2011

• Michael Kochanski und Bertel Karnarski:
  Solvency capital requirement for hybrid products. Journal Name: European Actuarial Journal Vol.1, 2 (2011) 173-198, Doi: 10.1007/s13385-011-0040-2
• Stefanie Eckel, Gunter Löffler, Alina Maurer und Volker Schmidt:
  Measuring the effects of geographical distance on stock market correlation. Journal of Empirical Finance (2011) 18, 237-247
• Sebastian Kestler:
  A special multiwavelet basis for unbounded product domains, 2012. Accepted for publication in ENUMATH Proceedings 2011
• Stefan Kassberger and Thomas Liebmann:
  Minimal q-entropy martingale measures for exponential time-changed Lévy processes.
  Finance and Stochastics 15, no. 1, 117–140, (2011)
  DOI: 10.1007/s00780-010-0133-9
• Stefan Kassberger and Thomas Liebmann:
  When are path-dependent payoffs subobtimal?
  Journal of Banking and Finance, (2011)
  DOI: 10.1016/j.jbankfin.2011.11.017.
• N.Zhu und Daniel Bauer:
  Applications of Forward Mortality Factor Models in Life Insurance Practice. Geneva Papers on Risk and Insurance – Issues and Practice 36 (Special Issue Longevity Six): 567-594 (2011)
• Daniel Bauer und G. Zanjani:
  Capital Allocation and its Discontents. To be resubmitted to the to the Handbook of Insurance Economics (G. Dionne Ed.) (2011)
• N. Zhu und Daniel Bauer:
  Coherent Pricing of Life Settlements Under Asymmetric Information. Submitted to the Journal of Risk and Insurance (Special Issue Longevity Seven) (2011)