Zobrazeno 1 - 10
of 243
pro vyhledávání: '"Gerhard Stahl"'
Publikováno v:
Zeitschrift für das Gesamte Kreditwesen. 4/1/2020, Vol. 73 Issue 7, p19-22. 4p.
Autor:
Matthias Scherer, Gerhard Stahl
Publikováno v:
European Actuarial Journal. 11:3-20
Establishing a standard formula (SF) for the regulation of European insurance companies is a Herculean task. It has to acknowledge very different business models and national peculiarities. In addition, regulatory authorities—as a stakeholder on th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6f0ebe16a3af82a18346fddae3e6c9d5
https://doi.org/10.1007/s13385-020-00252-z
https://doi.org/10.1007/s13385-020-00252-z
Autor:
Gerhard Stahl
China wird unsere Zukunft bestimmen. Nicht nur unser Wohlstand hängt vom Handel mit der aufstrebenden Wirtschaftsmacht ab, sondern auch globale Probleme, allen voran der Klimawandel, können nur mit Chinas Mitarbeit bewältigt werden. Die USA sehen
Autor:
Ruediger Kiesel, Gerhard Stahl
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4a0b6ff41e1769f770fe9c904e015d46
https://doi.org/10.2139/ssrn.4243603
https://doi.org/10.2139/ssrn.4243603
Publikováno v:
Risks, Vol 4, Iss 3, p 32 (2016)
In the aftermath of the financial crisis, it was realized that the mathematical models used for the valuation of financial instruments and the quantification of risk inherent in portfolios consisting of these financial instruments exhibit a substanti
Externí odkaz:
https://doaj.org/article/aeadf0cecf144629a0028292f8ddb97c
Publikováno v:
The Journal of Risk. 17:67-97
This paper analyzes and quantifies the idea of model risk in the environment of internal model building. We define various types of model risk including estimation risk, model risk in distribution and model risk in functional form. By the quantificat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::61307bfbc3cc83f0f75fe6f99c5aa32c
https://doi.org/10.21314/jor.2015.312
https://doi.org/10.21314/jor.2015.312
Publikováno v:
Risks; Volume 4; Issue 3; Pages: 32
Risks, Vol 4, Iss 3, p 32 (2016)
Risks, Vol 4, Iss 3, p 32 (2016)
OA gold In the aftermath of the financial crisis, it was realized that the mathematical models used for the valuation of financial instruments and the quantification of risk inherent in portfolios consisting of these financial instruments exhibit a s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f75ff483b530cedf4ea5315ecb67742a
Publikováno v:
Jahresbericht der Deutschen Mathematiker-Vereinigung. 113:139-172
Insurance companies are exposed to many different types of risk, in particular actuarial as well as financial risks. As a consequence, the classical actuarial principle of pooling does not provide a sufficient basis for the valuation and risk managem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6fd1152c1d8e9025f59cab2b16dce71
https://doi.org/10.1365/s13291-011-0022-y
https://doi.org/10.1365/s13291-011-0022-y