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Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor addres
Welfengarten 1
30167
Hannover
101 - 120 out of 146Page size: 20
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Publications

  1. 2020

  2. Published

    Multidimensional resilience decision-making on a multistage high-speed axial compressor

    Salomon, J., Behrensdorf, J., Broggi, M., Weber, S. & Beer, M., 2020, Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019. Beer, M. & Zio, E. (eds.). p. 1357-1364 8 p.

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

  3. Published

    Rothman–Woodroofe symmetry test statistic revisited

    Gaigall, D., Feb 2020, In: Computational Statistics and Data Analysis. 142, 142, 106837.

    Research output: Contribution to journal › Article › Research

  4. Published

    Robust quantile estimation under bivariate extreme value models

    Kim, S., Rye, H. & Kim, K., Mar 2020, In: Extremes. 23, 1, p. 55 - 83 29 p.

    Research output: Contribution to journal › Article › Research

  5. Published

    Testing marginal homogeneity of a continuous bivariate distribution with possibly incomplete paired data

    Gaigall, D., May 2020, In: Metrika. 83, 4, p. 437 - 465 29 p.

    Research output: Contribution to journal › Article › Research

  6. Published

    Optimal risk sharing in insurance networks: An application to asset–liability management

    Hamm, A., Knispel, T. & Weber, S., Jun 2020, In: European Actuarial Journal. 10, 1, p. 203-234 32 p.

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

  7. Published

    Resilience decision-making for complex systems

    Salomon, J., Broggi, M., Kruse, S., Weber, S. & Beer, M., Jun 2020, In: ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, Part B: Mechanical Engineering. 6, 2, 11 p., 020901.

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

  8. E-pub ahead of print

    Separability vs. robustness of Orlicz spaces: financial and economic perspectives

    Liebrich, F. & Nendel, M., 18 Sept 2020, (E-pub ahead of print).

    Research output: Working paper/Preprint › Preprint

  9. 2021

  10. Published

    Discrete mixture representations of parametric distribution families: Geometry and statistics

    Baringhaus, L. & Grübel, R., 2021, In: Electronic journal of statistics. 15, 1, p. 37-70 34 p.

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

  11. Published

    Traffic Dynamics at Intersections Subject to Random Misperception

    Berkhahn, V., Kleiber, M., Langner, J., Timmermann, C. & Weber, S., 1 Jan 2021, In: IEEE Transactions on Intelligent Transportation Systems. 23, 5, p. 4501-4511 11 p.

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

  12. Published

    Law-invariant functionals on general spaces of random variables

    Bellini, F., Koch-Medina, P., Munari, C. & Svindland, G., 4 Mar 2021, In: SIAM Journal on Financial Mathematics. 12, 1, p. 318-341 24 p.

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

  13. Published

    Law-invariant functionals that collapse to the mean

    Bellini, F., Koch-Medina, P., Munari, C. & Svindland, G., May 2021, In: Insurance: Mathematics and Economics. 98, p. 83-91 9 p.

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

  14. Published

    Test for changes in the modeled solvency capital requirement of an internal risk model

    Gaigall, D., 6 Aug 2021, In: Astin bulletin. 51, 3, p. 813-837 25 p.

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

  15. E-pub ahead of print

    Risk sharing under heterogeneous beliefs without convexity

    Liebrich, F., 12 Aug 2021, (E-pub ahead of print).

    Research output: Working paper/Preprint › Preprint

  16. 2022

  17. E-pub ahead of print

    Bipolar Theorems for Sets of Non-negative Random Variables

    Svindland, G. & Langner, J., 2022, (E-pub ahead of print).

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

  18. Published

    Hoeffding-Blum-Kiefer-Rosenblatt independence test statistic on partly not identically distributed data

    Gaigall, D., 2022, In: Communications in Statistics - Theory and Methods. 51, 12, p. 4006-4028 23 p.

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

  19. Published

    Model Uncertainty: A Reverse Approach

    Liebrich, F. B., Maggis, M. & Svindland, G., 2022, In: SIAM Journal on Financial Mathematics. 13, 3, p. 1230-1269 40 p.

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

  20. Published

    On Farkas' lemma and related propositions in BISH

    Berger, J. & Svindland, G., Feb 2022, In: Annals of pure and applied logic. 173, 2, 103059.

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

  21. 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

  22. Published

    Simulation methods for robust risk assessment and the distorted mix approach

    Kim, S. & Weber, S., 1 Apr 2022, In: European Journal of Operational Research. 298, 1, p. 380-398 19 p.

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

  23. Published

    Empirical process of concomitants for partly categorial data and applications in statistics

    Gaigall, D., Gerstenberg, J. G. & Trinh, T. T. H., May 2022, In: Bernoulli. 28, 2, p. 803-829 27 p.

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

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