Publikationen 2013

  • Eling, M. und Holder, S. (2013) The Value of Interest Rate Guarantees in Participating Life Insurance Contracts: Status Quo and Alternative Product Design. Insurance Mathematics and Economics 53(3), 491–503. doi:10.1016/j.insmatheco.2013.08.002
  • Diers, D., Eling, M., Kraus, C. und Linde, M.: (2013) Multi-year non-life insurance risk. Jouranl of Risk Finance, 4, 353-337.
  • Eling, M. und Holder, S.: (2013) Maximum technical interest rates in life insurance in Europe and the United States: An overview and comparison. The Geneva Papers, 30 (doi:10.1057/gpp.2012.41) 354-375.
  • Eling, M. und Kochasnki, M.: (2013) Research on lapse in life insurance - what has been done and what needs to be done? The Journal of Risk Finance, 14 (4).
  • Hirsch, C., Neuhäuser, D. und Schmidt, V.: (2013) Connectivity of random geometric graphs related to minimal spanning forests. Adv. in. Appl. Probab., 45 (1) 20-36.
  • Kestler, S.: (2013) A special multiwavelet basis for unbounded product domains. In: Numerical Mathematics and Advanced Applications, pages 182-190. ENUMATH 2011, Springer-Verlag Berlin.
  • Kestler, S. und Stevenson, R.: (2013) An efficient approximate residual evaluation in the adaptive tensor product wavelet method. J. Sci. Comput., 57 (3) 439-463.
  • Kochanski, M.: (2013) Berechnung des Solvenzkapitals für FLV unter Berücksichtigung von dynamischem Storno. ZVersWiss.
  • Kraus, C.: (2013) Eva/raroc versus mcev earnings: A unification approach. Geneva Papers on Risk and Insurance, 38, 113-138.
  • Kunze, M.C.: (2013) On an class of martingale problems on Banach spaces. Electron. J. Probab., 18, No. 104, 30.
  • Kunze, M.C.: (2013) Perturbation of strong Feller semigroups and well-posedness of semilinear stochastic equations on Banach spaces. Stochastics, 85 (6) 960-986.
  • Neuhäuser, D., Hirsch, C,., Gloaguen, C. und Schmidt, V.: (2013) A parametric corpula approach for modelling shortest-path trees in telecommunication networks. In. A. Dudin and K. Turch, editors, Analytical and Stochastic Modeling Techniques and Applications, volume 7984 of Lecture Notes in Compuer Science, pages 324-336, Springer-Verlag Berlin.