S. Steil, D. Kobus, J. Wolf, The joint impact of fertility and unemployment on the level of state-aided pensions, European Actuarial Journal, 2016.
M. Kriele, J. Wolf, Value-Oriented Management of Insurance Companies, EAA Series, Springer, 2014.
M. Kriele, J. Wolf, Wertorientiertes Risikomanagement von Versicherungsunternehmen, Springer, 2012.
(with M. Kriele) On market value margins and cost of capital.Blätter der DGVFM 28, 195-219 (2007).
(with F. Flandoli and F. Russo) Some stochastic differential equations with distributional drift. Part II: Lyons-Zheng structure, Itô's formula and semimartingale caracterization.Random Oper. Stochastic Equations 12, 145-184 (2004).
(with F. Flandoli and F. Russo) Some stochastic differential equations with distributional drift.Part I: General calculus.Osaka J. Math. 40, 493-542 (2003).
(with F. Russo and P. Vallois) A generalized class of Lyons-Zheng processes.Bernoulli 7, 363-379 (2001).
(with H.J. Engelbert) On the structure of strong Markov continuous local Dirichlet processes. In: B. Grigelionis et al.: Probability Theory and Mathematical Statistics, Proceedings of the 7th Vilnius Conference, TEV, Vilnius / VSP, Utrecht, 241-258 (1999).
A representation theorem for continuous additive functionals of zero quadratic variation.Prob. Math. Stat. 18, 367-379 (1998).
(with H.J. Engelbert) Strong Markov local Dirichlet processes and stochastic differential equations.Teoria Veroyatn. i ee Primenen. 43, 331-348 (1998).
An Itô formula for local Dirichlet processes.Stochastics and Stochastics Reports 62, 103-115 (1997).
On transformations of semimartingales and local Dirichlet processes.Stochastics and Stochastics Reports 62, 65-101 (1997).
