Follow
Matthias Fahrenwaldt
Matthias Fahrenwaldt
Verified email at hw.ac.uk
Title
Cited by
Cited by
Year
Pricing of cyber insurance contracts in a network model
MA Fahrenwaldt, S Weber, K Weske
ASTIN Bulletin: The Journal of the IAA 48 (3), 1175-1218, 2018
582018
Expected utility approximation and portfolio optimisation
MA Fahrenwaldt, C Sun
Insurance: Mathematics and Economics 93, 301-314, 2020
92020
Market consistent embedded value–eine praxisorientierte Einführung
T Becker, C Cottin, M Fahrenwaldt, AM Hamm, S Nörtemann, S Weber
Der Aktuar 1, 4-8, 2014
82014
Nonrecursive separation of risk and time preferences
M Fahrenwaldt, N Jensen, M Steffensen
Journal of Mathematical Economics 90, 95-108, 2020
42020
Heat kernel asymptotics of the subordinator and subordinate Brownian motion
MA Fahrenwaldt
Journal of Evolution Equations 19, 33-70, 2019
42019
Off-diagonal heat kernel asymptotics of pseudodifferential operators on closed manifolds and subordinate Brownian motion
MA Fahrenwaldt
Integral Equations and Operator Theory 87, 327-347, 2017
42017
Heat trace asymptotics of subordinate Brownian motion in Euclidean space
MA Fahrenwaldt
Potential Analysis 44, 331-354, 2016
42016
Dynamics of solvency risk in life insurance liabilities
MC Christiansen, MA Fahrenwaldt
Scandinavian Actuarial Journal 2016 (9), 763-792, 2016
32016
The Knives Are Out
MA Fahrenwaldt
Portal Militärgeschichte 2021, 2021
2*2021
Spectral functions of subordinate Brownian motion on closed manifolds
MA Fahrenwaldt
Journal of the London Mathematical Society 93 (3), 703-720, 2016
22016
Short-time asymptotic expansions of semilinear evolution equations
MA Fahrenwaldt
Proceedings of the Royal Society of Edinburgh Section A: Mathematics 146 (1 …, 2016
22016
Sensitivity of life insurance reserves via Markov semigroups
MA Fahrenwaldt
Scandinavian Actuarial Journal 2015 (2), 124-140, 2015
22015
The Connes-Moscovici local index theorem for the non-commutative 2-torus and the meromorphic extendibility of certain Dirichlet series
M Fahrenwaldt
Westfälische Wilhelms-Universität Münster, 2002
22002
Der „Feldherr“ als Publizist: Erich Ludendorff 1919-1937
MA Fahrenwaldt
Heinrich-Heine-Universität Düsseldorf, 2023
2023
Complex powers of abstract pseudodifferential operators
M Fahrenwaldt
Methods of Functional Analysis and Topology, 2018
2018
Option prices under liquidity risk as weak solutions of semilinear diffusion equations
MA Fahrenwaldt, AF Roch
Nonlinear Differential Equations and Applications NoDEA 24, 1-32, 2017
2017
The system can't perform the operation now. Try again later.
Articles 1–16