Publications
- 2020
- 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 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
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
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
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
Actuarial and Financial Risk Management in Networks
Awiszus, K., 2020, Hannover. 165 p.Research output: Thesis › Doctoral thesis
- Published
Fallstudien zur Mortalität in der SARS-CoV-2-Pandemie
Awiszus, K. & Weber, S., 2020, In: Der Aktuar. 26, 02, p. 78-82Research output: Contribution to journal › Article › Research
- 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 proceeding › Conference contribution › Research › peer review
- 2019
- 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 journal › Article › Research
- 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 journal › Article › Research
- 2018
- 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
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 journal › Article › Research
- Published
Modeling Traffic Accidents Caused by Random Misperception
Berkhahn, V., Kleiber, M., Schiermeyer, C. & Weber, S., Nov 2018, 7 p.Research output: Other contribution › Other publication › 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
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
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
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
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 journal › Article › Research
- Published
Austauschbarkeit in Diskreten Strukturen: Simplizes und Filtrationen
Gerstenberg, J., 2018, Hannover. 169 p.Research output: Thesis › Doctoral thesis
- 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 proceeding › Conference contribution › Research › peer review