Pablo Koch-Medina

Available identifiers

zbMath Open koch-medina.pabloMaRDI QIDQ471174

List of research outcomes

Publication	Date of Publication	Type
Qualitative robustness of utility-based risk measures	2024-06-04	Paper
Revisiting optimal investment strategies of value-maximizing insurance firms	2021-07-06	Paper
Law-invariant functionals that collapse to the mean	2021-06-21	Paper
Dual representations for systemic risk measures based on acceptance sets	2021-05-05	Paper
Law-Invariant Functionals on General Spaces of Random Variables	2021-05-04	Paper
Existence, uniqueness, and stability of optimal payoffs of eligible assets	2020-05-14	Paper
Market-Consistent Prices	2020-04-09	Paper
A simple characterization of tightness for convex solid sets of positive random variables	2018-10-04	Paper
Which eligible assets are compatible with comonotonic capital requirements?	2018-08-28	Paper
Equilibria in the CAPM with non-tradeable endowments	2018-04-18	Paper
Existence, uniqueness and stability of optimal portfolios of eligible assets	2017-02-07	Paper
Diversification, protection of liability holders and regulatory arbitrage	2017-01-31	Paper
Measuring risk with multiple eligible assets	2015-03-24	Paper
Law-invariant risk measures: extension properties and qualitative robustness	2015-01-22	Paper
Beyond cash-additive risk measures: when changing the numéraire fails	2014-11-14	Paper
Capital requirements with defaultable securities	2014-09-22	Paper
Capital adequacy tests and limited liability of financial institutions	2014-01-14	Paper
Risk Measures and Efficient use of Capital	2011-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q4788110	2003-01-20	Paper
Linear and Semilinear Parabolic Equations on BUC(ℝN)	1997-06-03	Paper
Diffusive logistic growth on	1997-03-23	Paper
Long-time behaviour for reaction-diffusion equations on	1996-10-08	Paper
https://portal.mardi4nfdi.de/entity/Q4880396	1996-08-05	Paper
Elliptic eigenvalue problems and unbounded continua of positive solutions of a semilinear elliptic equations	1996-07-09	Paper
Superconvexity of the evolution operator and parabolic eigenvalue problems on \(\mathbb{R}^ n\)	1995-09-25	Paper
Exponential stability, change of stability and eigenvalue problems for linear time-periodic parabolic equations on \(\mathbb{R}^ N\)	1995-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4272980	1993-12-06	Paper

Research outcomes over time

This page was built for person: Pablo Koch-Medina