Stefan Trück

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On autoregressive measurement errors in a two-factor model	2024-10-31	Paper
Cyber risk frequency, severity and insurance viability Insurance Mathematics & Economics	2022-09-14	Paper
Second order of stochastic dominance efficiency vs mean variance efficiency European Journal of Operational Research	2021-06-04	Paper
Managing risks from climate impacted hazards -- the value of investment flexibility under uncertainty European Journal of Operational Research	2018-04-23	Paper
Modeling spot price dependence in Australian electricity markets with applications to risk management Computers & Operations Research	2016-11-17	Paper
It's not now or never: implications of investment timing and risk aversion on climate adaptation to extreme events European Journal of Operational Research	2016-10-07	Paper
Recent Advances in Credit Risk Management Contributions to Economics	2009-02-26	Paper
Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper
Modelling catastrophe claims with left-truncated severity distributions Computational Statistics	2007-12-16	Paper
scientific article; zbMATH DE number 5010403 (Why is no real title available?)	2006-03-09	Paper
A note on the estimation of the frequency and severity distribution of operational losses	2006-02-21	Paper
Computational Science - ICCS 2004 Lecture Notes in Computer Science	2005-12-23	Paper
scientific article; zbMATH DE number 1740230 (Why is no real title available?)	2002-10-28	Paper

Research outcomes over time

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