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Lukas Reichel
Former Member
Title
M.Sc.
Last Name
Reichel
First name
Lukas
Phone
+41 71 224 3655
14 results
Now showing 1 - 10 of 14
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Item type:Publication, Sometimes more, sometimes less: Prudence and the diversification of risky insurance coverageType:journal articleJournal:European Journal of Operational ResearchVolume:292Issue:2Scopus© Citations 4 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, The Liability Regime of Insurance Pools and Its Impact on PricingType:journal articleJournal:North American Actuarial JournalVolume:22Issue:4 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Systemic Risk through Contagion in a Core-Periphery Structured Banking Network(2015) ;Kley, Oliver ;Klüppelberg, ClaudiaWe contribute to the understanding of how systemic risk arises in a network of credit-interlinked agents. Motivated by empirical studies we formulate a network model which, despite its simplicity, depicts the nature of interbank markets better than a symmetric model. The components of a vector Ornstein-Uhlenbeck process living on the nodes of the network describe the financial robustnesses of the agents. For this system, we prove a LLN for growing network size leading to a propagation of chaos result. We state properties which arise from such a structure, and examine the effect of asymmetry on several risk management issues and the possibility of contagion.Type:journal articleJournal:Banach Center publicationsVolume:104Issue:1 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Assekuranz 2025: Quo Vadis?(Institute of Insurance Economics I.VW-HSG, 2017); ; ; ; Type:bookVolume:Band 63 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Digitales Monitoring in der Assekuranz(2017); ; Institut für Versicherungswirtschaft, (I.VW)Type:book sectionVolume:Band 63 - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Digitales Monitoring: Fluch oder Segen?(2016); Type:newspaper articleJournal:I.VW Management-Information - Some of the metrics are blocked by yourconsent settings
Item type:Publication, Optimal Reinsurance Programs and Hedging Strategies under Default Risk(2018-03-22)Type:presentation - Some of the metrics are blocked by yourconsent settings
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