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Schreiber, Irene (2012): Risk-minimization for life insurance liabilities. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics
Racheva-Iotova, Borjana (2010): An Integrated System for Market Risk, Credit Risk and Portfolio Optimization Based on Heavy-Tailed Medols and Downside Risk Measures. Dissertation, LMU München: Faculty of Mathematics, Computer Science and Statistics