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Institute of Actuarial and Financial Mathematics

Organisational unit: Institute

Type of address: Visitor addres
Welfengarten 1
30167
Hannover
61 - 70 out of 146Page size: 10

Publications

  1. 2017

  2. 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 journalArticleResearchpeer review

  3. 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 journalArticleResearchpeer review

  4. 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 journalArticleResearchpeer review

  5. 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 journalArticleResearchpeer review

  6. 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 - 11

    Research output: Contribution to journalArticleResearch

  7. 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 - 198

    Research output: Contribution to journalArticleResearch

  8. 2016

  9. 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 journalArticleResearchpeer review

  10. Published

    Vergleich von statistischen Tests im verbundenen und unabhängigen Stichprobenfall

    Gaigall, D., 2016

    Research output: ThesisDoctoral thesis

  11. 2015

  12. 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 journalReview articleResearchpeer review

  13. 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 - 208

    Research output: Contribution to journalArticleResearch

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