Publikationen 2010

  • Florian Kramer und Gunter Löffler:
    Corporate bond defaults are consistent with conditional independence. Journal of Credit Risk (2010) 6, 3-35
  • Daniel Bauer, Daniela Bergmann und Rüdiger Kiesel:
    (2010). On the risk-neutral valuation of life insurance contracts with numerical methods in view. ASTIN Bulletin 40: 65-95 (2010)
  • Daniel Bauer, M. Börger und Jochen Ruß:
    On the Pricing of Longevity-Linked Securities. Insurance: Mathematics and Economics 46 (Special Issue Longevity Four): 139-149 (2010)
  • Daniel Bauer, R. Phillips und A. Speight:
    Risk and Valuation of Premium Payment Options in Participating Life Insurance Contracts. (Formerly entitled "Comment on the Paper ‘Assessing the Risk Potential of Premium Payment Options in Participating Life Insurance Contracts’ by N. Gatzert and H. Schmeiser"). To be resubmitted to the Journal of Risk and Insurance. (2010)
  • Daniel Bauer, Fred E. Benth und Rüdiger Kiesel:
    Modeling the Forward Surface of Mortality. Resubmitted to the SIAM Journal on Financial Mathematics (2010)
  • Daniel Bauer, Daniela Bergmann und Andreas Reuss:
    On the Calculation of the Solvency Capital Requirement based on Nested Simulations. Resubmitted to the ASTIN Bulletin (3rd round) (2010)