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Systemic risk
Hauptmann, Johannes; Zagst, Rudi - In: Quantitative financial risk management, (pp. 321-338). 2011
Persistent link: https://www.econbiz.de/10009301403
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Estimation of risk measures for large credit portfolios
Hauptmann, Johannes; Olivares, Pablo; Zagst, Rudi - In: The journal of credit risk : published quarterly by … 10 (2014) 2, pp. 3-37
Persistent link: https://www.econbiz.de/10010386001
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Impact of factor models on portfolio risk measures : a structural approach
Escobar, Marcos; Frielingsdorf, Tobias; Zagst, Rudi - In: The journal of credit risk : published quarterly by … 8 (2012) 2, pp. 47-79
Persistent link: https://www.econbiz.de/10009673647
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Asset liability management in financial planning
Höchst, Stephan; Ng, Kah Hwa; Rösch, Christoph G.; … - In: The journal of wealth management 11 (2008/09) 2, pp. 29-46
Persistent link: https://www.econbiz.de/10003815955
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Portfolio optimization under Solvency II
Escobar, Marcos; Kriebel, Paul; Wahl, Markus; Zagst, Rudi - In: Decision making and risk/return optimization in …, (pp. 193-227). 2019
Persistent link: https://www.econbiz.de/10012134801
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Portfolio optimization with wealth-dependent risk constraints
Escobar, Marcos; Wahl, Markus; Zagst, Rudi - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 244-268
Persistent link: https://www.econbiz.de/10013370501
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Decrease of capital guarantees in life insurance products : can reinsurance stop it?
Escobar, Marcos; Havrylenko, Yevhen; Kschonnek, Michel; … - In: Insurance / Mathematics & economics 105 (2022), pp. 14-40
Persistent link: https://www.econbiz.de/10013348899