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Ralf Kellner
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Lehrstuhl für Versicherungswirtschaft und Risikomanagement
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Publications
(4)
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The Effectiveness of Gap Insurance With Respect to Basis Risk in a Shareholder Value Maximization Setting (2014)
Gatzert N, Kellner R
Journal article, Original article
Estimating the Basis Risk of Index-Linked Hedging Strategies using Multivariate Extreme Value Theory (2013)
Kellner R, Gatzert N
Journal article, Original article
Risk Management using Index-Linked Catastrophic Loss Instruments (2011)
Gatzert N, Kellner R
Journal article, Original article
The Influence of Non-Linear Dependencies on the Basis Risk of Industry Loss Warranties (2011)
Gatzert N, Kellner R
Journal article, Original article