Thomas Siegl

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
A model in ruin theory using derivative securities	2010-05-27	Paper
Modelling Specific Interest Rate Risk with Estimation of Missing Data Applied Mathematical Finance	2005-10-27	Paper
Statistical bootstrapping methods in VaR calculation Applied Mathematical Finance	2002-09-05	Paper
scientific article; zbMATH DE number 1780437 (Why is no real title available?)	2002-08-13	Paper
Ruin theory with risk proportional to the free reserve and securitization Insurance Mathematics & Economics	2000-10-25	Paper
A process with stochastic claim frequency and a linear dividend barrier Insurance Mathematics & Economics	2000-09-26	Paper
scientific article; zbMATH DE number 962269 (Why is no real title available?)	1999-02-22	Paper
Stochastischer Zins in der Ruintheorie ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik	1999-02-02	Paper
Fast Gaussian random number generation using linear transformations Computing	1998-03-03	Paper
scientific article; zbMATH DE number 1037275 (Why is no real title available?)	1997-07-23	Paper

Research outcomes over time

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