Christian Laudagé

Severity Modeling of Extreme Insurance Claims for Tariffication

Christian Laudagé, Sascha Desmettre, J. Wenzel, 2019, Insurance: Mathematics and Economics.

Combining multi-asset and intrinsic risk measures

Jörn Sass, Christian Laudagé, J. Wenzel, 2021, Insurance: Mathematics and Economics.

Scalarized utility-based multi-asset risk measures

Jörn Sass, Christian Laudagé, Sascha Desmettre, 2021, SSRN Electronic Journal.

Good-Deal Bounds for Option Prices under Value-at-Risk and Expected Shortfall Constraints

Jörn Sass, Christian Laudagé, Sascha Desmettre, 2020, Risks.