Invited speaker at an academic conference (2019), Zurich-Hannover workshop on Insurance and Financial Mathematics
Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source
KRATZ, M. (2019). Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source. In: Zurich-Hannover workshop on Insurance and Financial Mathematics. Hannover.