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
121 - 140 out of 146Page size: 20

Publications

  1. 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 journalArticleResearchpeer review

  2. Published

    Solvency II, or how to sweep the downside risk under the carpet

    Weber, S., Sept 2018, In: Insurance: Mathematics and Economics. 82, p. 191-200 10 p.

    Research output: Contribution to journalArticleResearchpeer review

  3. Published

    Statistical Aspects of Perpetuities

    Grübel, R. & Pitts, S. M., Oct 2000, In: Journal of Multivariate Analysis. 75, 1, p. 143-162 20 p.

    Research output: Contribution to journalArticleResearchpeer review

  4. Published

    Statistical inference for L2-distances to uniformity

    Baringhaus, L., Gaigall, D. & Thiele, J. P., Dec 2018, In: Computational Statistics and Data Analysis. 33, 4, p. 1863 - 1896 34 p.

    Research output: Contribution to journalArticleResearchpeer review

  5. Published

    Stochastic mortality models: an infinite-dimensional approach

    Tappe, S. & Weber, S., 2014, In: Finance and stochastics.

    Research output: Contribution to journalArticleResearchpeer review

  6. Published

    Stochastic root finding and efficient estimation of convex risk measures

    Dunkel, J. & Weber, S., Sept 2010, In: Operations research. 58, 5, p. 1505-1521 17 p.

    Research output: Contribution to journalArticleResearchpeer review

  7. 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 proceedingConference contributionResearchpeer review

  8. Published

    Strongly consistent multivariate conditional risk measures

    Hoffmann, H., Meyer-Brandis, T. & Svindland, G., 1 Jun 2018, In: Mathematics and Financial Economics. 12, 3, p. 413-444 32 p.

    Research output: Contribution to journalArticleResearchpeer review

  9. Published

    Subgradients of law-invariant convex risk measures on L1

    Svindland, G., Jan 2009, In: Statistics & Decisions.

    Research output: Contribution to journalArticleResearchpeer review

  10. Published

    Sufficient convexity and best approximation

    Berger, J., Bridges, D. S. & Svindland, G., 26 Nov 2024, In: Documenta mathematica. 29, 6, p. 1269-1279 11 p.

    Research output: Contribution to journalArticleResearchpeer review

  11. Published

    Tail expansions for random record distributions

    Grübel, R. & Von Öhsen, N., Mar 2001, In: Mathematical Proceedings of the Cambridge Philosophical Society. 130, 2, p. 365-382 18 p.

    Research output: Contribution to journalArticleResearchpeer review

  12. 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 journalArticleResearchpeer review

  13. Published

    Testing marginal homogeneity in Hilbert spaces with applications to stock market returns

    Ditzhaus, M. & Gaigall, D., Sept 2022, In: TEST. 31, 3, p. 749-770 22 p.

    Research output: Contribution to journalArticleResearchpeer review

  14. 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 journalArticleResearch

  15. 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 journalReview articleResearchpeer review

  16. Published

    The canonical model space for law-invariant convex risk measures is l <sup>1</sup>

    Filipović, D. & Svindland, G., 2012, In: Mathematical finance.

    Research output: Contribution to journalArticleResearchpeer review

  17. Published

    The impact of insurance premium taxation

    Degelmann, M., Hamm, A. & Weber, S., 1 Jun 2018, In: European Actuarial Journal. 8, 1, p. 127-167 41 p.

    Research output: Contribution to journalArticleResearchpeer review

  18. Published

    The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks

    Weber, S. & Weske, K., Jun 2017, In: Probability, Uncertainty and Quantitative Risk. 2, 9.

    Research output: Contribution to journalArticleResearchpeer review

  19. 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 proceedingContribution to book/anthologyResearchpeer review

  20. Published

    The quarter median

    Baringhaus, L. & Grübel, R., May 2022, In: METRIKA. 85, 4, p. 419-458 40 p.

    Research output: Contribution to journalArticleResearchpeer review