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RESEARCH PAPERS - Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: A multivariate nonparametric approach
Gaisser, Sandra; Memmel, Christoph; Schmidt, Rafael; … - In: Journal of risk 14 (2011) 1, pp. 3-41
Persistent link: https://www.econbiz.de/10009343261
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Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 25 (2012) 3, pp. 68-72
Persistent link: https://www.econbiz.de/10009844830
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Risk management - Analytical risk contributions for non-linear portfolios
Lutz, Helmut; Wehn, Carsten - In: Risk : managing risk in the world's financial markets 25 (2012) 2, pp. 68-72
Persistent link: https://www.econbiz.de/10009835129
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Tail dependence for elliptically contoured distributions
Schmidt, Rafael - In: Mathematical methods of operations research 55 (2002) 2, pp. 301
Persistent link: https://www.econbiz.de/10006616931
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Forecasting German mortality using panel data procedures
Babel, Bernhard; Bomsdorf, Eckart; Schmidt, Rafael - In: Journal of population economics : journal of the … 21 (2008) 3, pp. 541-556
Persistent link: https://www.econbiz.de/10008052752
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Zur Entwicklung der Bevölkerung, der Anzahl der Schüler, der Studienanfänger und der Pflegebedürftigen: Stochastische Modellrechnungen für Deutschland bis 2050
Bomsdorf, Eckart; Babel, Bernhard; Schmidt, Rafael - In: Sozialer Fortschritt : unabhängige Zeitschrift für … 57 (2008) 5, pp. 125-131
Persistent link: https://www.econbiz.de/10008071947
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Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael; Schmieder, Christian - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10008890287
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Modelling dynamic portfolio risk using risk drivers of elliptical processes
Schmidt, Rafael; Schmieder, Christian - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 229-244
Persistent link: https://www.econbiz.de/10008237880
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Which interest rate scenario is the worst one for a bank? : evidence from a tracking bank approach for German savings and cooperative banks
Memmel, Christoph - In: International journal of banking, accounting and finance 1 (2008) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10009888592