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Memmel, Christoph
10
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6
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2
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2
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RESEARCH PAPERS - Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: A multivariate nonparametric approach
Gaisser, Sandra
;
Memmel, Christoph
;
Schmidt, Rafael
; …
- In:
Journal of risk
14
(
2011
)
1
,
pp. 3-41
Persistent link: https://www.econbiz.de/10009343261
Saved in:
2
Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut
;
Wehn, Carsten
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
2
,
pp. 68-72
Persistent link: https://www.econbiz.de/10009835129
Saved in:
3
Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut
;
Wehn, Carsten
- In:
Risk : managing risk in the world's financial markets
25
(
2012
)
3
,
pp. 68-72
Persistent link: https://www.econbiz.de/10009844830
Saved in:
4
Risk management - Event risk modelling for equities - Modelling event risk is an important challenge faced by many institutions because of new regulations. The authors develop an i...
Kehl, Annabelle
;
Frick, Melanie
;
Wehn, Carsten
- In:
Risk : managing risk in the world's financial markets
24
(
2011
)
2
,
pp. 90-96
Persistent link: https://www.econbiz.de/10008846134
Saved in:
5
Tail dependence for elliptically contoured distributions
Schmidt, Rafael
- In:
Mathematical methods of operations research
55
(
2002
)
2
,
pp. 301
Persistent link: https://www.econbiz.de/10006616931
Saved in:
6
Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael
;
Schmieder, Christian
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 229-244
Persistent link: https://www.econbiz.de/10008237880
Saved in:
7
Zur Entwicklung der Bevölkerung, der Anzahl der Schüler, der Studienanfänger und der Pflegebedürftigen: Stochastische Modellrechnungen für Deutschland bis 2050
Bomsdorf, Eckart
;
Babel, Bernhard
;
Schmidt, Rafael
- In:
Sozialer Fortschritt : unabhängige Zeitschrift für …
57
(
2008
)
5
,
pp. 125-131
Persistent link: https://www.econbiz.de/10008071947
Saved in:
8
Forecasting German mortality using panel data procedures
Babel, Bernhard
;
Bomsdorf, Eckart
;
Schmidt, Rafael
- In:
Journal of population economics : journal of the …
21
(
2008
)
3
,
pp. 541-556
Persistent link: https://www.econbiz.de/10008052752
Saved in:
9
Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael
;
Schmieder, Christian
- In:
Insurance / Mathematics & economics
44
(
2009
)
2
,
pp. 229-245
Persistent link: https://www.econbiz.de/10008890287
Saved in:
10
Which interest rate scenario is the worst one for a bank? : evidence from a tracking bank approach for German savings and cooperative banks
Memmel, Christoph
- In:
International journal of banking, accounting and finance
1
(
2008
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10009888592
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