Gegenstand dieses Beitrags ist ein dynamisches Simulationsmodell,mit dessen Hilfe die optimale Höhe der Auszahlung für eineBeschwerdelösung im Dienstleistungssektor im Sinne einer wertorientiertenUnternehmensführung ermittelt werden kann. Zentralist dabei der Konflikt zwischen dem...

This simulator seminar book includes twelve chapters dealing with various aspects of quantitative analysis of financial market infrastructures. The topics include, among others, systemic risks, participant behavior, and new monitoring methods of various payment systems. The methodologies vary...

Ablaufsimulation ist ein mächtiges Werkzeug, das aber umfangreiche Vorbereitung und kompetente Umsetzung erfordert...

In this paper we use a dynamic structural life-cycle model to analyze the employment,fiscal and welfare effects induced by unemployment insurance. The model features a detailedspecification of the tax and transfer system, including unemployment insurance benefitswhich depend on an individual's...

We calculate optimal portfolio choices for a long-horizon, risk-averse investor who diversifies amongEuropean stocks, bonds, real estate, and cash, when excess asset returns are predictable. Simulations areperformed for scenarios involving different risk aversion levels, horizons, and...

The famous game of two cars is a pursuit-evasion dynamic game. In theextended version presented here, a correct driver (evader) on a freeway detectsa wrong-way driver (pursuer in a worst case scenario), i.e., a car driving on thewrong lanes of the road or in the wrong direction. The correct...