2 3 4 5 6 7 8 Next