Videos
- Prof. Dr. Bernard, Carole (2015): Risk aggregation with dependence uncertainty [video]
- Prof. Dr. Capponi, Agostino (2015): Price contagion through balance sheet linkages [video]
- Prof. Dr. Cont, Rama (2015): Fire sales, endogenous risk and price-mediated contagion [video]
- Prof. Dr. Czado, Claudia (2015): Dependence modeling using vine copulas in insurance [video]
- Prof. Dr. Ewald, Christian (2023): Optimal Investment in the Presence of Inflation [video]
- Prof. Dr. Kratz, Marie (2019): Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source [video]
- Prof. Dr. Loisel, Stéphane (2019): Quickest Detection Problem and Application to Longevity Risk Management [video]
- Dr. Liu, Felicia (2022): Managing Climate Transition Risks: Spatial Finance and Open Data Solutions [video]
- Prof. Alexander Ludwig (2023) Quo vadis? — Inflation, Demography, Growth and Asset Returns [video]
- Prof. Dr. Munari, Cosimo (2019): A Panorama on Expected Shortfall [video]
- Dr. Reinhart, Jürgen (2021): Cyber Insurance: Still Infant or Grown up? [video]
- Dr. Schiller, Frank (2019): More Attractive Products in Life Insurance with Big Data and Artificial Intelligence!? [video]
- Prof. Michel Vellekoop (2023) An Actuarial Scenario Generator for Equity, Interest Rate and Inflation Risk [video]
- Zeller, Gabriela (2020): Cyber Risk and Cyber Insurance: Actuarial Challenges and Modelling Accumulation Risk with Marked Point Processes [video]
Slides
- Dr. Anthropelos, Michail (2014): Equilibria in Risk Sharing Games [pdf]
- Dr. Awiszus, Kerstin & Prof. Dr. Weber, Stefan (2020): COVID-19 Mortality Studies [pdf]
- Dr. Awiszus, Kerstin & Prof. Dr. Weber, Stefan (2020): Case Study 20/03/11 [pdf]
- Dr. Awiszus, Kerstin (2022): Cyber-Versicherung und Netzwerkmodelle [pdf]
- M. Sc. Bettels, Sören (2022): Backtesting von Risikofunktionalen [pdf]
- Dr. Bierbaum, Jürgen (2012): Bewertung von Garantiefondsprodukten [pdf]
- Prof. Dr. Biffis, Enrico (2012): Stochastic mortality under measure changes [pdf]
- Prof. Dr. Biffis, Enrico (2016): Some Insurance Valuation and Design Problems with Aggregate Risk [pdf]
- Dr. Bignozzi, Valeria (2014): How superadditive can a risk measure be? [pdf]
- Dr. Boonen, Tim J. (2022): (No-)betting Pareto-optima under rank-dependent utility [pdf]
- Prof. Dr. Cairns, Andrew (2012): Robust hedging of longevity risk [pdf]
- Chyba, Jens (2019): IFRS 17: A New Paradigm of Insurance Accounting [pdf]
- Dr. Dacorogna, Michel (2014): Solvency Capital Requirement: Tackling the One-Year Change from Another Angle [pdf]
- M. Sc. Decke, Philipp (2022): ESG-Integration in der Versicherungsindustrie: Aktuelle Perspektiven [pdf]
- Prof. Dr. Donnelly, Catherine (2017): Simplifying Retirement By Aligning Communication With Retirement Outcomes, Rather Than Investment Strategies [pdf]
- Prof. Dr. Dreher, Meinrad, LL.M. (2014): Die Einführung eines gruppenweiten Risikomanagements [pdf]
- Prof. Dr. Fahrenwaldt, Matthias (2013): Sensitivities of Market Reserves [pdf]
- Dr. Feinstein, Zach (2014): Set-Valued Risk Measures and Systemic Risk [pdf]
- Prof. Dr. Föllmer, Hans (2014): Local vs. Global Risk Assessment [pdf]
- Prof. Dr. Fröhlich, Michael (2013): Reinsurance-Pricing [pdf]
- Prof. Dr. Gandy, Axel (2015): A Bayesian Methodology for Systemic Risk Assessment in Financial Networks [pdf]
- Geveilers, Vjaceslavs (2019): Actuarial view on the implementation topics of IFRS 17 [pdf]
- Prof. Dr. Ghossoub, Mario (2022): Bowley vs. Pareto Optima in Reinsurance Contracting [pdf]
- Prof. Dr. Goecke, Oskar (2014): Collective saving schemes and return smoothing mechanism [pdf]
- Dr. Häfen, Ole (2021): Auswirkungen der Covid-19-Pandemie auf einen Schaden-Unfall-Versicherer [pdf]
- Dr. Hanewald, Katja (2014): Life Insurer Longevity Risk Management, Solvency and Shareholder Value [pdf]
