Publications
- 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
- Published
A consistent goodness-of-fit test for huge dimensional and functional data
Gaigall, D. & Ditzhaus, M., 2018, In: Journal of Nonparametric Statistics. 30, 4, p. 834 - 859 26 p.Research output: Contribution to journal › Article › Research
- 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
- 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
- Published
Actuarial and Financial Risk Management in Networks
Awiszus, K., 2020, Hannover. 165 p.Research output: Thesis › Doctoral thesis
- 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, 2Research output: Contribution to journal › Article › Research
- 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
- 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
Alternativen zu Value at Risk
Weber, S. & Schmidt, T., 2005, In: Zeitschrift fur die gesamte Versicherungswissenschaft.Research output: Contribution to journal › Article › Research › peer review
- 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
- 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
- Published
A note on limits of sequences of binary trees
Grübel, R., 30 May 2023, In: Discrete Mathematics & Theoretical Computer Science. 25, 1, 15 p.Research output: Contribution to journal › Article › Research › peer review
- 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
- 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
Asymptotic distribution theory for Hoare's selection algorithm
Grübel, R. & Rösler, U., Mar 1996, In: Advances in applied probability. 28, 1, p. 252-269 18 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Asymptotics of robust utility maximization
Knispel, T., 2012, In: Annals of Applied Probability. 2012, 22(1), p. 172-212Research output: Contribution to journal › Article › Research › peer review
- Published
Austauschbarkeit in Diskreten Strukturen: Simplizes und Filtrationen
Gerstenberg, J., 2018, Hannover. 169 p.Research output: Thesis › Doctoral thesis
- 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
- Published
Black-Scholes, marktkonsistente Bewertung und Risikomaße
Weber, S., Knispel, T. & Stahl, G., 2012, Schriftenreihe des Kompetenzzentrums Versicherungswissenschaften. Vol. 12.Research output: Chapter in book/report/conference proceeding › Contribution to book/anthology › Research
- 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