15 Publikationen

Alle markieren

[15]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954953 OA
Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Eisenberg J, Fabrykowski L, Schmeck MD (2021)
Risks 9(4): 73.
PUB | PDF | DOI | WoS
 
[14]
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2953603 OA
Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Eisenberg J, Fabrykowski L, Schmeck MD (2021) Center for Mathematical Economics Working Papers; 648.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[13]
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959491
Optimal switch from a fossil-fueled to an electric vehicle
Falbo P, Ferrari G, Rizzini G, Schmeck MD (2021)
Decisions in Economics and Finance.
PUB | DOI | WoS
 
[12]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
A decomposition of general premium principles into risk and deviation
Nendel M, Riedel F, Schmeck MD (2021)
Insurance: Mathematics and Economics 100: 193-209.
PUB | DOI | WoS
 
[11]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954897 OA PUB | PDF | DOI | WoS
 
[10]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2953829
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli M, Schmeck MD, Vargiolu T (2021)
Energy Economics 95: 105006.
PUB | DOI | WoS
 
[9]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2951305
Mortality options: The point of view of an insurer
Schmeck MD, Schmidli H (2021)
Insurance: Mathematics and Economics 96: 98-115.
PUB | DOI | WoS
 
[8]
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Kemper A, Schmeck MD, Khripunova Balci A (2020) Center for Mathematical Economics Working Papers; 635.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[7]
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Decomposition of General Premium Principles into Risk and Deviation
Nendel M, Schmeck MD, Riedel F (2020) Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[6]
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2949956 OA
Optimal Switch from a Fossil-Fueled to an Electric Vehicle
Falbo P, Ferrari G, Rizzini G, Schmeck MD (2020) Center for Mathematical Economics Working Papers; 642.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[5]
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli M, Schmeck MD, Vargiolu T (2019) Center for Mathematical Economics Working Papers; 625.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[4]
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Mortality Options: the Point of View of an Insurer
Schmeck MD, Schmidli H (2019) Center for Mathematical Economics Working Papers; 616.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[3]
2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2935585
On the seasonality in the implied volatility of electricity options
Fanelli V, Schmeck MD (2019)
Quantitative Finance 19(8): 1321-1337.
PUB | DOI | WoS
 
[2]
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912010
Electricity price modeling with stochastic time change
Borovkova S, Schmeck MD (2017)
ENERGY ECONOMICS 63: 51-65.
PUB | DOI | WoS
 
[1]
2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908022
PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED
Schmeck MD (2016)
INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE 19(8): 1650053.
PUB | DOI | WoS
 

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15 Publikationen

Alle markieren

[15]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954953 OA
Optimal Surplus-Dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Eisenberg J, Fabrykowski L, Schmeck MD (2021)
Risks 9(4): 73.
PUB | PDF | DOI | WoS
 
[14]
2021 | Diskussionspapier | Veröffentlicht | PUB-ID: 2953603 OA
Optimal Surplus-dependent Reinsurance under Regime-Switching in a Brownian Risk Model
Eisenberg J, Fabrykowski L, Schmeck MD (2021) Center for Mathematical Economics Working Papers; 648.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[13]
2021 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2959491
Optimal switch from a fossil-fueled to an electric vehicle
Falbo P, Ferrari G, Rizzini G, Schmeck MD (2021)
Decisions in Economics and Finance.
PUB | DOI | WoS
 
[12]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957012
A decomposition of general premium principles into risk and deviation
Nendel M, Riedel F, Schmeck MD (2021)
Insurance: Mathematics and Economics 100: 193-209.
PUB | DOI | WoS
 
[11]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954897 OA PUB | PDF | DOI | WoS
 
[10]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2953829
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli M, Schmeck MD, Vargiolu T (2021)
Energy Economics 95: 105006.
PUB | DOI | WoS
 
[9]
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2951305
Mortality options: The point of view of an insurer
Schmeck MD, Schmidli H (2021)
Insurance: Mathematics and Economics 96: 98-115.
PUB | DOI | WoS
 
[8]
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2943342 OA
The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets
Kemper A, Schmeck MD, Khripunova Balci A (2020) Center for Mathematical Economics Working Papers; 635.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[7]
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2945081 OA
Decomposition of General Premium Principles into Risk and Deviation
Nendel M, Schmeck MD, Riedel F (2020) Center for Mathematical Economics Working Papers; 638, aktual. Version July 2020.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[6]
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2949956 OA
Optimal Switch from a Fossil-Fueled to an Electric Vehicle
Falbo P, Ferrari G, Rizzini G, Schmeck MD (2020) Center for Mathematical Economics Working Papers; 642.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[5]
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2937756 OA
Capturing the power options smile by an additive two-factor model for overlapping futures prices
Piccirilli M, Schmeck MD, Vargiolu T (2019) Center for Mathematical Economics Working Papers; 625.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[4]
2019 | Diskussionspapier | Veröffentlicht | PUB-ID: 2935798 OA
Mortality Options: the Point of View of an Insurer
Schmeck MD, Schmidli H (2019) Center for Mathematical Economics Working Papers; 616.
Bielefeld: Center for Mathematical Economics.
PUB | PDF
 
[3]
2019 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2935585
On the seasonality in the implied volatility of electricity options
Fanelli V, Schmeck MD (2019)
Quantitative Finance 19(8): 1321-1337.
PUB | DOI | WoS
 
[2]
2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2912010
Electricity price modeling with stochastic time change
Borovkova S, Schmeck MD (2017)
ENERGY ECONOMICS 63: 51-65.
PUB | DOI | WoS
 
[1]
2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908022
PRICING OPTIONS ON FORWARDS IN ENERGY MARKETS: THE ROLE OF MEAN REVERSION'S SPEED
Schmeck MD (2016)
INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE 19(8): 1650053.
PUB | DOI | WoS
 

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