Publikationen 2012

  • Eling, M. und Holder, S. (2012) Maximum Technical Interest Rates in Life Insurance in Europe and the United States: An Overview and Comparison. The Geneva Papers advance online publication 10 October 2012. doi:10.1057/gpp.2012.41
  • Christian Hirsch, David Neuhaeuser und Volker Schmidt:
    Connectivity of random geometric graphs related to minimal spanning forests. Advances in Applied Probability (submitted) 
  • David Neuhäuser, Christian Hirsch, C. Gloaguen und Volker Schmidt:
    On the distribution of typical shortest-path lengths in connected random geometric graphs. Queueing Systems 70 (2012) (in print)
  • Sebastian Kestler und Karsten Urban:
    Adaptive Wavelet Methods on unbounded domains. J. of Scientific Computing 2012. doi: 10.1007/s10915-011-9573-4
  • Bauer, D., Benth, F.E. und Kiesel, R.: (2012) Modeling the forward surface of mortality. SIAM J. Financial Math. 3 (1) 639-666.
  • Bauer, D., Reuß, A. und Singer, D.: (2012) On the calculation of the solvency capital requirement based on nested simulations. ASTIN Bull., 42 (2) 453-499.
  • Chovanec, M.: (2012) Gaussian estimates for degenerate diffusion. Proceedings of American Mathematical Society, 140 3947-3957.
  • Diers, D., Eling, M., Kraus, C. und Reuß, A.: (2012) Market consistent embedded value in non-life insurance: How to measure it and why. Journal of Risk Finance. 13 (4) 320-346.
  • Diers, D. Eling, M. und Marek, S.: (2012) Dependence modeling in non-life insurance using the bernstin copula. Insurance: Mathematics and Economics, 50 430-436.
  • Eling, M. und Kraus, C.: (2012) Aktuelle Herausforderungen der mcev Bewertung. Versicherungswirthschaft, 2 110-112.
  • Eling, M. und Marek, S.: (2012) Do underwriting cycles matter? An analysis based on dynamic financial analysis. Variance, 6 (2) 131-142.
  • Jacobides, M.G., Winter, S.C. und Kassberger S.M.: (2012) The dynamics of wealth, profit and sustainable advantage. Strategic Management Journal, 32 (12) 1384-1410.
  • Kassberger, S.M. und Liebmann, T.: (2012) When are path-dependent payoffs suboptimal? Journal of Banking and Finance, 36 (56) 1304-1310.
  • Kunze, M.C. und van Neerven, J.: (2012) Continuous dependence on the coefficients and global existence for stochastic reaction diffusion equations. J. Differential Equations, 253 (3) 1036-1068.
  • Neuhäuser, D., Hirsch, C., Gloaguen, C. und Schmidt, V.: (2012) On the distribution of typical shortest-path lenghts in connected random geometric graphs. Queuing Syst., 71 (1-1) 199-220.
  • Rieder, U. und Wopperer, C.: (2012)Robust consumption-investment problems with random market coefficients. Math Financ. Econ., 6 (4) 295-311.
  • Steih, K. und Urban, K.: (2012) Space-time reduced basis methods for time-periodic partial differential equations. In: MATHMOD 2012 - 7th Vienna International Conference on Mathematical Modelling 2012.
  • Kestler, S. und Urban, K.: (2012) Adaptive wavelet methods on unbounded domains. J. Sci. Comput. 53 (2) 342-376.