Publications
- 2017
- Published
Edgeworth expansions for profiles of lattice branching random walks
Grübel, R. & Kabluchko, Z., Nov 2017, In: Annales de l'institut Henri Poincare (B) Probability and Statistics. 53, 4, p. 2103-2134 32 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
Doob-Martin boundary of Rémy's tree growth chain
Evans, S. N., Grübel, R. & Wakolbinger, A., Jan 2017, In: Annals of Probability. 45, 1, p. 225-277 53 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Measures of Systemic Risk
Feinstein, Z., Rudloff, B. & Weber, S., Jan 2017, In: SIAM Journal on Financial Mathematics. 8, 1, p. 672-708 37 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Hotelling’s T2 test in a special paired sample case
Baringhaus, L. & Gaigall, D., 2017, In: Communications in Statistics - Theory and Methods. 2017, 144, p. 1 - 11Research output: Contribution to journal › Article › Research
- Published
Hotelling’s T² tests in paired and independent survey samples: An efficiency comparison
Baringhaus, L. & Gaigall, D., 2017, In: Journal of Multivariate Analysis. 2017, 144, p. 177 - 198Research output: Contribution to journal › Article › Research
- 2016
- Published
A functional central limit theorem for branching random walks, almost sure weak convergence and applications to random trees
Grübel, R. & Kabluchko, Z., Dec 2016, In: Annals of Applied Probability. 26, 6, p. 3659-3698 40 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall
Gaigall, D., 2016Research output: Thesis › Doctoral thesis
- 2015
- 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
On an independence test approach to the goodness-of-fit problem
Baringhaus, L. & Gaigall, D., 2015, In: Journal of Multivariate Analysis. 2015, 140, p. 193 - 208Research output: Contribution to journal › Article › Research
- Published
Random recursive trees: a boundary theory approach
Grübel, R. & Michailow, I., 2015, In: Electronic journal of probability. 20, p. 1-22 22 p., 37.Research output: Contribution to journal › Article › Research › peer review
- 2014
- Published
Search trees: Metric aspects and strong limit theorems
Grübel, R., Jun 2014, In: Annals of Applied Probability. 24, 3, p. 1269-1297 29 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Comonotone Pareto optimal allocations for law invariant robust utilities on L<sup>1</sup>
Ravanelli, C. & Svindland, G., 2014, In: Finance and stochastics.Research output: Contribution to journal › Article › Research › peer review
- Published
Dilatation monotonicity and convex order
Svindland, G., 2014, In: Mathematics and Financial Economics.Research output: Contribution to journal › Article › Research › peer review
- Published
Market Consistent Embedded Value – eine praxisorientierte Einführung
Weber, S., Becker, T., Fahrenwaldt, M. A., Cottin, C., Hamm, A. & Nörtemann, S., 2014, In: Der Aktuar.Research output: Contribution to journal › Article › Research
- Published
On the lower arbitrage bound of american contingent claims
Acciaio, B. & Svindland, G., 2014, In: Mathematical finance.Research output: Contribution to journal › Article › Research › peer review
- Published
Operations Research Proceedings 2012: Selected Papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz University of Hannover, Germany, September 5-7, 2012
Helber, S. (Editor), Breitner, M. H. (Editor), Rösch, D. (Editor), Schön, C. (Editor), Schulenburg, J. G. V. D. (Editor), Sibbertsen, P. (Editor), Steinbach, M. C. (Editor), Weber, S. (Editor) & Wolter, A. (Editor), 2014, (Operations Research Proceedings)Research output: Book/Report › Conference proceeding › Research
- 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
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
- 2013
- Published
Pruned discrete random samples
Grübel, R. & Hitczenko, P., 5 Nov 2013, In: Electronic Notes in Discrete Mathematics. 44, p. 321-326 6 p.Research output: Contribution to journal › Article › Research › peer review