Publications
- 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
- 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 journal › Article › Research › peer review
- 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 journal › Article › Research › peer review
- 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 journal › Article › Research › peer review
- 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
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 journal › Article › Research › peer review
- 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
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 journal › Article › Research › peer review
- Published
Subgradients of law-invariant convex risk measures on L1
Svindland, G., Jan 2009, In: Statistics & Decisions.Research output: Contribution to journal › Article › Research › peer review
- 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 journal › Article › Research › peer review
- 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 journal › Article › Research › peer review
- 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
- 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 journal › Article › Research › peer review
- 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
- 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
- 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 journal › Article › Research › peer review
- 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 journal › Article › Research › peer review
- 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 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
The quarter median
Baringhaus, L. & Grübel, R., May 2022, In: METRIKA. 85, 4, p. 419-458 40 p.Research output: Contribution to journal › Article › Research › peer review