Risikomanagement

Veröffentlichungen zum Forschungsgebiet

Article

Thilo Grundmann, Andreas Mitschele, Thorsten Wingenroth
Banken im „erstickten Matt“? - Strategische Handlungsoptionen in stürmischen Zeiten
Risiko Manager, (2), Seiten 1, 6-13, Januar, 2012
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Jonas Andrulis, Andreas Mitschele, Thomas Schmidt, Frank Schlottmann
Unternehmensindividuelle Stresstests als Konsequenz aus der Finanzmarktkrise
Risiko Manager, (10), Seiten 1-11, Mai, 2009
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Andreas Mitschele, Mathias Steinmann, Christoph Sehrbrock
Endlich Durchblick - Die optimale Steuerung der Gesamtbank
gi - GELDINSTITUTE, (3), Seiten 32-33, Juni, 2009
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Andreas Mitschele, Tamara Mitschele
Risikobericht nach IFRS 7 in Banken im vergleichenden Überblick
Risiko Manager, (25-26), Seiten 20-26, Dezember, 2008
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inproceedings

Andreas Mitschele, Ingo Österreicher, Frank Schlottmann, Detlef Seese
Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers
In Waldmann, Karl-Heinz; Stocker, Ulrike M., Operations Research Proceedings 2006, Seiten: 287--292, Springer, Mai, 2007
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Ingo Österreicher, Andreas Mitschele, Frank Schlottmann, Detlef Seese
Comparison of Multi-Objective Evolutionary Algorithms in Optimizing Combinations of Reinsurance Contracts
In Maarten Keijzer et al., GECCO '06: Proceedings of the 8th annual conference on Genetic and evolutionary computation, Seiten: 747-748, ACM Press, 1, New York, NY, USA, Juni, 2006
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Frank Schlottmann, Andreas Mitschele, Detlef Seese
A Multi-objective Approach to Integrated Risk Management
In Carlos A. Coello Coello, Arturo Hernández Aguirre, Eckart Zitzler, Evolutionary Multi-Criterion Optimization, Seiten: 692-706, Springer, Lecture Notes in Computer Science, 3410, März, 2005
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Boris Motik, Alexander Maedche, Raphael Volz
A Conceptual Modeling Approach for Semantics-Driven Enterprise Applications
Proceedings of the First International Conference on Ontologies, Databases and Application of Semantics (ODBASE-2002), Springer, LNAI
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incollection

Andreas Mitschele, Frank Schlottmann, Detlef Seese
Integrated Risk Management: Risk Aggregation and Allocation using Intelligent Systems
In E. Kontoghiorghes, B. Rustem, P. Winker, Computational Methods in Financial Engineering, Seiten 317-342, Springer, 2008
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Stephan K. Chalup, Andreas Mitschele
Kernel methods in finance
In D. Seese, C. Weinhardt, F. Schlottmann, Handbook on Information Technology in Finance, Seiten 655-687, Springer, International Handbooks on Information Systems, Berlin, August, 2008
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Frank Schlottmann, Detlef Seese
Finding constrained downside risk-return efficient credit portfolio structures using hybrid multi-objective evolutionary computation
In G. Bol; G. Nakhaeizadeh; S. Rachev; T. Ridder; K.-H. Vollmer, Credit risk: measurement, evaluation and management, Seiten 231-266, Physica, Heidelberg, 2003
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proceedings

Juho Mäkiö, Stefanie Betz, Rolf Stephan
Offshoring of Software Development-Methods and Tools for Risk Management
KIT Scientific Publishing, Karlsruhe, August, 2007
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misc

Andreas Mitschele, Stephan K. Chalup, Frank Schlottmann, Detlef Seese
Applications of Kernel Methods in Financial Risk Management
12th International Conference on Computing in Economics and Finance, Book of Abstracts p. 85, Juni, 2006
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Andreas Mitschele, Frank Schlottmann, Detlef Seese
A Heuristic Approach towards an Integrated View on Portfolio Return, Market Risk, Credit Risk and Operational Risk
3rd World Conference on Computational Statistics & Data Analysis, Book of Abstracts p. 47, Oktober, 2005
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Frank Schlottmann, Andreas Mitschele, Detlef Seese
Risk-Return Analysis with an Integrated Perspective on Market, Credit and Operational Risk
10th Symposium on Finance, Banking, and Insurance, Book of Abstracts p. 52, Dezember, 2005
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Andreas Mitschele, Frank Schlottmann, Detlef Seese
A Multi-objective Model Framework for the Integrated Management of Financial Risks
Quantitative Methods in Finance Conference, Book of Abstracts p. 90, Dezember, 2005
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Detlef Seese, Frank Schlottmann
The building blocks of complexity: a unified criterion and selected applications in risk management
Complexity 2003: Complex Behaviour in Economics Conference, Aix-en-Provence, France, Mai, 2003
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