26 Einträge gefunden

1. The information value of distress

   1. Hilpert, Christian
   2. Hirth, Stefan
   3. Szimayer, Alexander

   2022 - Forschungsinformationssystem der UHH
2. Modeling non-maturing demand deposits:a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit volumes

   1. Döpp, Sophie
   2. Horovitz, Andre
   3. Szimayer, Alexander

   2022 - Forschungsinformationssystem der UHH
3. Rational attention allocation in the mortgage market

   1. Golder, Sebastian
   2. Schaefer, Mick
   3. Szimayer, Alexander

   2021 - Forschungsinformationssystem der UHH
4. Modeling non-maturing deposits:a procedure for the determination of the minimal time series length required for model calibration and back-testing

   1. Döpp, Sophie
   2. Horovitz, Andre
   3. Szimayer, Alexander

   2021 - Forschungsinformationssystem der UHH
5. Self-respecting worker in the gig economy:a dynamic principal-agent model

   1. Bihary, Zsolt
   2. Csóka, Péter
   3. Kerényi, Péter
   4. Szimayer, Alexander

   2021 - Forschungsinformationssystem der UHH
6. Modeling non-maturing demand deposits:a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit volumes

   1. Döpp, Sophie
   2. Horovitz, Andre
   3. Szimayer, Alexander

   2020 - Forschungsinformationssystem der UHH
7. What drives flight to quality?

   1. Opitz, Sebastian
   2. Szimayer, Alexander

   2018 - Forschungsinformationssystem der UHH
8. Measuring crisis risk using conditional copulas:an empirical analysis of the 2008 shipping crisis

   1. Opitz, Sebastian
   2. Seidel, Henry
   3. Szimayer, Alexander

   2018 - Forschungsinformationssystem der UHH
9. Marginal consistent dependence modelling using weak subordination for brownian motions

   1. Michaelsen, Markus
   2. Szimayer, Alexander

   2018 - Forschungsinformationssystem der UHH
10. Optimal stopping at random intervention times

    1. Schaefer, Mick
    2. Szimayer, Alexander

    2017 - Forschungsinformationssystem der UHH
11. The effects of largest claim and excess of loss reinsurance on a company's ruin time and valuation

    1. Fan, Yuguang
    2. Griffin, Philip S.
    3. Maller, Ross
    4. Szimayer, Alexander
    5. Wang, Tiandong

    2017 - Forschungsinformationssystem der UHH - frei zugänglich
12. Rating under asymmetric information:inflation despite best intentions

    1. Hilpert, Christian
    2. Hirth, Stefan
    3. Szimayer, Alexander

    2017 - Forschungsinformationssystem der UHH
13. Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing

    1. Buchmann, Boris
    2. Kaehler, Benjamin
    3. Maller, Ross A.
    4. Szimayer, Alexander

    2017 - Forschungsinformationssystem der UHH - frei zugänglich
14. Comments on Shan and Walter:'towards a set of design principles for executive compensation contracts'

    1. Beaumont, Stacey
    2. Ratiu, Raluca
    3. Reeb, David
    4. Boyle, Glenn
    5. Brown, Philip
    6. Szimayer, Alexander
    7. Rosa, Raymond da Silva

    2016 - Forschungsinformationssystem der UHH
15. Pricing of Asian options for affine Gaussian diffusions

    1. Herbener, Michael
    2. Szimayer, Alexander

    2015 - Forschungsinformationssystem der UHH - frei zugänglich
16. Measuring crisis risk using conditional copulas:an empirical analysis of the 2008 shipping crisis

    1. Opitz, Sebastian
    2. Seidel, Henry
    3. Szimayer, Alexander

    2014 - Forschungsinformationssystem der UHH
17. Valuation of equity-linked life insurance contracts with surrender guarantees in a regime-switching rational expectation model

    1. Uzelac, Filip
    2. Szimayer, Alexander

    2014 - Forschungsinformationssystem der UHH
18. The effect of secondary markets on equity-linked life insurance with surrender guarantees

    1. Hilpert, Christian
    2. Li, Jing
    3. Szimayer, Alexander

    2014 - Forschungsinformationssystem der UHH
19. The effect of policyholders' rationality on unit-linked life insurance contracts with surrender guarantees

    1. Li, Jing
    2. Szimayer, Alexander

    2014 - Forschungsinformationssystem der UHH
20. Pricing American options in the Heston model:a close look at incorporating correlation

    1. Ruckdeschel, P.
    2. Sayer, T.
    3. Szimayer, Alexander

    2013 - Forschungsinformationssystem der UHH