Gerhard Stahl

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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!

PublicationDate of PublicationType
A first look back: model performance under Solvency II
European Actuarial Journal
2024-06-04Paper
The standard formula of Solvency II: a critical discussion
European Actuarial Journal
2021-12-17Paper
Model uncertainty in a holistic perspective
Springer Proceedings in Mathematics & Statistics
2017-07-31Paper
From the equivalence principle to market consistent valuation
Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)
2011-10-25Paper
Value-at-risk forecasts under scrutiny—the German experience
Quantitative Finance
2008-01-31Paper
On the appropriateness of inappropriate VaR models
AStA. Allgemeines Statistisches Archiv
2007-04-26Paper
scientific article; zbMATH DE number 1538077 (Why is no real title available?)
 
2001-01-18Paper
scientific article; zbMATH DE number 1449652 (Why is no real title available?)
 
2000-05-21Paper
Estimation in semiparametric models using an auxiliary model
Statistical Papers
1996-02-13Paper


Research outcomes over time


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