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1

Dependence properties of dynamic credit risk models

Bäuerle, Nicole, Schmock, Uwe

Journal:

Statistics & Risk Modeling

Year:

2012

Language:

english

File:

PDF, 298 KB

english, 2012

2

Some results about the expected ruin time in Markov-modulated risk models

Nicole Bäuerle

Journal:

Insurance: Mathematics and Economics

Year:

1996

Language:

english

File:

PDF, 484 KB

english, 1996

3

Traditional versus non-traditional reinsurance in a dynamic setting

Bäuerle, Nicole

Journal:

Scandinavian Actuarial Journal

Year:

2004

Language:

english

File:

PDF, 216 KB

english, 2004

4

Optimal retirement planning under partial information

Bäuerle, Nicole, Chen, An

Journal:

Statistics & Risk Modeling

Year:

2019

Language:

english

File:

PDF, 1.85 MB

english, 2019

5

Risk management in credit risk portfolios with correlated assets

Nicole Bäuerle

Journal:

Insurance: Mathematics and Economics

Year:

2002

Language:

english

File:

PDF, 132 KB

english, 2002

6

The Relaxed Investor with Partial Information

Bäuerle, Nicole, Urban, Sebastian P., Veraart, Luitgard A. M.

Journal:

SIAM Journal on Financial Mathematics

Year:

2012

Language:

english

File:

PDF, 496 KB

english, 2012

7

Monotonicity Results for MR/GI/1 Queues

Nicole Bäuerle

Journal:

Journal of Applied Probability

Year:

1997

Language:

english

File:

PDF, 942 KB

english, 1997

8

Optimal risk allocation in reinsurance networks

Bäuerle, Nicole, Glauner, Alexander

Journal:

Insurance: Mathematics and Economics

Year:

2018

Language:

english

File:

PDF, 886 KB

english, 2018

9

The periodic risk model with investment

Mirko Kötter, Nicole Bäuerle

Journal:

Insurance: Mathematics and Economics

Year:

2008

Language:

english

File:

PDF, 264 KB

english, 2008

10

How to improve the performance of ATM multiplexers

Nicole Bäuerle

Journal:

Operations Research Letters

Year:

1999

Language:

english

File:

PDF, 109 KB

english, 1999

11

Control Improvement for Jump-Diffusion Processes with Applications to Finance

Nicole Bäuerle, Ulrich Rieder

Journal:

Applied Mathematics & Optimization

Year:

2012

Language:

english

File:

PDF, 496 KB

english, 2012

12

Stochastic orders and risk measures: Consistency and bounds

Nicole Bäuerle, Alfred Müller

Journal:

Insurance: Mathematics and Economics

Year:

2006

Language:

english

File:

PDF, 224 KB

english, 2006

13

Approximation of Optimal Reinsurance and Dividend Payout Policies

Nicole Bäuerle

Journal:

Mathematical Finance

Year:

2004

Language:

english

File:

PDF, 169 KB

english, 2004

14

PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS

Nicole Bäuerle, Ulrich Rieder

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 161 KB

english, 2007

15

Markov-modulated diffusion risk models

Bäuerle, Nicole, Kötter, Mirko

Journal:

Scandinavian Actuarial Journal

Year:

2007

Language:

english

File:

PDF, 221 KB

english, 2007

16

A note on applications of stochastic ordering to control problems in insurance and finance

Bäuerle, Nicole, Bayraktar, Erhan

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2014

Language:

english

File:

PDF, 163 KB

english, 2014

17

A Bayesian approach to incorporate model ambiguity in a dynamic risk measure

Bäuerle, Nicole, Mundt, André

Journal:

Statistics & Decisions

Year:

2009

Language:

english

File:

PDF, 250 KB

english, 2009

18

Finanzmathematik in diskreter Zeit ||

Bäuerle, Nicole, Rieder, Ulrich

Year:

2017

Language:

german

File:

PDF, 2.44 MB

german, 2017

19

Risk-sensitive stopping problems for continuous-time Markov chains

Bäuerle, Nicole, Popp, Anton

Journal:

