Browsing All of EconStor by Author Schmeck, Maren Diane
Showing results 1 to 9 of 9
| Year of Publication | Title | Author(s) |
| 2019 | Mortality options: the point of view of an insurer | Schmeck, Maren Diane; Schmidli, Hanspeter |
| 2019 | Capturing the power options smile by an additive two-factor model for overlapping futures prices | Piccirilli, Marco; Schmeck, Maren Diane; Vargiolu, Tiziano |
| 2020 | The market price of risk for delivery periods: Pricing swaps and options in electricity markets | Kemper, Annika; Schmeck, Maren Diane; Balci, Anna KH. |
| 2020 | Optimal switch from a fossil-fueled to an electric vehicle | Falbo, Paolo; Ferrari, Giorgio; Rizzini, Giorgio; Schmeck, Maren Diane |
| 2020 | Decomposition of general premium principles into risk and deviation | Nendel, Max; Schmeck, Maren Diane; Riedel, Frank |
| 2021 | Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model | Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane |
| 2021 | The effect of mean-reverting processes in the pricing of options in the energy market: An arithmetic approach | Schmeck, Maren Diane; Schwerin, Stefan |
| 2021 | Optimal surplus-dependent reinsurance under regime-switching in a Brownian risk model | Eisenberg, Julia; Fabrykowski, Lukas; Schmeck, Maren Diane |
| 2023 | Pricing of electricity swaps with geometric averaging | Kemper, Annika; Schmeck, Maren Diane |
