Browsing All of EconStor by Author Schlütter, Sebastian
Showing results 1 to 7 of 7
Year of Publication | Title | Author(s) |
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 |