Decomposing Dynamic Risks into Risk Components

• Katja Schilling

  Corresponding Author

  Katja Schilling

  [email protected]

  https://orcid.org/0000-0002-9127-2161

  Institut für Versicherungswissenschaften, Universität Ulm, 89081 Ulm, Germany;

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  ,
• Daniel Bauer

  Daniel Bauer

  [email protected]

  https://orcid.org/0000-0001-6425-3769

  Department of Risk and Insurance, University of Wisconsin–Madison, Madison, Wisconsin 53706;

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  ,
• Marcus C. Christiansen

  Marcus C. Christiansen

  [email protected]

  https://orcid.org/0000-0002-6435-2246

  Institut für Mathematik, Carl von Ossietzky Universität Oldenburg, 26111 Oldenburg, Germany;

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  ,
• Alexander Kling

  Alexander Kling

  [email protected]

  Institut für Finanz- und Aktuarwissenschaften, 89081 Ulm, Germany

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