- Harms, Nils (2022): NatCat risk in a changing climate [pdf]
- Prof. Dr. Hartmann, Philipp (2014): Melting down: Systemic financial instability and the macroeconomy [pdf]
- Hilbert, Frank (2021): Einfluss der Covid 19 Pandemie auf die Lebensversicherung [pdf]
- Dr. Hinz, Michael (2015): Stochastic analysis for symmetric Markov processes and applications [pdf]
- Dr. Hölzermann, Julian (2022): Pricing Interest Rate Derivatives under Volatility Uncertainty [pdf]
- Dr. Keller, Philipp (2016): The foundations of the valuation of insurance liabilities [pdf]
- Dr. Koch-Medina, Pablo (2014): Unexpected shortfalls of Expected Shortfall [pdf]
- Prof. Dr. Korn, Ralf (2013): Guarantees – Past, Present, Future? [pdf]
- Prof. Dr. Kraft, Holger (2022): Two Topics in Sustainable Finance: Climate Action and Gender Gap [pdf]
- Dr. Kunz, Andreas (2017): Economic Neutral Position: How to best replicate not fully replicable liabilities [pdf]
- Prof. Dr. Laeven, Roger (2016): Robust Optimal Stopping [pdf]
- Dr. Liebrich, Felix-Benedikt (2022): Law Invariance vs. Heterogeneity in Risk Sharing [pdf]
- Dr. Liu, Felicia (2022): Managing Climate Transition Risks: Spatial Finance and Open Data Solutions [pdf]
- Prof. Dr. Lüttringhaus, Jan, Bock-Wehr, Rainer-Karl (2021): Corona und Versicherungsrecht: Die Betriebsschließungsversicherung (BSV) [pdf]
- Prof. Dr. Mahayni, Antje (2013): Optimizing Proportional Portfolio Insurance Strategies – From Theory to Practice [pdf]
- Prof. Dr. Maslowski, Bohdan (2015): Linear PDEs Perturbed by Gaussian Noise [pdf]
- Dr. Menkens, Olaf (2013): Worst-Case-Optimal Dynamic Reinsurance for Large Claims [pdf]
- Dr. Moller, Thomas (2012): Hedging systematic mortality risk with mortality derivatives [pdf]
- Prof. Dr. Muhle-Karbe, Johannes (2013): Asymptotic power utility-based pricing and hedging [pdf]
- Jun.-Prof. Dr. Nendel, Max (2022): A decomposition of general premium principles into risk and deviation [pdf]
- Prof. Dr. Overbeck, Ludger (2019): Regime Switching Rough Heston Model [pdf]
- Dr. Pannenberg, Michael (2013): Garantien AAAA – Vier Anmerkungen zur Zukunft der Lebensversicherung [pdf]
- Prof. Dr. Papapantoleon, Antonis (2014): A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents [pdf]
- Prof. Dr. Pfeifer, Dietmar (2012): Modellierung stochastischer Abhängigkeiten von Risiken in der Sachversicherung [pdf]
- Dr. Prévôt, Claudia (2012): Modelling and evaluating longevity risk - case study UK [pdf]
- Prof. Dr. Puccetti, Giovanni (2014): An Academic Response to Basel 3.5 [pdf]
- Dr. Reinhart, Jürgen (2021): Cyber Insurance: Still Infant or Grown up? [pdf]
- Rinke, Cord-Roland (2014): Cross-country correlations of mortality improvements [pdf]
- Prof. Dr. Rudloff, Birgit (2014): Efficient trades in markets with proportional transaction costs [pdf]
- Prof. Dr. Scandolo, Giacomo (2014): Assessing financial model risk and an application to electricity prices [pdf]
- Prof. Dr. Schied, Alexander (2014): Comparative and qualitative robustness for law-invariant risk measures [pdf]
- Prof. Dr. Schneider, Judith C. (2013): On Capped Product Designs [pdf]
- Dr. Tasche, Dirk (2014): Expected Shortfall is not elicitable - so what? [pdf]
- Prof. Dr. Urusov, Mikhail (2015): Approximating irregular SDEs via iterative Skorokhod embeddings [pdf]
- Dr. Wilson, Thomas (2016): Value & Capital Management: A New Era [pdf]
- Prof. Dr. Wüthrich, Mario Valentin (2012): Inflation and Correlation in Claims Run-Off Triangles [pdf]
- Prof. Dr. Wüthrich, Mario (2014): From Ruin Theory to Solvency in Non-Life Insurance [pdf]
- Prof. Dr. Zähle, Henryk (2015): Nonparametric estimation of risk measures of collective risks [pdf]
- Zeller, Gabriela (2021): Cyber Risk and Cyber Insurance: Actuarial Challenges and Modelling Accumulation Risk with Marked Point Processes [pdf]