Year:

2018

Language:

english

File:

PDF, 1.81 MB

english, 2018

20

Modeling and Comparing Dependencies in Multivariate Risk Portfolios

Bäuerle, Nicole, Müller, Alfred

Journal:

Year:

1998

Language:

english

File:

PDF, 951 KB

english, 1998

21

Optimal Portfolios for Financial Markets with Wishart Volatility

Bäuerle, Nicole, Li, Zejing

Journal:

Journal of Applied Probability

Year:

2013

Language:

english

File:

PDF, 261 KB

english, 2013

22

Convex Stochastic Fluid Programs with Average Cost

Nicole Bäuerle

Journal:

Journal of Mathematical Analysis and Applications

Year:

2001

Language:

english

File:

PDF, 160 KB

english, 2001

23

Optimal control and dependence modeling of insurance portfolios with Lévy dynamics

Nicole Bäuerle, Anja Blatter

Journal:

Insurance: Mathematics and Economics

Year:

2011

Language:

english

File:

PDF, 287 KB

english, 2011

24

The advantage of small machines in a stochastic fluid production process

Nicole Bäuerle

Journal:

Mathematical Methods of Operations Research

Year:

1998

Language:

english

File:

PDF, 592 KB

english, 1998

25

Benchmark and mean-variance problems for insurers

Nicole Bäuerle

Journal:

Mathematical Methods of Operations Research

Year:

2005

Language:

english

File:

PDF, 125 KB

english, 2005

26

Dependence properties and comparison results for Lévy processes

Nicole Bäuerle, Anja Blatter, Alfred Müller

Journal:

Mathematical Methods of Operations Research

Year:

2008

Language:

english

File:

PDF, 276 KB

english, 2008

27

Dynamic mean-risk optimization in a binomial model

Nicole Bäuerle, André Mundt

Journal:

Mathematical Methods of Operations Research

Year:

2009

Language:

english

File:

PDF, 233 KB

english, 2009

28

Markov Decision Processes with Average-Value-at-Risk criteria

Nicole Bäuerle, Jonathan Ott

Journal:

Mathematical Methods of Operations Research

Year:

2011

Language:

english

File:

PDF, 355 KB

english, 2011

29

MDP algorithms for portfolio optimization problems in

Nicole Bäuerle, Ulrich Rieder

Journal:

Finance and Stochastics

Year:

2009

Language:

english

File:

PDF, 446 KB

english, 2009

30

Conservation Laws for Single-Server Fluid Networks

Nicole Bäuerle, Shaler Stidham

Journal:

Queueing Systems

Year:

2001

Language:

english

File:

PDF, 108 KB

english, 2001

31

Optimal control of single-server fluid networks

Nicole Bäuerle, Ulrich Rieder

Journal:

Queueing Systems

Year:

2000

Language:

english

File:

PDF, 179 KB

english, 2000

32

Markov Decision Processes

Nicole Bäuerle, Ulrich Rieder

Journal:

Jahresbericht der Deutschen Mathematiker-Vereinigung

Year:

2010

Language:

english

File:

PDF, 488 KB

english, 2010

33

Zinsmodelle für Versicherungen

Robin Pfeiffer, Jürgen Bierbaum, Mathias Kunze, Norbert Quapp, Nicole Bäuerle

Journal:

Blätter der DGVFM

Year:

2010

Language:

german

File:

PDF, 626 KB

german, 2010

34

M6P/IGF2R modulates the invasiveness of liver cells via its capacity to bind mannose 6-phosphate residues

Verena Puxbaum, Elisabeth Nimmerfall, Christine Bäuerl, Nicole Taub, Pia-Maria Blaas, Johannes Wieser, Mario Mikula, Wolfgang Mikulits, Ken M. Ng, George C.T. Yeoh, Lukas Mach

Journal:

Journal of Hepatology

Year:

2012

Language:

english

File:

