Suchergebnisse - RERO DOC

Consortium of Swiss Academic Libraries

Hedging of long term zero-coupon bonds in a market model with reinvestment risk

Stefanovits, David ; Wüthrich, Mario

In: European Actuarial Journal, 2014, vol. 4, no. 1, p. 49-75

Consortium of Swiss Academic Libraries

Multivariate extremes and the aggregation of dependent risks: examples and counter-examples

Embrechts, Paul ; Lambrigger, Dominik ; Wüthrich, Mario

In: Extremes, 2009, vol. 12, no. 2, p. 107-127

Consortium of Swiss Academic Libraries

Modeling accounting year dependence in runoff triangles

Salzmann, Robert ; Wüthrich, Mario

In: European Actuarial Journal, 2012, vol. 2, no. 2, p. 227-242

Consortium of Swiss Academic Libraries

Limit distributions of upper order statistics for families of multivariate distributions

Wüthrich, Mario

In: Extremes, 2005, vol. 8, no. 4, p. 339-344

Consortium of Swiss Academic Libraries

An academic view on the illiquidity premium and market-consistent valuation in insurance

Wüthrich, Mario

In: European Actuarial Journal, 2011, vol. 1, no. 1, p. 93-105

Consortium of Swiss Academic Libraries

Indifference pricing for CRRA utilities

Malamud, Semyon ; Trubowitz, Eugene ; Wüthrich, Mario

In: Mathematics and Financial Economics, 2013, vol. 7, no. 3, p. 247-280

Consortium of Swiss Academic Libraries

Report on the 36th Astin Colloquium, September 4-7, 2005, ETH Zürich and the 15th Afir Colloquium, September 6-9, 2005, ETH Zürich

Wüthrich, Mario

In: ASTIN Bulletin, 2005, vol. 35, no. 2, p. 491-493

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