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Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor address.
Welfengarten 1
30167
Hannover
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21 - 40 out of 146Page size: 20

Publications

  1. 2023
  2. Published

    Risk in traffic systems

    Kleiber, M., 2023, Hannover. 235 p.

    Research output: Thesis › Doctoral thesis

  3. E-pub ahead of print

    Uniform Rotundity and Separation

    Svindland, G., Berger, J. & Bridges, D. S., 2023, (E-pub ahead of print).

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

  4. 2022
  5. 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

  6. E-pub ahead of print

    Disentangling distortion risk measures and the Expected Shortfall

    Amarante, M. & Liebrich, F., 20 Jul 2022, (E-pub ahead of print) 27 p.

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

  7. Published

    Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity

    Liebrich, F. & Munari, C., Jul 2022, In: Mathematics and Financial Economics. 16, 3, p. 447-480 34 p.

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

  8. 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

  9. 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

  10. 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

  11. 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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 2021
  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 2020
  24. 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

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