The following pages link to Hirbod Assa (Q282270):
Displaying 28 items.
- Marginal indemnification function formulation for optimal reinsurance (Q282271) (← links)
- Natural risk measures (Q317544) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Lebesgue property of convex risk measures for bounded càdlàg processes (Q390190) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (Q829335) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Preferences over all random variables: incompatibility of convexity and continuity (Q1745655) (← links)
- Risk measures on the space of infinite sequences (Q1932527) (← links)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- An examination of the role of price insurance products in stimulating investment in agriculture supply chains for sustained productivity (Q2028776) (← links)
- On the risk consistency and monotonicity of ruin theory (Q2066794) (← links)
- When a combination of convexity and continuity forces monotonicity of preferences (Q2237509) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Designing sound deposit insurances (Q2402397) (← links)
- Nonexistence of solution for higher order evolution equations and inequalities (Q2458957) (← links)
- Joint games and compatibility (Q2634137) (← links)
- (Q2933589) (← links)
- Modelling and pricing of catastrophe risk bonds with a temperature-based agricultural application (Q4554260) (← links)
- ROBUST STABILITY, STABILISATION AND H-INFINITY CONTROL FOR PREMIUM-RESERVE MODELS IN A MARKOVIAN REGIME SWITCHING DISCRETE-TIME FRAMEWORK (Q4563783) (← links)
- Claims Reserving with a Stochastic Vector Projection (Q4567958) (← links)
- Modeling Frost Losses: Application to Pricing Frost Insurance (Q4567965) (← links)
- Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses (Q5051108) (← links)
- Price Index Insurances in the Agriculture Markets (Q5165012) (← links)
- Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
- A stochastic optimal stopping model for storable commodity prices (Q6067027) (← links)
- Characterization of Compact Subsets of $\mathcal{A}^p$ with Respect to Weak Topology (Q6209179) (← links)
