3 Titel in Alle Pflichtdokumente → 300 Sozialwissenschaften → 330 Wirtschaft

• Capturing the power options smile by an additive two-factor model for overlapping futures prices Piccirilli, Marco ; Schmeck, Maren Diane ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• Decomposition of general premium principles into risk and deviation Nendel, Max ; Schmeck, Maren Diane ; Riedel, Frank [aktual. Version], Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, July 2020

• Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model Eisenberg, Julia ; Fabrykowski, Lukas ; Schmeck, Maren Diane Bielefeld, Germany : Center for Mathematical Economics (IMW), March 2021