PDF, 849 KB

english, 2012

35

A Joint Stock and Bond Market based on the Hyperbolic Gaussian Model

Nicole Bäuerle, Robin Pfeiffer

Journal:

European Actuarial Journal

Year:

2013

Language:

english

File:

PDF, 429 KB

english, 2013

36

Preface to the GPSD 2012 special issue of Metrika

Bäuerle, Nicole, Dehling, Herold, Klenke, Achim, Kersting, Götz, Kreiss, Jens-Peter

Journal:

Year:

2014

Language:

english

File:

PDF, 85 KB

english, 2014

37

Optimal Control of Queueing Networks: An Approach via Fluid Models

Nicole Bäuerle

Journal:

Advances in Applied Probability

Year:

2002

Language:

english

File:

PDF, 1.54 MB

english, 2002

38

Introduction to Stochastic Networksby Richard Serfozo

Review by: Nicole Bäuerle

Journal:

Journal of the American Statistical Association

Year:

2002

Language:

english

File:

PDF, 146 KB

english, 2002

39

Risk-sensitive dividend problems

Bäuerle, Nicole, Jaśkiewicz, Anna

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 1.08 MB

english, 2015

40

Introduction to Stochastic Networks

Bauerle, Nicole

Journal:

Journal of the American Statistical Association

Year:

2002

Language:

english

File:

PDF, 109 KB

english, 2002

41

Complete markets do not allow free cash flow streams

Bäuerle, Nicole, Grether, Stefanie

Journal:

Mathematical Methods of Operations Research

Year:

2015

Language:

english

File:

PDF, 173 KB

english, 2015

42

Comparison Results for Markov-Modulated Recursive Models

Bäuerle, Nicole, Rieder, Ulrich

Journal:

Probability in the Engineering and Informational Sciences

Year:

1997

Language:

english

File:

PDF, 844 KB

english, 1997

43

Portfolio Optimization with Unobservable Markov-Modulated Drift Process

Ulrich Rieder and Nicole Bäuerle

Journal:

Journal of Applied Probability

Year:

2005

Language:

english

File:

PDF, 398 KB

english, 2005

44

Die Fachgruppe Stochastik in der DMV

Bäuerle, Nicole

Journal:

Mitteilungen der Deutschen Mathematiker-Vereinigung

Year:

2013

Language:

german

File:

PDF, 193 KB

german, 2013

45

Microbiota from Obese Mice Regulate Hematopoietic Stem Cell Differentiation by Altering the Bone Niche

Luo, Yubin, Chen, Guang-Liang, Hannemann, Nicole, Ipseiz, Natacha, Krönke, Gerhard, Bäuerle, Tobias, Munos, Luis, Wirtz, Stefan, Schett, Georg, Bozec, Aline

Journal:

Cell Metabolism

Year:

2015

Language:

english

File:

PDF, 2.54 MB

english, 2015

46

Optimal dividend-payout in random discrete time

Albrecher, Hansjörg, Bäuerle, Nicole, Thonhauser, Stefan

Journal:

Statistics & Risk Modeling

Year:

2011

Language:

english

File:

PDF, 506 KB

english, 2011

47

A Monotonicity Result for the Workload in Markov-Modulated Queues

Nicole Bäuerle and Tomasz Rolski

Journal:

Journal of Applied Probability

Year:

1998

Language:

english

File:

PDF, 639 KB

english, 1998

48

Gas storage valuation with regime switching

Bäuerle, Nicole, Riess, Viola

Journal:

Year:

2016

Language:

english

File:

PDF, 1.44 MB

english, 2016

49

Multivariate Risk Processes with Interacting Intensities

Nicole Bäuerle and Rudolf Grübel

Journal:

Advances in Applied Probability

Year:

2008

Language:

english

File:

PDF, 1.80 MB

english, 2008

50

Asymptotic Optimality of Tracking Policies in Stochastic Networks

Nicole Bäuerle

Journal:

The Annals of Applied Probability

Year:

2000

Language:

english

File:

PDF, 1.68 MB

english, 2000