Publications in Scientific Journals:
S. Gerhold, U. Schmock, R. Warnung:
"A Generalization of the Panjer Recursion and Numerically Stable Risk Aggregation";
Finance and Stochastics,
14
(2010),
1;
81
- 128.
"Official" electronic version of the publication (accessed through its Digital Object Identifier - DOI)
http://dx.doi.org/10.1007/s00780-009-0104-1
Related Projects:
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)
Created from the Publication Database of the Vienna University of Technology.