Organisation placeholder image, no image found

Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor address.
Welfengarten 1
30167
Hannover
View graph of relations

Publications

  1. 2020
  2. Published

    Optimal risk sharing in insurance networks: An application to asset–liability management

    Hamm, A., Knispel, T. & Weber, S., Jun 2020, In: European Actuarial Journal. 10, 1, p. 203-234 32 p.

    Research output: Contribution to journalArticleResearchpeer review

  3. 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 journalArticleResearchpeer review

  4. 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

  5. Published

    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 journalArticleResearch

  6. Published

    Rothman–Woodroofe symmetry test statistic revisited

    Gaigall, D., Feb 2020, In: Computational Statistics and Data Analysis. 142, 142, 106837.

    Research output: Contribution to journalArticleResearch

  7. Published

    Actuarial and Financial Risk Management in Networks

    Awiszus, K., 2020, Hannover. 165 p.

    Research output: ThesisDoctoral thesis

  8. Published

    Fallstudien zur Mortalität in der SARS-CoV-2-Pandemie

    Awiszus, K. & Weber, S., 2020, In: Der Aktuar. 26, 02, p. 78-82

    Research output: Contribution to journalArticleResearch

  9. Published

    Multidimensional resilience decision-making on a multistage high-speed axial compressor

    Salomon, J., Behrensdorf, J., Broggi, M., Weber, S. & Beer, M., 2020, Proceedings of the 29th European Safety and Reliability Conference, ESREL 2019. Beer, M. & Zio, E. (eds.). p. 1357-1364 8 p.

    Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review

  10. 2019
  11. Published

    On an asymptotic relative efficiency concept based on expected volumes of confidence regions

    Gaigall, D. & Baringhaus, L., 5 Nov 2019, In: Statistics. 53, 6, p. 1396 - 1436 41 p.

    Research output: Contribution to journalArticleResearch

  12. Published

    On a new approach to the multi-sample goodness-of-fit problem

    Gaigall, D., 22 May 2019, In: Communications in Statistics Part B: Simulation and Computation. 50, 10, p. 2971-2989 19 p.

    Research output: Contribution to journalArticleResearch

  13. 2018
  14. 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

  15. Published

    Efficiency comparison of the Wilcoxon tests in paired and independent survey samples

    Baringhaus, L. & Gaigall, D., Nov 2018, In: Metrika. 81, 8, p. 891 - 930 40 p.

    Research output: Contribution to journalArticleResearch

  16. Published

    Modeling Traffic Accidents Caused by Random Misperception

    Berkhahn, V., Kleiber, M., Schiermeyer, C. & Weber, S., Nov 2018, 7 p.

    Research output: Other contributionOther publicationResearchpeer review

  17. 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 journalArticleResearchpeer review

  18. 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

  19. 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

  20. 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

  21. 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 journalArticleResearch

  22. Published

    Austauschbarkeit in Diskreten Strukturen: Simplizes und Filtrationen

    Gerstenberg, J., 2018, Hannover. 169 p.

    Research output: ThesisDoctoral thesis

  23. Published

    Decision-Making for Resilience-Enhancing Endowments in Complex Systems Using Principles of Risk Measures

    Salomon, J., Kruse, S., Broggi, M., Weber, S. & Beer, M., 2018, Proceedings of the 6th International Symposium on Reliability Engineering and Risk Management.

    Research output: Chapter in book/report/conference proceedingConference contributionResearchpeer review