Publications
2013
- 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
Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios
Knispel, T. & Föllmer, H., 2013, Handbook of the Fundamentals of Financial Decision Making, Part II. World ScientificResearch output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research › peer review
- Published
Reliable Quantification and Efficient Estimation of Credit Risk
Dunkel, J. & Weber, S., 2013Research output: Other contribution › Other publication › Research
- Published
Stochastic root finding for optimized certainty equivalents
Hamm, A., Salfeld, T. & Weber, S., 2013, Proceedings of the 2013 Winter Simulation Conference - Simulation: Making Decisions in a Complex World, WSC 2013. (Winter Simulation Conference proceedings).Research output: Chapter in book/report/conference proceeding › Conference contribution › Research › peer review
- Published
Liquidity-Adjusted Risk Measures
Weber, S., Anderson, W., Hamm, A., Knispel, T., Liese, M. & Salfeld, T., Jan 2013, In: Mathematics and Financial Economics. 7, p. 69–91Research output: Contribution to journal › Article › Research › peer review
- Published
Kombinatorische Markov-Ketten
Grübel, R., Oct 2013, In: Mathematische Semesterberichte. 60, 2, p. 185-216 32 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Pruned discrete random samples
Grübel, R. & Hitczenko, P., 5 Nov 2013, In: Electronic Notes in Discrete Mathematics. 44, p. 321-326 6 p.Research output: Contribution to journal › Article › Research › peer review
2014
- Published
Comonotone Pareto optimal allocations for law invariant robust utilities on L<sup>1</sup>
Ravanelli, C. & Svindland, G., 2014, In: Finance and stochastics.Research output: Contribution to journal › Article › Research › peer review
- Published
Dilatation monotonicity and convex order
Svindland, G., 2014, In: Mathematics and Financial Economics.Research output: Contribution to journal › Article › Research › peer review
- Published
Market Consistent Embedded Value – eine praxisorientierte Einführung
Weber, S., Becker, T., Fahrenwaldt, M. A., Cottin, C., Hamm, A. & Nörtemann, S., 2014, In: Der Aktuar.Research output: Contribution to journal › Article › Research
- 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
- Published
Operations Research Proceedings 2012: Selected Papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz University of Hannover, Germany, September 5-7, 2012
Helber, S. (Editor), Breitner, M. H. (Editor), Rösch, D. (Editor), Schön, C. (Editor), Schulenburg, J. G. V. D. (Editor), Sibbertsen, P. (Editor), Steinbach, M. C. (Editor), Weber, S. (Editor) & Wolter, A. (Editor), 2014, (Operations Research Proceedings)Research output: Book/Report › Conference proceeding › Research
- Published
Stochastic mortality models: an infinite-dimensional approach
Tappe, S. & Weber, S., 2014, In: Finance and stochastics.Research output: Contribution to journal › Article › Research › peer review
- Published
The mathematical concept of measuring risk
Biagini, F., Meyer-Brandis, T. & Svindland, G., 2014, Risk - A Multidisciplinary Introduction.Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research › peer review
- Published
Search trees: Metric aspects and strong limit theorems
Grübel, R., Jun 2014, In: Annals of Applied Probability. 24, 3, p. 1269-1297 29 p.Research output: Contribution to journal › Article › Research › peer review
2015
- 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 - 208Research output: Contribution to journal › Article › Research
- Published
Random recursive trees: a boundary theory approach
Grübel, R. & Michailow, I., 2015, In: Electronic journal of probability. 20, p. 1-22 22 p., 37.Research output: Contribution to journal › Article › Research › peer review
- Published
The Axiomatic Approach to Risk Measures for Capital Determination
Föllmer, H. & Weber, S., 7 Dec 2015, In: Annual Review of Financial Economics. 7, p. 301-337 37 p.Research output: Contribution to journal › Review article › Research › peer review
2016
- Published
Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall
Gaigall, D., 2016Research output: Thesis › Doctoral thesis
- Published
A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees
Grübel, R. & Kabluchko, Z., Dec 2016, In: Annals of Applied Probability. 26, 6, p. 3659-3698 40 p.Research output: Contribution to journal › Article › Research › peer review