Publications
- Published
Perpetuities with thin tails
Goldie, C. M. & Grübel, R., Jun 1996, In: Advances in applied probability. 28, 2, p. 463-480 18 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Potentials of a Markov Process are Expected Suprema
Knispel, T. & Föllmer, H., 2007, In: ESAIM-PROBAB STAT. 2007, 11, p. 89 - 101Research output: Contribution to journal › Article › Research › peer review
- Published
Pricing of cyber insurance contracts in a network model
Fahrenwaldt, M. A., Weber, S. & Weske, K., Sept 2018, In: ASTIN Bulletin. 48, 3, p. 1175-1218 44 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
- 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
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
Ranks, copulas, and permutons
Grübel, R., Feb 2024, In: METRIKA. 87, 2, p. 155-182 28 p.Research output: Contribution to journal › Article › Research › peer review
- 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
- Published
Reliable Quantification and Efficient Estimation of Credit Risk
Dunkel, J. & Weber, S., 2013Research output: Other contribution › Other publication › Research
- 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
- 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
- Published
- 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
- Published
Robust Portfolio Selection under Recovery Average Value at Risk
Munari, C., Pluckebaum, J. & Weber, S., 2024, In: SIAM Journal on Financial Mathematics. 15, 1, p. 295-314 20 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Robust Preferences and Robust Portfolio Choice
Schied, A., Föllmer, H. & Weber, S., 2009Research output: Other contribution › Other publication › Research › peer review
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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
- 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
- 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
- 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
- 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