Preprints
Preprints
2021
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D. Pfeifer, V. Langen. Insurance Business and Sustainable Development(PDF) To appear in: M. Sarfraz and L. Ivascu (Eds): Risk Management. InTechOpen, 2021
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D. Pfeifer, O. Ragulina. Generating unfavourable VaR scenarios with patchwork copulas(PDF)arXiv 2011.06281v5 [q-fin.RM]
2020
- D. Pfeifer, Model validation using quantile-quantile plots under Solvency II(PDF) in: Zeitschrift für die Gesamte Versicherungswissenschaft (2020).
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Dietmar Pfeifer, O. Ragulina, Adaptive Bernstein Copulas and Risk Management(PDF) in:Mathematics 2020, 8, 2221
2019
- D. Pfeifer, A. Mändle, O. Ragulina, Côme Girschig. New copulas based on general partitions-of-unity (part III) - the continuous case(PDF) in: Dependence Modeling (2019),7, 181-201.
2018
- Frank Schöpfer and Dirk A. Lorenz. Linear convergence of the randomized sparse Kaczmarz Method(PDF). Mathematical Programming, 2018.
- Dirk A. Lorenz, Sean Rose, and Frank Schöpfer. The randomized Kaczmarz method with mismatched adjoint.(PDF) BIT Numerical Mathematics, pages 1?-20, 2018.
- Frederik Heber, Frank Schöpfer, and Thomas Schuster. Acceleration of sequential subspace optimization in Banach spaces by orthogonal search directions.(PDF) Journal of Computational and Applied Mathematics, 345:1-?22, 2019.
- D. Pfeifer, O. Ragulina. Generating VaR scenarios under Solvency II with product beta distributions(PDF) (Published in RISKS 2018,6,122).
2017
- D. Grieser. Scales, blow-up and quasimode constructions(PDF)
- D. Pfeifer, A. Mändle, O. Ragulina.New copulas based on general partitions-of-unity and their applications to risk management (part II)(PDF)[Published in Dependence Modeling 5 (2017), 246 - 255]
2016
- C. Bierig, A. Chernov. Approximation of probability density functions by the Multilevel Monte Carlo Maximum Entropy method(PDF)[Published in J. Comput. Physics, 314 (2016), 661-681]
- D. Pfeifer, H. A. Tsatedem, A. Mändle, C. Girschig. New copulas based on general partitions-of-unity and their applications to risk management(PDF)[Published in Dependence Modeling 4 (2016), 123-140]
- F. Schöpfer. Linear convergence of descent methods for the unconstrained minimization of restricted strongly convex functions(PDF)[Published in SIAM J. Optim. 26 (2016), no. 3, 1883-1911]
- D. Pfeifer: Does the standard model under Solvency II deliver what it promises?(PDF) (Puiblished in: R. Koch, M. Weber, G. Winter (eds.): Der Forschung - der Lehre - der Bildung. 100 Jahre Hamburger Seminar für Versicherungswissenschaft und Versicherungswissenschaftlicher Verein in Hamburg e.V.. (2016), Verlag Versicherungswirtschaft, Karlsruhe, 767 - 788.)