Browsen in EconStor gesamt nach Autor:innen Schlütter, Sebastian
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Erscheinungsjahr | Titel | Autor:innen |
2017 | Scenario-based capital requirements for the interest rate risk of insurance companies | Schlütter, Sebastian |
2021 | Sensitivity-implied tail-correlation matrices | Paulusch, Joachim; Schlütter, Sebastian |
2021 | Exploring the market risk profiles of U.S. and European life insurers | Grochola, Nicolaus; Browne, Mark Joseph; Gründl, Helmut; Schlütter, Sebastian |
2022 | Responsible investments in life insurers' optimal portfolios under solvency constraints | Schlütter, Sebastian; Fianu, Emmanuel Senyo; Gründl, Helmut |
2023 | Enhancing gradient capital allocation with orthogonal convexity scenarios | Aigner, Philipp; Schlütter, Sebastian |
2023 | Discretionary decisions in capital requirements under Solvency II | Grochola, Nicolaus; Schlütter, Sebastian |
2023 | Exploring the market risk profiles of US and European stock insurers | Grochola, Nicolaus; Browne, Mark J.; Gründl, Helmut; Schlütter, Sebastian |
2024 | Banks and non-banks stressed: Liquidity shocks and the mitigating role of insurance companies | Sydow, Matthias; Fukker, Gábor; Dubiel-Teleszynski, Tomasz; Franch, Fabio; Gallet, Sébastien; Gründl, Helmut; Kotronis, Stelios; Miccio, Debora; Pellegrino, Michela; Schlütter, Sebastian; Sottocornola, Matteo |