YearTitle/AuthorDocument Type
2019Severity modeling of extreme insurance claims for tariffication
Laudagé, Christian; Wenzel, Jörg; Desmettre, Sascha
Journal Article
full text
2017Applications of the central limit theorem for pricing Cliquet-style options
Korn, R.; Temocin, B.Z.; Wenzel, J.
Journal Article
2015From model to application: Calibration to market data
Sayer, Tilman; Wenzel, Jörg
Book Article
2011A Two-Factor HJM Interest Rate Model for Use in Asset Liability Management
Acar, S.K.; Korn, R.; Natcheva-Acar, K.; Wenzel, J.
Book Article
2006A unified approach to credit default swaption and constant maturity credit default swap valuation
Krekel, M.; Wenzel, J.
Report
full text
This publication list has been generated from the publication database Fraunhofer-Publica.